CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 02-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2021 |
02-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3298 |
1.3277 |
-0.0021 |
-0.2% |
1.3448 |
| High |
1.3354 |
1.3334 |
-0.0020 |
-0.1% |
1.3451 |
| Low |
1.3262 |
1.3272 |
0.0010 |
0.1% |
1.3277 |
| Close |
1.3279 |
1.3298 |
0.0019 |
0.1% |
1.3333 |
| Range |
0.0092 |
0.0062 |
-0.0030 |
-32.6% |
0.0174 |
| ATR |
0.0091 |
0.0089 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
111,209 |
72,907 |
-38,302 |
-34.4% |
362,878 |
|
| Daily Pivots for day following 02-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3487 |
1.3455 |
1.3332 |
|
| R3 |
1.3425 |
1.3393 |
1.3315 |
|
| R2 |
1.3363 |
1.3363 |
1.3309 |
|
| R1 |
1.3331 |
1.3331 |
1.3304 |
1.3347 |
| PP |
1.3301 |
1.3301 |
1.3301 |
1.3310 |
| S1 |
1.3269 |
1.3269 |
1.3292 |
1.3285 |
| S2 |
1.3239 |
1.3239 |
1.3287 |
|
| S3 |
1.3177 |
1.3207 |
1.3281 |
|
| S4 |
1.3115 |
1.3145 |
1.3264 |
|
|
| 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 |
1.3372 |
1.3194 |
0.0178 |
1.3% |
0.0097 |
0.7% |
58% |
False |
False |
112,632 |
| 10 |
1.3514 |
1.3194 |
0.0320 |
2.4% |
0.0085 |
0.6% |
33% |
False |
False |
96,489 |
| 20 |
1.3699 |
1.3194 |
0.0505 |
3.8% |
0.0095 |
0.7% |
21% |
False |
False |
98,350 |
| 40 |
1.3833 |
1.3194 |
0.0639 |
4.8% |
0.0088 |
0.7% |
16% |
False |
False |
90,968 |
| 60 |
1.3917 |
1.3194 |
0.0723 |
5.4% |
0.0091 |
0.7% |
14% |
False |
False |
94,384 |
| 80 |
1.3917 |
1.3194 |
0.0723 |
5.4% |
0.0087 |
0.7% |
14% |
False |
False |
72,702 |
| 100 |
1.3986 |
1.3194 |
0.0792 |
6.0% |
0.0086 |
0.6% |
13% |
False |
False |
58,176 |
| 120 |
1.4132 |
1.3194 |
0.0938 |
7.1% |
0.0088 |
0.7% |
11% |
False |
False |
48,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3598 |
|
2.618 |
1.3496 |
|
1.618 |
1.3434 |
|
1.000 |
1.3396 |
|
0.618 |
1.3372 |
|
HIGH |
1.3334 |
|
0.618 |
1.3310 |
|
0.500 |
1.3303 |
|
0.382 |
1.3296 |
|
LOW |
1.3272 |
|
0.618 |
1.3234 |
|
1.000 |
1.3210 |
|
1.618 |
1.3172 |
|
2.618 |
1.3110 |
|
4.250 |
1.3009 |
|
|
| Fisher Pivots for day following 02-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3303 |
1.3293 |
| PP |
1.3301 |
1.3288 |
| S1 |
1.3300 |
1.3283 |
|