CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 21-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2021 |
21-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3795 |
1.3821 |
0.0026 |
0.2% |
1.3625 |
| High |
1.3833 |
1.3832 |
-0.0001 |
0.0% |
1.3774 |
| Low |
1.3741 |
1.3775 |
0.0034 |
0.2% |
1.3568 |
| Close |
1.3831 |
1.3783 |
-0.0048 |
-0.3% |
1.3750 |
| Range |
0.0092 |
0.0057 |
-0.0035 |
-38.0% |
0.0206 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
77,172 |
72,136 |
-5,036 |
-6.5% |
407,822 |
|
| Daily Pivots for day following 21-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3968 |
1.3932 |
1.3814 |
|
| R3 |
1.3911 |
1.3875 |
1.3799 |
|
| R2 |
1.3854 |
1.3854 |
1.3793 |
|
| R1 |
1.3818 |
1.3818 |
1.3788 |
1.3808 |
| PP |
1.3797 |
1.3797 |
1.3797 |
1.3791 |
| S1 |
1.3761 |
1.3761 |
1.3778 |
1.3751 |
| S2 |
1.3740 |
1.3740 |
1.3773 |
|
| S3 |
1.3683 |
1.3704 |
1.3767 |
|
| S4 |
1.3626 |
1.3647 |
1.3752 |
|
|
| 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 |
1.3668 |
0.0165 |
1.2% |
0.0084 |
0.6% |
70% |
False |
False |
84,207 |
| 10 |
1.3833 |
1.3568 |
0.0265 |
1.9% |
0.0083 |
0.6% |
81% |
False |
False |
81,671 |
| 20 |
1.3833 |
1.3412 |
0.0421 |
3.1% |
0.0095 |
0.7% |
88% |
False |
False |
94,809 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0088 |
0.6% |
73% |
False |
False |
76,778 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0083 |
0.6% |
65% |
False |
False |
51,239 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0086 |
0.6% |
65% |
False |
False |
38,445 |
| 100 |
1.4203 |
1.3412 |
0.0791 |
5.7% |
0.0087 |
0.6% |
47% |
False |
False |
30,765 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0085 |
0.6% |
44% |
False |
False |
25,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4074 |
|
2.618 |
1.3981 |
|
1.618 |
1.3924 |
|
1.000 |
1.3889 |
|
0.618 |
1.3867 |
|
HIGH |
1.3832 |
|
0.618 |
1.3810 |
|
0.500 |
1.3804 |
|
0.382 |
1.3797 |
|
LOW |
1.3775 |
|
0.618 |
1.3740 |
|
1.000 |
1.3718 |
|
1.618 |
1.3683 |
|
2.618 |
1.3626 |
|
4.250 |
1.3533 |
|
|
| Fisher Pivots for day following 21-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3804 |
1.3782 |
| PP |
1.3797 |
1.3781 |
| S1 |
1.3790 |
1.3780 |
|