CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 28-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2021 |
28-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3764 |
1.3741 |
-0.0023 |
-0.2% |
1.3753 |
| High |
1.3781 |
1.3815 |
0.0034 |
0.2% |
1.3833 |
| Low |
1.3709 |
1.3721 |
0.0012 |
0.1% |
1.3706 |
| Close |
1.3746 |
1.3789 |
0.0043 |
0.3% |
1.3758 |
| Range |
0.0072 |
0.0094 |
0.0022 |
30.6% |
0.0127 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
0.9% |
0.0000 |
| Volume |
103,063 |
90,458 |
-12,605 |
-12.2% |
423,421 |
|
| Daily Pivots for day following 28-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4057 |
1.4017 |
1.3841 |
|
| R3 |
1.3963 |
1.3923 |
1.3815 |
|
| R2 |
1.3869 |
1.3869 |
1.3806 |
|
| R1 |
1.3829 |
1.3829 |
1.3798 |
1.3849 |
| PP |
1.3775 |
1.3775 |
1.3775 |
1.3785 |
| S1 |
1.3735 |
1.3735 |
1.3780 |
1.3755 |
| S2 |
1.3681 |
1.3681 |
1.3772 |
|
| S3 |
1.3587 |
1.3641 |
1.3763 |
|
| S4 |
1.3493 |
1.3547 |
1.3737 |
|
|
| 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 |
1.3831 |
1.3709 |
0.0122 |
0.9% |
0.0074 |
0.5% |
66% |
False |
False |
84,294 |
| 10 |
1.3833 |
1.3668 |
0.0165 |
1.2% |
0.0079 |
0.6% |
73% |
False |
False |
84,251 |
| 20 |
1.3833 |
1.3434 |
0.0399 |
2.9% |
0.0084 |
0.6% |
89% |
False |
False |
86,339 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0089 |
0.6% |
75% |
False |
False |
87,138 |
| 60 |
1.3951 |
1.3412 |
0.0539 |
3.9% |
0.0083 |
0.6% |
70% |
False |
False |
58,258 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0085 |
0.6% |
66% |
False |
False |
43,710 |
| 100 |
1.4189 |
1.3412 |
0.0777 |
5.6% |
0.0087 |
0.6% |
49% |
False |
False |
34,978 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0085 |
0.6% |
45% |
False |
False |
29,154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4215 |
|
2.618 |
1.4061 |
|
1.618 |
1.3967 |
|
1.000 |
1.3909 |
|
0.618 |
1.3873 |
|
HIGH |
1.3815 |
|
0.618 |
1.3779 |
|
0.500 |
1.3768 |
|
0.382 |
1.3757 |
|
LOW |
1.3721 |
|
0.618 |
1.3663 |
|
1.000 |
1.3627 |
|
1.618 |
1.3569 |
|
2.618 |
1.3475 |
|
4.250 |
1.3322 |
|
|
| Fisher Pivots for day following 28-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3782 |
1.3783 |
| PP |
1.3775 |
1.3776 |
| S1 |
1.3768 |
1.3770 |
|