CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 17-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2021 |
17-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3408 |
1.3424 |
0.0016 |
0.1% |
1.3489 |
| High |
1.3473 |
1.3497 |
0.0024 |
0.2% |
1.3609 |
| Low |
1.3405 |
1.3397 |
-0.0008 |
-0.1% |
1.3353 |
| Close |
1.3429 |
1.3486 |
0.0057 |
0.4% |
1.3416 |
| Range |
0.0068 |
0.0100 |
0.0032 |
47.1% |
0.0256 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
0.7% |
0.0000 |
| Volume |
92,690 |
83,782 |
-8,908 |
-9.6% |
467,925 |
|
| Daily Pivots for day following 17-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3760 |
1.3723 |
1.3541 |
|
| R3 |
1.3660 |
1.3623 |
1.3514 |
|
| R2 |
1.3560 |
1.3560 |
1.3504 |
|
| R1 |
1.3523 |
1.3523 |
1.3495 |
1.3542 |
| PP |
1.3460 |
1.3460 |
1.3460 |
1.3469 |
| S1 |
1.3423 |
1.3423 |
1.3477 |
1.3442 |
| S2 |
1.3360 |
1.3360 |
1.3468 |
|
| S3 |
1.3260 |
1.3323 |
1.3459 |
|
| S4 |
1.3160 |
1.3223 |
1.3431 |
|
|
| 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 |
1.3497 |
1.3353 |
0.0144 |
1.1% |
0.0073 |
0.5% |
92% |
True |
False |
87,384 |
| 10 |
1.3699 |
1.3353 |
0.0346 |
2.6% |
0.0106 |
0.8% |
38% |
False |
False |
100,211 |
| 20 |
1.3832 |
1.3353 |
0.0479 |
3.6% |
0.0091 |
0.7% |
28% |
False |
False |
92,485 |
| 40 |
1.3833 |
1.3353 |
0.0480 |
3.6% |
0.0095 |
0.7% |
28% |
False |
False |
95,093 |
| 60 |
1.3917 |
1.3353 |
0.0564 |
4.2% |
0.0089 |
0.7% |
24% |
False |
False |
80,814 |
| 80 |
1.3986 |
1.3353 |
0.0633 |
4.7% |
0.0085 |
0.6% |
21% |
False |
False |
60,651 |
| 100 |
1.3986 |
1.3353 |
0.0633 |
4.7% |
0.0087 |
0.6% |
21% |
False |
False |
48,532 |
| 120 |
1.4251 |
1.3353 |
0.0898 |
6.7% |
0.0088 |
0.7% |
15% |
False |
False |
40,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3922 |
|
2.618 |
1.3759 |
|
1.618 |
1.3659 |
|
1.000 |
1.3597 |
|
0.618 |
1.3559 |
|
HIGH |
1.3497 |
|
0.618 |
1.3459 |
|
0.500 |
1.3447 |
|
0.382 |
1.3435 |
|
LOW |
1.3397 |
|
0.618 |
1.3335 |
|
1.000 |
1.3297 |
|
1.618 |
1.3235 |
|
2.618 |
1.3135 |
|
4.250 |
1.2972 |
|
|
| Fisher Pivots for day following 17-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3473 |
1.3473 |
| PP |
1.3460 |
1.3460 |
| S1 |
1.3447 |
1.3447 |
|