CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 17-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2021 |
17-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3845 |
1.3795 |
-0.0050 |
-0.4% |
1.3843 |
| High |
1.3855 |
1.3814 |
-0.0041 |
-0.3% |
1.3917 |
| Low |
1.3766 |
1.3719 |
-0.0047 |
-0.3% |
1.3719 |
| Close |
1.3792 |
1.3739 |
-0.0053 |
-0.4% |
1.3739 |
| Range |
0.0089 |
0.0095 |
0.0006 |
6.7% |
0.0198 |
| ATR |
0.0081 |
0.0082 |
0.0001 |
1.3% |
0.0000 |
| Volume |
83,879 |
73,448 |
-10,431 |
-12.4% |
397,843 |
|
| Daily Pivots for day following 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4042 |
1.3986 |
1.3791 |
|
| R3 |
1.3947 |
1.3891 |
1.3765 |
|
| R2 |
1.3852 |
1.3852 |
1.3756 |
|
| R1 |
1.3796 |
1.3796 |
1.3748 |
1.3777 |
| PP |
1.3757 |
1.3757 |
1.3757 |
1.3748 |
| S1 |
1.3701 |
1.3701 |
1.3730 |
1.3682 |
| S2 |
1.3662 |
1.3662 |
1.3722 |
|
| S3 |
1.3567 |
1.3606 |
1.3713 |
|
| S4 |
1.3472 |
1.3511 |
1.3687 |
|
|
| Weekly Pivots for week ending 17-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4386 |
1.4260 |
1.3848 |
|
| R3 |
1.4188 |
1.4062 |
1.3793 |
|
| R2 |
1.3990 |
1.3990 |
1.3775 |
|
| R1 |
1.3864 |
1.3864 |
1.3757 |
1.3828 |
| PP |
1.3792 |
1.3792 |
1.3792 |
1.3774 |
| S1 |
1.3666 |
1.3666 |
1.3721 |
1.3630 |
| S2 |
1.3594 |
1.3594 |
1.3703 |
|
| S3 |
1.3396 |
1.3468 |
1.3685 |
|
| S4 |
1.3198 |
1.3270 |
1.3630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3917 |
1.3719 |
0.0198 |
1.4% |
0.0090 |
0.7% |
10% |
False |
True |
79,568 |
| 10 |
1.3917 |
1.3719 |
0.0198 |
1.4% |
0.0086 |
0.6% |
10% |
False |
True |
72,521 |
| 20 |
1.3917 |
1.3606 |
0.0311 |
2.3% |
0.0078 |
0.6% |
43% |
False |
False |
36,766 |
| 40 |
1.3986 |
1.3606 |
0.0380 |
2.8% |
0.0077 |
0.6% |
35% |
False |
False |
18,434 |
| 60 |
1.3989 |
1.3576 |
0.0413 |
3.0% |
0.0082 |
0.6% |
39% |
False |
False |
12,308 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0085 |
0.6% |
24% |
False |
False |
9,242 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
24% |
False |
False |
7,399 |
| 120 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
24% |
False |
False |
6,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4218 |
|
2.618 |
1.4063 |
|
1.618 |
1.3968 |
|
1.000 |
1.3909 |
|
0.618 |
1.3873 |
|
HIGH |
1.3814 |
|
0.618 |
1.3778 |
|
0.500 |
1.3767 |
|
0.382 |
1.3755 |
|
LOW |
1.3719 |
|
0.618 |
1.3660 |
|
1.000 |
1.3624 |
|
1.618 |
1.3565 |
|
2.618 |
1.3470 |
|
4.250 |
1.3315 |
|
|
| Fisher Pivots for day following 17-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3767 |
1.3788 |
| PP |
1.3757 |
1.3771 |
| S1 |
1.3748 |
1.3755 |
|