CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 15-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2021 |
15-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3841 |
1.3812 |
-0.0029 |
-0.2% |
1.3855 |
| High |
1.3917 |
1.3856 |
-0.0061 |
-0.4% |
1.3890 |
| Low |
1.3805 |
1.3794 |
-0.0011 |
-0.1% |
1.3727 |
| Close |
1.3816 |
1.3834 |
0.0018 |
0.1% |
1.3847 |
| Range |
0.0112 |
0.0062 |
-0.0050 |
-44.6% |
0.0163 |
| ATR |
0.0081 |
0.0080 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
109,017 |
62,836 |
-46,181 |
-42.4% |
322,921 |
|
| Daily Pivots for day following 15-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4014 |
1.3986 |
1.3868 |
|
| R3 |
1.3952 |
1.3924 |
1.3851 |
|
| R2 |
1.3890 |
1.3890 |
1.3845 |
|
| R1 |
1.3862 |
1.3862 |
1.3840 |
1.3876 |
| PP |
1.3828 |
1.3828 |
1.3828 |
1.3835 |
| S1 |
1.3800 |
1.3800 |
1.3828 |
1.3814 |
| S2 |
1.3766 |
1.3766 |
1.3823 |
|
| S3 |
1.3704 |
1.3738 |
1.3817 |
|
| S4 |
1.3642 |
1.3676 |
1.3800 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4310 |
1.4242 |
1.3937 |
|
| R3 |
1.4147 |
1.4079 |
1.3892 |
|
| R2 |
1.3984 |
1.3984 |
1.3877 |
|
| R1 |
1.3916 |
1.3916 |
1.3862 |
1.3869 |
| PP |
1.3821 |
1.3821 |
1.3821 |
1.3798 |
| S1 |
1.3753 |
1.3753 |
1.3832 |
1.3706 |
| S2 |
1.3658 |
1.3658 |
1.3817 |
|
| S3 |
1.3495 |
1.3590 |
1.3802 |
|
| S4 |
1.3332 |
1.3427 |
1.3757 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3917 |
1.3755 |
0.0162 |
1.2% |
0.0087 |
0.6% |
49% |
False |
False |
85,208 |
| 10 |
1.3917 |
1.3727 |
0.0190 |
1.4% |
0.0082 |
0.6% |
56% |
False |
False |
57,080 |
| 20 |
1.3917 |
1.3606 |
0.0311 |
2.2% |
0.0076 |
0.6% |
73% |
False |
False |
28,920 |
| 40 |
1.3986 |
1.3596 |
0.0390 |
2.8% |
0.0078 |
0.6% |
61% |
False |
False |
14,507 |
| 60 |
1.4001 |
1.3576 |
0.0425 |
3.1% |
0.0081 |
0.6% |
61% |
False |
False |
9,687 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
38% |
False |
False |
7,276 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
38% |
False |
False |
5,826 |
| 120 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
38% |
False |
False |
4,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4120 |
|
2.618 |
1.4018 |
|
1.618 |
1.3956 |
|
1.000 |
1.3918 |
|
0.618 |
1.3894 |
|
HIGH |
1.3856 |
|
0.618 |
1.3832 |
|
0.500 |
1.3825 |
|
0.382 |
1.3818 |
|
LOW |
1.3794 |
|
0.618 |
1.3756 |
|
1.000 |
1.3732 |
|
1.618 |
1.3694 |
|
2.618 |
1.3632 |
|
4.250 |
1.3531 |
|
|
| Fisher Pivots for day following 15-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3831 |
1.3856 |
| PP |
1.3828 |
1.3848 |
| S1 |
1.3825 |
1.3841 |
|