CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 25-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2021 |
25-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3795 |
1.3752 |
-0.0043 |
-0.3% |
1.3753 |
| High |
1.3816 |
1.3791 |
-0.0025 |
-0.2% |
1.3833 |
| Low |
1.3735 |
1.3741 |
0.0006 |
0.0% |
1.3706 |
| Close |
1.3758 |
1.3771 |
0.0013 |
0.1% |
1.3758 |
| Range |
0.0081 |
0.0050 |
-0.0031 |
-38.3% |
0.0127 |
| ATR |
0.0088 |
0.0086 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
90,400 |
61,953 |
-28,447 |
-31.5% |
423,421 |
|
| Daily Pivots for day following 25-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3918 |
1.3894 |
1.3799 |
|
| R3 |
1.3868 |
1.3844 |
1.3785 |
|
| R2 |
1.3818 |
1.3818 |
1.3780 |
|
| R1 |
1.3794 |
1.3794 |
1.3776 |
1.3806 |
| PP |
1.3768 |
1.3768 |
1.3768 |
1.3774 |
| S1 |
1.3744 |
1.3744 |
1.3766 |
1.3756 |
| S2 |
1.3718 |
1.3718 |
1.3762 |
|
| S3 |
1.3668 |
1.3694 |
1.3757 |
|
| S4 |
1.3618 |
1.3644 |
1.3744 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4147 |
1.4079 |
1.3828 |
|
| R3 |
1.4020 |
1.3952 |
1.3793 |
|
| R2 |
1.3893 |
1.3893 |
1.3781 |
|
| R1 |
1.3825 |
1.3825 |
1.3770 |
1.3859 |
| PP |
1.3766 |
1.3766 |
1.3766 |
1.3783 |
| S1 |
1.3698 |
1.3698 |
1.3746 |
1.3732 |
| S2 |
1.3639 |
1.3639 |
1.3735 |
|
| S3 |
1.3512 |
1.3571 |
1.3723 |
|
| S4 |
1.3385 |
1.3444 |
1.3688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3833 |
1.3727 |
0.0106 |
0.8% |
0.0077 |
0.6% |
42% |
False |
False |
78,776 |
| 10 |
1.3833 |
1.3568 |
0.0265 |
1.9% |
0.0079 |
0.6% |
77% |
False |
False |
82,577 |
| 20 |
1.3833 |
1.3412 |
0.0421 |
3.1% |
0.0094 |
0.7% |
85% |
False |
False |
93,882 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0087 |
0.6% |
71% |
False |
False |
80,550 |
| 60 |
1.3960 |
1.3412 |
0.0548 |
4.0% |
0.0082 |
0.6% |
66% |
False |
False |
53,776 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0086 |
0.6% |
63% |
False |
False |
40,348 |
| 100 |
1.4201 |
1.3412 |
0.0789 |
5.7% |
0.0086 |
0.6% |
46% |
False |
False |
32,287 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0085 |
0.6% |
43% |
False |
False |
26,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4004 |
|
2.618 |
1.3922 |
|
1.618 |
1.3872 |
|
1.000 |
1.3841 |
|
0.618 |
1.3822 |
|
HIGH |
1.3791 |
|
0.618 |
1.3772 |
|
0.500 |
1.3766 |
|
0.382 |
1.3760 |
|
LOW |
1.3741 |
|
0.618 |
1.3710 |
|
1.000 |
1.3691 |
|
1.618 |
1.3660 |
|
2.618 |
1.3610 |
|
4.250 |
1.3529 |
|
|
| Fisher Pivots for day following 25-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3769 |
1.3784 |
| PP |
1.3768 |
1.3779 |
| S1 |
1.3766 |
1.3775 |
|