CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 26-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2021 |
26-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3752 |
1.3769 |
0.0017 |
0.1% |
1.3753 |
| High |
1.3791 |
1.3831 |
0.0040 |
0.3% |
1.3833 |
| Low |
1.3741 |
1.3757 |
0.0016 |
0.1% |
1.3706 |
| Close |
1.3771 |
1.3766 |
-0.0005 |
0.0% |
1.3758 |
| Range |
0.0050 |
0.0074 |
0.0024 |
48.0% |
0.0127 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
61,953 |
75,598 |
13,645 |
22.0% |
423,421 |
|
| Daily Pivots for day following 26-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4007 |
1.3960 |
1.3807 |
|
| R3 |
1.3933 |
1.3886 |
1.3786 |
|
| R2 |
1.3859 |
1.3859 |
1.3780 |
|
| R1 |
1.3812 |
1.3812 |
1.3773 |
1.3799 |
| PP |
1.3785 |
1.3785 |
1.3785 |
1.3778 |
| S1 |
1.3738 |
1.3738 |
1.3759 |
1.3725 |
| S2 |
1.3711 |
1.3711 |
1.3752 |
|
| S3 |
1.3637 |
1.3664 |
1.3746 |
|
| S4 |
1.3563 |
1.3590 |
1.3725 |
|
|
| 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 |
1.3735 |
0.0098 |
0.7% |
0.0071 |
0.5% |
32% |
False |
False |
75,451 |
| 10 |
1.3833 |
1.3576 |
0.0257 |
1.9% |
0.0079 |
0.6% |
74% |
False |
False |
82,447 |
| 20 |
1.3833 |
1.3412 |
0.0421 |
3.1% |
0.0088 |
0.6% |
84% |
False |
False |
89,607 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0088 |
0.6% |
70% |
False |
False |
82,427 |
| 60 |
1.3960 |
1.3412 |
0.0548 |
4.0% |
0.0083 |
0.6% |
65% |
False |
False |
55,034 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0085 |
0.6% |
62% |
False |
False |
41,292 |
| 100 |
1.4193 |
1.3412 |
0.0781 |
5.7% |
0.0086 |
0.6% |
45% |
False |
False |
33,043 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0085 |
0.6% |
42% |
False |
False |
27,542 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4146 |
|
2.618 |
1.4025 |
|
1.618 |
1.3951 |
|
1.000 |
1.3905 |
|
0.618 |
1.3877 |
|
HIGH |
1.3831 |
|
0.618 |
1.3803 |
|
0.500 |
1.3794 |
|
0.382 |
1.3785 |
|
LOW |
1.3757 |
|
0.618 |
1.3711 |
|
1.000 |
1.3683 |
|
1.618 |
1.3637 |
|
2.618 |
1.3563 |
|
4.250 |
1.3443 |
|
|
| Fisher Pivots for day following 26-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3794 |
1.3783 |
| PP |
1.3785 |
1.3777 |
| S1 |
1.3775 |
1.3772 |
|