CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 05-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2021 |
05-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3686 |
1.3500 |
-0.0186 |
-1.4% |
1.3688 |
| High |
1.3699 |
1.3509 |
-0.0190 |
-1.4% |
1.3699 |
| Low |
1.3471 |
1.3424 |
-0.0047 |
-0.3% |
1.3424 |
| Close |
1.3495 |
1.3482 |
-0.0013 |
-0.1% |
1.3482 |
| Range |
0.0228 |
0.0085 |
-0.0143 |
-62.7% |
0.0275 |
| ATR |
0.0094 |
0.0094 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
168,846 |
119,456 |
-49,390 |
-29.3% |
530,755 |
|
| Daily Pivots for day following 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3727 |
1.3689 |
1.3529 |
|
| R3 |
1.3642 |
1.3604 |
1.3505 |
|
| R2 |
1.3557 |
1.3557 |
1.3498 |
|
| R1 |
1.3519 |
1.3519 |
1.3490 |
1.3496 |
| PP |
1.3472 |
1.3472 |
1.3472 |
1.3460 |
| S1 |
1.3434 |
1.3434 |
1.3474 |
1.3411 |
| S2 |
1.3387 |
1.3387 |
1.3466 |
|
| S3 |
1.3302 |
1.3349 |
1.3459 |
|
| S4 |
1.3217 |
1.3264 |
1.3435 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4360 |
1.4196 |
1.3633 |
|
| R3 |
1.4085 |
1.3921 |
1.3558 |
|
| R2 |
1.3810 |
1.3810 |
1.3532 |
|
| R1 |
1.3646 |
1.3646 |
1.3507 |
1.3591 |
| PP |
1.3535 |
1.3535 |
1.3535 |
1.3507 |
| S1 |
1.3371 |
1.3371 |
1.3457 |
1.3316 |
| S2 |
1.3260 |
1.3260 |
1.3432 |
|
| S3 |
1.2985 |
1.3096 |
1.3406 |
|
| S4 |
1.2710 |
1.2821 |
1.3331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3699 |
1.3424 |
0.0275 |
2.0% |
0.0102 |
0.8% |
21% |
False |
True |
106,151 |
| 10 |
1.3831 |
1.3424 |
0.0407 |
3.0% |
0.0093 |
0.7% |
14% |
False |
True |
97,336 |
| 20 |
1.3833 |
1.3424 |
0.0409 |
3.0% |
0.0088 |
0.7% |
14% |
False |
True |
90,230 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0093 |
0.7% |
14% |
False |
False |
94,971 |
| 60 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0087 |
0.6% |
14% |
False |
False |
68,956 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.3% |
0.0086 |
0.6% |
12% |
False |
False |
51,736 |
| 100 |
1.4011 |
1.3412 |
0.0599 |
4.4% |
0.0087 |
0.6% |
12% |
False |
False |
41,398 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0087 |
0.6% |
8% |
False |
False |
34,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3870 |
|
2.618 |
1.3732 |
|
1.618 |
1.3647 |
|
1.000 |
1.3594 |
|
0.618 |
1.3562 |
|
HIGH |
1.3509 |
|
0.618 |
1.3477 |
|
0.500 |
1.3467 |
|
0.382 |
1.3456 |
|
LOW |
1.3424 |
|
0.618 |
1.3371 |
|
1.000 |
1.3339 |
|
1.618 |
1.3286 |
|
2.618 |
1.3201 |
|
4.250 |
1.3063 |
|
|
| Fisher Pivots for day following 05-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3477 |
1.3562 |
| PP |
1.3472 |
1.3535 |
| S1 |
1.3467 |
1.3509 |
|