CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 12-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2021 |
12-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3407 |
1.3367 |
-0.0040 |
-0.3% |
1.3489 |
| High |
1.3434 |
1.3427 |
-0.0007 |
-0.1% |
1.3609 |
| Low |
1.3359 |
1.3353 |
-0.0006 |
0.0% |
1.3353 |
| Close |
1.3365 |
1.3416 |
0.0051 |
0.4% |
1.3416 |
| Range |
0.0075 |
0.0074 |
-0.0001 |
-1.3% |
0.0256 |
| ATR |
0.0098 |
0.0097 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
88,680 |
102,352 |
13,672 |
15.4% |
467,925 |
|
| Daily Pivots for day following 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3621 |
1.3592 |
1.3457 |
|
| R3 |
1.3547 |
1.3518 |
1.3436 |
|
| R2 |
1.3473 |
1.3473 |
1.3430 |
|
| R1 |
1.3444 |
1.3444 |
1.3423 |
1.3459 |
| PP |
1.3399 |
1.3399 |
1.3399 |
1.3406 |
| S1 |
1.3370 |
1.3370 |
1.3409 |
1.3385 |
| S2 |
1.3325 |
1.3325 |
1.3402 |
|
| S3 |
1.3251 |
1.3296 |
1.3396 |
|
| S4 |
1.3177 |
1.3222 |
1.3375 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4227 |
1.4078 |
1.3557 |
|
| R3 |
1.3971 |
1.3822 |
1.3486 |
|
| R2 |
1.3715 |
1.3715 |
1.3463 |
|
| R1 |
1.3566 |
1.3566 |
1.3439 |
1.3513 |
| PP |
1.3459 |
1.3459 |
1.3459 |
1.3433 |
| S1 |
1.3310 |
1.3310 |
1.3393 |
1.3257 |
| S2 |
1.3203 |
1.3203 |
1.3369 |
|
| S3 |
1.2947 |
1.3054 |
1.3346 |
|
| S4 |
1.2691 |
1.2798 |
1.3275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3609 |
1.3353 |
0.0256 |
1.9% |
0.0106 |
0.8% |
25% |
False |
True |
93,585 |
| 10 |
1.3699 |
1.3353 |
0.0346 |
2.6% |
0.0104 |
0.8% |
18% |
False |
True |
99,868 |
| 20 |
1.3833 |
1.3353 |
0.0480 |
3.6% |
0.0093 |
0.7% |
13% |
False |
True |
93,235 |
| 40 |
1.3833 |
1.3353 |
0.0480 |
3.6% |
0.0095 |
0.7% |
13% |
False |
True |
96,723 |
| 60 |
1.3917 |
1.3353 |
0.0564 |
4.2% |
0.0089 |
0.7% |
11% |
False |
True |
76,737 |
| 80 |
1.3986 |
1.3353 |
0.0633 |
4.7% |
0.0086 |
0.6% |
10% |
False |
True |
57,578 |
| 100 |
1.3989 |
1.3353 |
0.0636 |
4.7% |
0.0087 |
0.6% |
10% |
False |
True |
46,074 |
| 120 |
1.4251 |
1.3353 |
0.0898 |
6.7% |
0.0088 |
0.7% |
7% |
False |
True |
38,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3742 |
|
2.618 |
1.3621 |
|
1.618 |
1.3547 |
|
1.000 |
1.3501 |
|
0.618 |
1.3473 |
|
HIGH |
1.3427 |
|
0.618 |
1.3399 |
|
0.500 |
1.3390 |
|
0.382 |
1.3381 |
|
LOW |
1.3353 |
|
0.618 |
1.3307 |
|
1.000 |
1.3279 |
|
1.618 |
1.3233 |
|
2.618 |
1.3159 |
|
4.250 |
1.3039 |
|
|
| Fisher Pivots for day following 12-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3407 |
1.3460 |
| PP |
1.3399 |
1.3445 |
| S1 |
1.3390 |
1.3431 |
|