CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 16-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2021 |
16-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3418 |
1.3408 |
-0.0010 |
-0.1% |
1.3489 |
| High |
1.3450 |
1.3473 |
0.0023 |
0.2% |
1.3609 |
| Low |
1.3403 |
1.3405 |
0.0002 |
0.0% |
1.3353 |
| Close |
1.3429 |
1.3429 |
0.0000 |
0.0% |
1.3416 |
| Range |
0.0047 |
0.0068 |
0.0021 |
44.7% |
0.0256 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
69,416 |
92,690 |
23,274 |
33.5% |
467,925 |
|
| Daily Pivots for day following 16-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3640 |
1.3602 |
1.3466 |
|
| R3 |
1.3572 |
1.3534 |
1.3448 |
|
| R2 |
1.3504 |
1.3504 |
1.3441 |
|
| R1 |
1.3466 |
1.3466 |
1.3435 |
1.3485 |
| PP |
1.3436 |
1.3436 |
1.3436 |
1.3445 |
| S1 |
1.3398 |
1.3398 |
1.3423 |
1.3417 |
| S2 |
1.3368 |
1.3368 |
1.3417 |
|
| S3 |
1.3300 |
1.3330 |
1.3410 |
|
| S4 |
1.3232 |
1.3262 |
1.3392 |
|
|
| 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 |
1.3566 |
1.3353 |
0.0213 |
1.6% |
0.0086 |
0.6% |
36% |
False |
False |
91,995 |
| 10 |
1.3699 |
1.3353 |
0.0346 |
2.6% |
0.0104 |
0.8% |
22% |
False |
False |
100,095 |
| 20 |
1.3833 |
1.3353 |
0.0480 |
3.6% |
0.0090 |
0.7% |
16% |
False |
False |
92,155 |
| 40 |
1.3833 |
1.3353 |
0.0480 |
3.6% |
0.0094 |
0.7% |
16% |
False |
False |
95,515 |
| 60 |
1.3917 |
1.3353 |
0.0564 |
4.2% |
0.0089 |
0.7% |
13% |
False |
False |
79,428 |
| 80 |
1.3986 |
1.3353 |
0.0633 |
4.7% |
0.0085 |
0.6% |
12% |
False |
False |
59,604 |
| 100 |
1.3986 |
1.3353 |
0.0633 |
4.7% |
0.0087 |
0.6% |
12% |
False |
False |
47,694 |
| 120 |
1.4251 |
1.3353 |
0.0898 |
6.7% |
0.0088 |
0.7% |
8% |
False |
False |
39,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3762 |
|
2.618 |
1.3651 |
|
1.618 |
1.3583 |
|
1.000 |
1.3541 |
|
0.618 |
1.3515 |
|
HIGH |
1.3473 |
|
0.618 |
1.3447 |
|
0.500 |
1.3439 |
|
0.382 |
1.3431 |
|
LOW |
1.3405 |
|
0.618 |
1.3363 |
|
1.000 |
1.3337 |
|
1.618 |
1.3295 |
|
2.618 |
1.3227 |
|
4.250 |
1.3116 |
|
|
| Fisher Pivots for day following 16-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3439 |
1.3424 |
| PP |
1.3436 |
1.3418 |
| S1 |
1.3432 |
1.3413 |
|