CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 10-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2021 |
10-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3562 |
1.3563 |
0.0001 |
0.0% |
1.3688 |
| High |
1.3609 |
1.3566 |
-0.0043 |
-0.3% |
1.3699 |
| Low |
1.3524 |
1.3401 |
-0.0123 |
-0.9% |
1.3424 |
| Close |
1.3563 |
1.3415 |
-0.0148 |
-1.1% |
1.3482 |
| Range |
0.0085 |
0.0165 |
0.0080 |
94.1% |
0.0275 |
| ATR |
0.0095 |
0.0100 |
0.0005 |
5.2% |
0.0000 |
| Volume |
76,849 |
106,838 |
29,989 |
39.0% |
530,755 |
|
| Daily Pivots for day following 10-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3956 |
1.3850 |
1.3506 |
|
| R3 |
1.3791 |
1.3685 |
1.3460 |
|
| R2 |
1.3626 |
1.3626 |
1.3445 |
|
| R1 |
1.3520 |
1.3520 |
1.3430 |
1.3491 |
| PP |
1.3461 |
1.3461 |
1.3461 |
1.3446 |
| S1 |
1.3355 |
1.3355 |
1.3400 |
1.3326 |
| S2 |
1.3296 |
1.3296 |
1.3385 |
|
| S3 |
1.3131 |
1.3190 |
1.3370 |
|
| S4 |
1.2966 |
1.3025 |
1.3324 |
|
|
| 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 |
1.3401 |
0.0298 |
2.2% |
0.0138 |
1.0% |
5% |
False |
True |
113,039 |
| 10 |
1.3815 |
1.3401 |
0.0414 |
3.1% |
0.0112 |
0.8% |
3% |
False |
True |
100,964 |
| 20 |
1.3833 |
1.3401 |
0.0432 |
3.2% |
0.0095 |
0.7% |
3% |
False |
True |
92,731 |
| 40 |
1.3855 |
1.3401 |
0.0454 |
3.4% |
0.0096 |
0.7% |
3% |
False |
True |
95,880 |
| 60 |
1.3917 |
1.3401 |
0.0516 |
3.8% |
0.0089 |
0.7% |
3% |
False |
True |
73,560 |
| 80 |
1.3986 |
1.3401 |
0.0585 |
4.4% |
0.0087 |
0.6% |
2% |
False |
True |
55,194 |
| 100 |
1.4001 |
1.3401 |
0.0600 |
4.5% |
0.0087 |
0.6% |
2% |
False |
True |
44,164 |
| 120 |
1.4251 |
1.3401 |
0.0850 |
6.3% |
0.0088 |
0.7% |
2% |
False |
True |
36,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4267 |
|
2.618 |
1.3998 |
|
1.618 |
1.3833 |
|
1.000 |
1.3731 |
|
0.618 |
1.3668 |
|
HIGH |
1.3566 |
|
0.618 |
1.3503 |
|
0.500 |
1.3484 |
|
0.382 |
1.3464 |
|
LOW |
1.3401 |
|
0.618 |
1.3299 |
|
1.000 |
1.3236 |
|
1.618 |
1.3134 |
|
2.618 |
1.2969 |
|
4.250 |
1.2700 |
|
|
| Fisher Pivots for day following 10-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3484 |
1.3505 |
| PP |
1.3461 |
1.3475 |
| S1 |
1.3438 |
1.3445 |
|