CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 15-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2021 |
15-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3367 |
1.3418 |
0.0051 |
0.4% |
1.3489 |
| High |
1.3427 |
1.3450 |
0.0023 |
0.2% |
1.3609 |
| Low |
1.3353 |
1.3403 |
0.0050 |
0.4% |
1.3353 |
| Close |
1.3416 |
1.3429 |
0.0013 |
0.1% |
1.3416 |
| Range |
0.0074 |
0.0047 |
-0.0027 |
-36.5% |
0.0256 |
| ATR |
0.0097 |
0.0093 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
102,352 |
69,416 |
-32,936 |
-32.2% |
467,925 |
|
| Daily Pivots for day following 15-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3568 |
1.3546 |
1.3455 |
|
| R3 |
1.3521 |
1.3499 |
1.3442 |
|
| R2 |
1.3474 |
1.3474 |
1.3438 |
|
| R1 |
1.3452 |
1.3452 |
1.3433 |
1.3463 |
| PP |
1.3427 |
1.3427 |
1.3427 |
1.3433 |
| S1 |
1.3405 |
1.3405 |
1.3425 |
1.3416 |
| S2 |
1.3380 |
1.3380 |
1.3420 |
|
| S3 |
1.3333 |
1.3358 |
1.3416 |
|
| S4 |
1.3286 |
1.3311 |
1.3403 |
|
|
| 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% |
0.0089 |
0.7% |
30% |
False |
False |
88,827 |
| 10 |
1.3699 |
1.3353 |
0.0346 |
2.6% |
0.0103 |
0.8% |
22% |
False |
False |
98,736 |
| 20 |
1.3833 |
1.3353 |
0.0480 |
3.6% |
0.0092 |
0.7% |
16% |
False |
False |
92,131 |
| 40 |
1.3833 |
1.3353 |
0.0480 |
3.6% |
0.0094 |
0.7% |
16% |
False |
False |
95,464 |
| 60 |
1.3917 |
1.3353 |
0.0564 |
4.2% |
0.0089 |
0.7% |
13% |
False |
False |
77,890 |
| 80 |
1.3986 |
1.3353 |
0.0633 |
4.7% |
0.0086 |
0.6% |
12% |
False |
False |
58,446 |
| 100 |
1.3986 |
1.3353 |
0.0633 |
4.7% |
0.0087 |
0.6% |
12% |
False |
False |
46,768 |
| 120 |
1.4251 |
1.3353 |
0.0898 |
6.7% |
0.0088 |
0.7% |
8% |
False |
False |
38,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3650 |
|
2.618 |
1.3573 |
|
1.618 |
1.3526 |
|
1.000 |
1.3497 |
|
0.618 |
1.3479 |
|
HIGH |
1.3450 |
|
0.618 |
1.3432 |
|
0.500 |
1.3427 |
|
0.382 |
1.3421 |
|
LOW |
1.3403 |
|
0.618 |
1.3374 |
|
1.000 |
1.3356 |
|
1.618 |
1.3327 |
|
2.618 |
1.3280 |
|
4.250 |
1.3203 |
|
|
| Fisher Pivots for day following 15-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3428 |
1.3420 |
| PP |
1.3427 |
1.3411 |
| S1 |
1.3427 |
1.3402 |
|