CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 27-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2021 |
27-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3769 |
1.3764 |
-0.0005 |
0.0% |
1.3753 |
| High |
1.3831 |
1.3781 |
-0.0050 |
-0.4% |
1.3833 |
| Low |
1.3757 |
1.3709 |
-0.0048 |
-0.3% |
1.3706 |
| Close |
1.3766 |
1.3746 |
-0.0020 |
-0.1% |
1.3758 |
| Range |
0.0074 |
0.0072 |
-0.0002 |
-2.7% |
0.0127 |
| ATR |
0.0085 |
0.0084 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
75,598 |
103,063 |
27,465 |
36.3% |
423,421 |
|
| Daily Pivots for day following 27-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3961 |
1.3926 |
1.3786 |
|
| R3 |
1.3889 |
1.3854 |
1.3766 |
|
| R2 |
1.3817 |
1.3817 |
1.3759 |
|
| R1 |
1.3782 |
1.3782 |
1.3753 |
1.3764 |
| PP |
1.3745 |
1.3745 |
1.3745 |
1.3736 |
| S1 |
1.3710 |
1.3710 |
1.3739 |
1.3692 |
| S2 |
1.3673 |
1.3673 |
1.3733 |
|
| S3 |
1.3601 |
1.3638 |
1.3726 |
|
| S4 |
1.3529 |
1.3566 |
1.3706 |
|
|
| 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 |
1.3832 |
1.3709 |
0.0123 |
0.9% |
0.0067 |
0.5% |
30% |
False |
True |
80,630 |
| 10 |
1.3833 |
1.3659 |
0.0174 |
1.3% |
0.0077 |
0.6% |
50% |
False |
False |
84,497 |
| 20 |
1.3833 |
1.3416 |
0.0417 |
3.0% |
0.0084 |
0.6% |
79% |
False |
False |
88,358 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0088 |
0.6% |
66% |
False |
False |
84,909 |
| 60 |
1.3960 |
1.3412 |
0.0548 |
4.0% |
0.0083 |
0.6% |
61% |
False |
False |
56,752 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0085 |
0.6% |
58% |
False |
False |
42,580 |
| 100 |
1.4189 |
1.3412 |
0.0777 |
5.7% |
0.0086 |
0.6% |
43% |
False |
False |
34,074 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0085 |
0.6% |
40% |
False |
False |
28,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4087 |
|
2.618 |
1.3969 |
|
1.618 |
1.3897 |
|
1.000 |
1.3853 |
|
0.618 |
1.3825 |
|
HIGH |
1.3781 |
|
0.618 |
1.3753 |
|
0.500 |
1.3745 |
|
0.382 |
1.3737 |
|
LOW |
1.3709 |
|
0.618 |
1.3665 |
|
1.000 |
1.3637 |
|
1.618 |
1.3593 |
|
2.618 |
1.3521 |
|
4.250 |
1.3403 |
|
|
| Fisher Pivots for day following 27-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3746 |
1.3770 |
| PP |
1.3745 |
1.3762 |
| S1 |
1.3745 |
1.3754 |
|