CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 22-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2021 |
22-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3662 |
1.3659 |
-0.0003 |
0.0% |
1.3843 |
| High |
1.3694 |
1.3692 |
-0.0002 |
0.0% |
1.3917 |
| Low |
1.3643 |
1.3610 |
-0.0033 |
-0.2% |
1.3719 |
| Close |
1.3665 |
1.3616 |
-0.0049 |
-0.4% |
1.3739 |
| Range |
0.0051 |
0.0082 |
0.0031 |
60.8% |
0.0198 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.1% |
0.0000 |
| Volume |
90,640 |
100,658 |
10,018 |
11.1% |
397,843 |
|
| Daily Pivots for day following 22-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3885 |
1.3833 |
1.3661 |
|
| R3 |
1.3803 |
1.3751 |
1.3639 |
|
| R2 |
1.3721 |
1.3721 |
1.3631 |
|
| R1 |
1.3669 |
1.3669 |
1.3624 |
1.3654 |
| PP |
1.3639 |
1.3639 |
1.3639 |
1.3632 |
| S1 |
1.3587 |
1.3587 |
1.3608 |
1.3572 |
| S2 |
1.3557 |
1.3557 |
1.3601 |
|
| S3 |
1.3475 |
1.3505 |
1.3593 |
|
| S4 |
1.3393 |
1.3423 |
1.3571 |
|
|
| 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 |
1.3855 |
1.3610 |
0.0245 |
1.8% |
0.0082 |
0.6% |
2% |
False |
True |
93,681 |
| 10 |
1.3917 |
1.3610 |
0.0307 |
2.3% |
0.0085 |
0.6% |
2% |
False |
True |
89,444 |
| 20 |
1.3917 |
1.3610 |
0.0307 |
2.3% |
0.0079 |
0.6% |
2% |
False |
True |
52,257 |
| 40 |
1.3986 |
1.3606 |
0.0380 |
2.8% |
0.0075 |
0.6% |
3% |
False |
False |
26,208 |
| 60 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0082 |
0.6% |
10% |
False |
False |
17,491 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
5.0% |
0.0085 |
0.6% |
6% |
False |
False |
13,130 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
5.0% |
0.0083 |
0.6% |
6% |
False |
False |
10,510 |
| 120 |
1.4251 |
1.3576 |
0.0675 |
5.0% |
0.0083 |
0.6% |
6% |
False |
False |
8,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4041 |
|
2.618 |
1.3907 |
|
1.618 |
1.3825 |
|
1.000 |
1.3774 |
|
0.618 |
1.3743 |
|
HIGH |
1.3692 |
|
0.618 |
1.3661 |
|
0.500 |
1.3651 |
|
0.382 |
1.3641 |
|
LOW |
1.3610 |
|
0.618 |
1.3559 |
|
1.000 |
1.3528 |
|
1.618 |
1.3477 |
|
2.618 |
1.3395 |
|
4.250 |
1.3262 |
|
|
| Fisher Pivots for day following 22-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3651 |
1.3674 |
| PP |
1.3639 |
1.3654 |
| S1 |
1.3628 |
1.3635 |
|