CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 08-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2021 |
08-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3500 |
1.3489 |
-0.0011 |
-0.1% |
1.3688 |
| High |
1.3509 |
1.3580 |
0.0071 |
0.5% |
1.3699 |
| Low |
1.3424 |
1.3451 |
0.0027 |
0.2% |
1.3424 |
| Close |
1.3482 |
1.3557 |
0.0075 |
0.6% |
1.3482 |
| Range |
0.0085 |
0.0129 |
0.0044 |
51.8% |
0.0275 |
| ATR |
0.0094 |
0.0096 |
0.0003 |
2.7% |
0.0000 |
| Volume |
119,456 |
93,206 |
-26,250 |
-22.0% |
530,755 |
|
| Daily Pivots for day following 08-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3916 |
1.3866 |
1.3628 |
|
| R3 |
1.3787 |
1.3737 |
1.3592 |
|
| R2 |
1.3658 |
1.3658 |
1.3581 |
|
| R1 |
1.3608 |
1.3608 |
1.3569 |
1.3633 |
| PP |
1.3529 |
1.3529 |
1.3529 |
1.3542 |
| S1 |
1.3479 |
1.3479 |
1.3545 |
1.3504 |
| S2 |
1.3400 |
1.3400 |
1.3533 |
|
| S3 |
1.3271 |
1.3350 |
1.3522 |
|
| S4 |
1.3142 |
1.3221 |
1.3486 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4360 |
1.4196 |
1.3633 |
|
| R3 |
1.4085 |
1.3921 |
1.3558 |
|
| R2 |
1.3810 |
1.3810 |
1.3532 |
|
| R1 |
1.3646 |
1.3646 |
1.3507 |
1.3591 |
| PP |
1.3535 |
1.3535 |
1.3535 |
1.3507 |
| S1 |
1.3371 |
1.3371 |
1.3457 |
1.3316 |
| S2 |
1.3260 |
1.3260 |
1.3432 |
|
| S3 |
1.2985 |
1.3096 |
1.3406 |
|
| S4 |
1.2710 |
1.2821 |
1.3331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3699 |
1.3424 |
0.0275 |
2.0% |
0.0118 |
0.9% |
48% |
False |
False |
108,646 |
| 10 |
1.3831 |
1.3424 |
0.0407 |
3.0% |
0.0101 |
0.7% |
33% |
False |
False |
100,462 |
| 20 |
1.3833 |
1.3424 |
0.0409 |
3.0% |
0.0090 |
0.7% |
33% |
False |
False |
91,519 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0094 |
0.7% |
29% |
False |
False |
95,584 |
| 60 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0088 |
0.6% |
29% |
False |
False |
70,507 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0086 |
0.6% |
25% |
False |
False |
52,900 |
| 100 |
1.4001 |
1.3412 |
0.0589 |
4.3% |
0.0088 |
0.6% |
25% |
False |
False |
42,329 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0087 |
0.6% |
17% |
False |
False |
35,280 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4128 |
|
2.618 |
1.3918 |
|
1.618 |
1.3789 |
|
1.000 |
1.3709 |
|
0.618 |
1.3660 |
|
HIGH |
1.3580 |
|
0.618 |
1.3531 |
|
0.500 |
1.3516 |
|
0.382 |
1.3500 |
|
LOW |
1.3451 |
|
0.618 |
1.3371 |
|
1.000 |
1.3322 |
|
1.618 |
1.3242 |
|
2.618 |
1.3113 |
|
4.250 |
1.2903 |
|
|
| Fisher Pivots for day following 08-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3543 |
1.3562 |
| PP |
1.3529 |
1.3560 |
| S1 |
1.3516 |
1.3559 |
|