CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 06-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2021 |
06-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3299 |
1.3240 |
-0.0059 |
-0.4% |
1.3331 |
| High |
1.3312 |
1.3286 |
-0.0026 |
-0.2% |
1.3372 |
| Low |
1.3209 |
1.3222 |
0.0013 |
0.1% |
1.3194 |
| Close |
1.3230 |
1.3258 |
0.0028 |
0.2% |
1.3230 |
| Range |
0.0103 |
0.0064 |
-0.0039 |
-37.9% |
0.0178 |
| ATR |
0.0090 |
0.0088 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
106,933 |
107,512 |
579 |
0.5% |
538,347 |
|
| Daily Pivots for day following 06-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3417 |
1.3293 |
|
| R3 |
1.3383 |
1.3353 |
1.3276 |
|
| R2 |
1.3319 |
1.3319 |
1.3270 |
|
| R1 |
1.3289 |
1.3289 |
1.3264 |
1.3304 |
| PP |
1.3255 |
1.3255 |
1.3255 |
1.3263 |
| S1 |
1.3225 |
1.3225 |
1.3252 |
1.3240 |
| S2 |
1.3191 |
1.3191 |
1.3246 |
|
| S3 |
1.3127 |
1.3161 |
1.3240 |
|
| S4 |
1.3063 |
1.3097 |
1.3223 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3799 |
1.3693 |
1.3328 |
|
| R3 |
1.3621 |
1.3515 |
1.3279 |
|
| R2 |
1.3443 |
1.3443 |
1.3263 |
|
| R1 |
1.3337 |
1.3337 |
1.3246 |
1.3301 |
| PP |
1.3265 |
1.3265 |
1.3265 |
1.3248 |
| S1 |
1.3159 |
1.3159 |
1.3214 |
1.3123 |
| S2 |
1.3087 |
1.3087 |
1.3197 |
|
| S3 |
1.2909 |
1.2981 |
1.3181 |
|
| S4 |
1.2731 |
1.2803 |
1.3132 |
|
|
| 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% |
0.0100 |
0.8% |
36% |
False |
False |
111,906 |
| 10 |
1.3451 |
1.3194 |
0.0257 |
1.9% |
0.0086 |
0.6% |
25% |
False |
False |
100,873 |
| 20 |
1.3609 |
1.3194 |
0.0415 |
3.1% |
0.0088 |
0.7% |
15% |
False |
False |
94,657 |
| 40 |
1.3833 |
1.3194 |
0.0639 |
4.8% |
0.0088 |
0.7% |
10% |
False |
False |
92,444 |
| 60 |
1.3917 |
1.3194 |
0.0723 |
5.5% |
0.0091 |
0.7% |
9% |
False |
False |
94,866 |
| 80 |
1.3917 |
1.3194 |
0.0723 |
5.5% |
0.0087 |
0.7% |
9% |
False |
False |
75,381 |
| 100 |
1.3986 |
1.3194 |
0.0792 |
6.0% |
0.0086 |
0.7% |
8% |
False |
False |
60,320 |
| 120 |
1.4011 |
1.3194 |
0.0817 |
6.2% |
0.0088 |
0.7% |
8% |
False |
False |
50,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3558 |
|
2.618 |
1.3454 |
|
1.618 |
1.3390 |
|
1.000 |
1.3350 |
|
0.618 |
1.3326 |
|
HIGH |
1.3286 |
|
0.618 |
1.3262 |
|
0.500 |
1.3254 |
|
0.382 |
1.3246 |
|
LOW |
1.3222 |
|
0.618 |
1.3182 |
|
1.000 |
1.3158 |
|
1.618 |
1.3118 |
|
2.618 |
1.3054 |
|
4.250 |
1.2950 |
|
|
| Fisher Pivots for day following 06-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3257 |
1.3272 |
| PP |
1.3255 |
1.3267 |
| S1 |
1.3254 |
1.3263 |
|