CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 26-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2021 |
26-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3378 |
1.3327 |
-0.0051 |
-0.4% |
1.3448 |
| High |
1.3390 |
1.3354 |
-0.0036 |
-0.3% |
1.3451 |
| Low |
1.3316 |
1.3277 |
-0.0039 |
-0.3% |
1.3277 |
| Close |
1.3322 |
1.3333 |
0.0011 |
0.1% |
1.3333 |
| Range |
0.0074 |
0.0077 |
0.0003 |
4.1% |
0.0174 |
| ATR |
0.0086 |
0.0085 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
79,409 |
131,747 |
52,338 |
65.9% |
362,878 |
|
| Daily Pivots for day following 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3552 |
1.3520 |
1.3375 |
|
| R3 |
1.3475 |
1.3443 |
1.3354 |
|
| R2 |
1.3398 |
1.3398 |
1.3347 |
|
| R1 |
1.3366 |
1.3366 |
1.3340 |
1.3382 |
| PP |
1.3321 |
1.3321 |
1.3321 |
1.3330 |
| S1 |
1.3289 |
1.3289 |
1.3326 |
1.3305 |
| S2 |
1.3244 |
1.3244 |
1.3319 |
|
| S3 |
1.3167 |
1.3212 |
1.3312 |
|
| S4 |
1.3090 |
1.3135 |
1.3291 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3876 |
1.3778 |
1.3429 |
|
| R3 |
1.3702 |
1.3604 |
1.3381 |
|
| R2 |
1.3528 |
1.3528 |
1.3365 |
|
| R1 |
1.3430 |
1.3430 |
1.3349 |
1.3392 |
| PP |
1.3354 |
1.3354 |
1.3354 |
1.3335 |
| S1 |
1.3256 |
1.3256 |
1.3317 |
1.3218 |
| S2 |
1.3180 |
1.3180 |
1.3301 |
|
| S3 |
1.3006 |
1.3082 |
1.3285 |
|
| S4 |
1.2832 |
1.2908 |
1.3237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3510 |
1.3277 |
0.0233 |
1.7% |
0.0078 |
0.6% |
24% |
False |
True |
93,542 |
| 10 |
1.3514 |
1.3277 |
0.0237 |
1.8% |
0.0073 |
0.5% |
24% |
False |
True |
88,171 |
| 20 |
1.3803 |
1.3277 |
0.0526 |
3.9% |
0.0091 |
0.7% |
11% |
False |
True |
94,479 |
| 40 |
1.3833 |
1.3277 |
0.0556 |
4.2% |
0.0087 |
0.7% |
10% |
False |
True |
90,409 |
| 60 |
1.3917 |
1.3277 |
0.0640 |
4.8% |
0.0090 |
0.7% |
9% |
False |
True |
89,585 |
| 80 |
1.3951 |
1.3277 |
0.0674 |
5.1% |
0.0085 |
0.6% |
8% |
False |
True |
67,314 |
| 100 |
1.3986 |
1.3277 |
0.0709 |
5.3% |
0.0086 |
0.6% |
8% |
False |
True |
53,864 |
| 120 |
1.4189 |
1.3277 |
0.0912 |
6.8% |
0.0087 |
0.7% |
6% |
False |
True |
44,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3681 |
|
2.618 |
1.3556 |
|
1.618 |
1.3479 |
|
1.000 |
1.3431 |
|
0.618 |
1.3402 |
|
HIGH |
1.3354 |
|
0.618 |
1.3325 |
|
0.500 |
1.3316 |
|
0.382 |
1.3306 |
|
LOW |
1.3277 |
|
0.618 |
1.3229 |
|
1.000 |
1.3200 |
|
1.618 |
1.3152 |
|
2.618 |
1.3075 |
|
4.250 |
1.2950 |
|
|
| Fisher Pivots for day following 26-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3327 |
1.3344 |
| PP |
1.3321 |
1.3340 |
| S1 |
1.3316 |
1.3337 |
|