CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 20-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2021 |
20-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3795 |
1.3731 |
-0.0064 |
-0.5% |
1.3843 |
| High |
1.3814 |
1.3737 |
-0.0077 |
-0.6% |
1.3917 |
| Low |
1.3719 |
1.3642 |
-0.0077 |
-0.6% |
1.3719 |
| Close |
1.3739 |
1.3647 |
-0.0092 |
-0.7% |
1.3739 |
| Range |
0.0095 |
0.0095 |
0.0000 |
0.0% |
0.0198 |
| ATR |
0.0082 |
0.0083 |
0.0001 |
1.3% |
0.0000 |
| Volume |
73,448 |
119,781 |
46,333 |
63.1% |
397,843 |
|
| Daily Pivots for day following 20-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3960 |
1.3899 |
1.3699 |
|
| R3 |
1.3865 |
1.3804 |
1.3673 |
|
| R2 |
1.3770 |
1.3770 |
1.3664 |
|
| R1 |
1.3709 |
1.3709 |
1.3656 |
1.3692 |
| PP |
1.3675 |
1.3675 |
1.3675 |
1.3667 |
| S1 |
1.3614 |
1.3614 |
1.3638 |
1.3597 |
| S2 |
1.3580 |
1.3580 |
1.3630 |
|
| S3 |
1.3485 |
1.3519 |
1.3621 |
|
| S4 |
1.3390 |
1.3424 |
1.3595 |
|
|
| 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 |
1.3642 |
0.0275 |
2.0% |
0.0091 |
0.7% |
2% |
False |
True |
89,792 |
| 10 |
1.3917 |
1.3642 |
0.0275 |
2.0% |
0.0088 |
0.6% |
2% |
False |
True |
84,054 |
| 20 |
1.3917 |
1.3621 |
0.0296 |
2.2% |
0.0080 |
0.6% |
9% |
False |
False |
42,742 |
| 40 |
1.3986 |
1.3606 |
0.0380 |
2.8% |
0.0078 |
0.6% |
11% |
False |
False |
21,429 |
| 60 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0082 |
0.6% |
17% |
False |
False |
14,304 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0085 |
0.6% |
11% |
False |
False |
10,739 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
11% |
False |
False |
8,597 |
| 120 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
11% |
False |
False |
7,181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4141 |
|
2.618 |
1.3986 |
|
1.618 |
1.3891 |
|
1.000 |
1.3832 |
|
0.618 |
1.3796 |
|
HIGH |
1.3737 |
|
0.618 |
1.3701 |
|
0.500 |
1.3690 |
|
0.382 |
1.3678 |
|
LOW |
1.3642 |
|
0.618 |
1.3583 |
|
1.000 |
1.3547 |
|
1.618 |
1.3488 |
|
2.618 |
1.3393 |
|
4.250 |
1.3238 |
|
|
| Fisher Pivots for day following 20-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3690 |
1.3749 |
| PP |
1.3675 |
1.3715 |
| S1 |
1.3661 |
1.3681 |
|