CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 20-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2021 |
20-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3730 |
1.3795 |
0.0065 |
0.5% |
1.3625 |
| High |
1.3833 |
1.3833 |
0.0000 |
0.0% |
1.3774 |
| Low |
1.3727 |
1.3741 |
0.0014 |
0.1% |
1.3568 |
| Close |
1.3798 |
1.3831 |
0.0033 |
0.2% |
1.3750 |
| Range |
0.0106 |
0.0092 |
-0.0014 |
-13.2% |
0.0206 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.0% |
0.0000 |
| Volume |
92,221 |
77,172 |
-15,049 |
-16.3% |
407,822 |
|
| Daily Pivots for day following 20-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4078 |
1.4046 |
1.3882 |
|
| R3 |
1.3986 |
1.3954 |
1.3856 |
|
| R2 |
1.3894 |
1.3894 |
1.3848 |
|
| R1 |
1.3862 |
1.3862 |
1.3839 |
1.3878 |
| PP |
1.3802 |
1.3802 |
1.3802 |
1.3810 |
| S1 |
1.3770 |
1.3770 |
1.3823 |
1.3786 |
| S2 |
1.3710 |
1.3710 |
1.3814 |
|
| S3 |
1.3618 |
1.3678 |
1.3806 |
|
| S4 |
1.3526 |
1.3586 |
1.3780 |
|
|
| Weekly Pivots for week ending 15-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4315 |
1.4239 |
1.3863 |
|
| R3 |
1.4109 |
1.4033 |
1.3807 |
|
| R2 |
1.3903 |
1.3903 |
1.3788 |
|
| R1 |
1.3827 |
1.3827 |
1.3769 |
1.3865 |
| PP |
1.3697 |
1.3697 |
1.3697 |
1.3717 |
| S1 |
1.3621 |
1.3621 |
1.3731 |
1.3659 |
| S2 |
1.3491 |
1.3491 |
1.3712 |
|
| S3 |
1.3285 |
1.3415 |
1.3693 |
|
| S4 |
1.3079 |
1.3209 |
1.3637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3833 |
1.3659 |
0.0174 |
1.3% |
0.0088 |
0.6% |
99% |
True |
False |
88,365 |
| 10 |
1.3833 |
1.3568 |
0.0265 |
1.9% |
0.0084 |
0.6% |
99% |
True |
False |
82,411 |
| 20 |
1.3833 |
1.3412 |
0.0421 |
3.0% |
0.0099 |
0.7% |
100% |
True |
False |
97,700 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0089 |
0.6% |
83% |
False |
False |
74,979 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0083 |
0.6% |
73% |
False |
False |
50,039 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0086 |
0.6% |
73% |
False |
False |
37,543 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0087 |
0.6% |
50% |
False |
False |
30,044 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0086 |
0.6% |
50% |
False |
False |
25,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4224 |
|
2.618 |
1.4074 |
|
1.618 |
1.3982 |
|
1.000 |
1.3925 |
|
0.618 |
1.3890 |
|
HIGH |
1.3833 |
|
0.618 |
1.3798 |
|
0.500 |
1.3787 |
|
0.382 |
1.3776 |
|
LOW |
1.3741 |
|
0.618 |
1.3684 |
|
1.000 |
1.3649 |
|
1.618 |
1.3592 |
|
2.618 |
1.3500 |
|
4.250 |
1.3350 |
|
|
| Fisher Pivots for day following 20-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3816 |
1.3811 |
| PP |
1.3802 |
1.3790 |
| S1 |
1.3787 |
1.3770 |
|