CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 22-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2021 |
22-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3500 |
1.3448 |
-0.0052 |
-0.4% |
1.3418 |
| High |
1.3510 |
1.3451 |
-0.0059 |
-0.4% |
1.3514 |
| Low |
1.3407 |
1.3384 |
-0.0023 |
-0.2% |
1.3397 |
| Close |
1.3448 |
1.3386 |
-0.0062 |
-0.5% |
1.3448 |
| Range |
0.0103 |
0.0067 |
-0.0036 |
-35.0% |
0.0117 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
104,833 |
76,324 |
-28,509 |
-27.2% |
416,486 |
|
| Daily Pivots for day following 22-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3608 |
1.3564 |
1.3423 |
|
| R3 |
1.3541 |
1.3497 |
1.3404 |
|
| R2 |
1.3474 |
1.3474 |
1.3398 |
|
| R1 |
1.3430 |
1.3430 |
1.3392 |
1.3419 |
| PP |
1.3407 |
1.3407 |
1.3407 |
1.3401 |
| S1 |
1.3363 |
1.3363 |
1.3380 |
1.3352 |
| S2 |
1.3340 |
1.3340 |
1.3374 |
|
| S3 |
1.3273 |
1.3296 |
1.3368 |
|
| S4 |
1.3206 |
1.3229 |
1.3349 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3804 |
1.3743 |
1.3512 |
|
| R3 |
1.3687 |
1.3626 |
1.3480 |
|
| R2 |
1.3570 |
1.3570 |
1.3469 |
|
| R1 |
1.3509 |
1.3509 |
1.3459 |
1.3540 |
| PP |
1.3453 |
1.3453 |
1.3453 |
1.3468 |
| S1 |
1.3392 |
1.3392 |
1.3437 |
1.3423 |
| S2 |
1.3336 |
1.3336 |
1.3427 |
|
| S3 |
1.3219 |
1.3275 |
1.3416 |
|
| S4 |
1.3102 |
1.3158 |
1.3384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3514 |
1.3384 |
0.0130 |
1.0% |
0.0077 |
0.6% |
2% |
False |
True |
84,678 |
| 10 |
1.3609 |
1.3353 |
0.0256 |
1.9% |
0.0083 |
0.6% |
13% |
False |
False |
86,752 |
| 20 |
1.3831 |
1.3353 |
0.0478 |
3.6% |
0.0092 |
0.7% |
7% |
False |
False |
93,607 |
| 40 |
1.3833 |
1.3353 |
0.0480 |
3.6% |
0.0093 |
0.7% |
7% |
False |
False |
93,745 |
| 60 |
1.3917 |
1.3353 |
0.0564 |
4.2% |
0.0089 |
0.7% |
6% |
False |
False |
84,902 |
| 80 |
1.3960 |
1.3353 |
0.0607 |
4.5% |
0.0085 |
0.6% |
5% |
False |
False |
63,734 |
| 100 |
1.3986 |
1.3353 |
0.0633 |
4.7% |
0.0087 |
0.6% |
5% |
False |
False |
51,000 |
| 120 |
1.4201 |
1.3353 |
0.0848 |
6.3% |
0.0087 |
0.7% |
4% |
False |
False |
42,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3736 |
|
2.618 |
1.3626 |
|
1.618 |
1.3559 |
|
1.000 |
1.3518 |
|
0.618 |
1.3492 |
|
HIGH |
1.3451 |
|
0.618 |
1.3425 |
|
0.500 |
1.3418 |
|
0.382 |
1.3410 |
|
LOW |
1.3384 |
|
0.618 |
1.3343 |
|
1.000 |
1.3317 |
|
1.618 |
1.3276 |
|
2.618 |
1.3209 |
|
4.250 |
1.3099 |
|
|
| Fisher Pivots for day following 22-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3418 |
1.3449 |
| PP |
1.3407 |
1.3428 |
| S1 |
1.3397 |
1.3407 |
|