CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 24-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2021 |
24-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3618 |
1.3725 |
0.0107 |
0.8% |
1.3731 |
| High |
1.3753 |
1.3738 |
-0.0015 |
-0.1% |
1.3753 |
| Low |
1.3614 |
1.3659 |
0.0045 |
0.3% |
1.3610 |
| Close |
1.3734 |
1.3661 |
-0.0073 |
-0.5% |
1.3661 |
| Range |
0.0139 |
0.0079 |
-0.0060 |
-43.2% |
0.0143 |
| ATR |
0.0085 |
0.0084 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
129,957 |
81,945 |
-48,012 |
-36.9% |
522,981 |
|
| Daily Pivots for day following 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3923 |
1.3871 |
1.3704 |
|
| R3 |
1.3844 |
1.3792 |
1.3683 |
|
| R2 |
1.3765 |
1.3765 |
1.3675 |
|
| R1 |
1.3713 |
1.3713 |
1.3668 |
1.3700 |
| PP |
1.3686 |
1.3686 |
1.3686 |
1.3679 |
| S1 |
1.3634 |
1.3634 |
1.3654 |
1.3621 |
| S2 |
1.3607 |
1.3607 |
1.3647 |
|
| S3 |
1.3528 |
1.3555 |
1.3639 |
|
| S4 |
1.3449 |
1.3476 |
1.3618 |
|
|
| Weekly Pivots for week ending 24-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4104 |
1.4025 |
1.3740 |
|
| R3 |
1.3961 |
1.3882 |
1.3700 |
|
| R2 |
1.3818 |
1.3818 |
1.3687 |
|
| R1 |
1.3739 |
1.3739 |
1.3674 |
1.3707 |
| PP |
1.3675 |
1.3675 |
1.3675 |
1.3659 |
| S1 |
1.3596 |
1.3596 |
1.3648 |
1.3564 |
| S2 |
1.3532 |
1.3532 |
1.3635 |
|
| S3 |
1.3389 |
1.3453 |
1.3622 |
|
| S4 |
1.3246 |
1.3310 |
1.3582 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3753 |
1.3610 |
0.0143 |
1.0% |
0.0089 |
0.7% |
36% |
False |
False |
104,596 |
| 10 |
1.3917 |
1.3610 |
0.0307 |
2.2% |
0.0090 |
0.7% |
17% |
False |
False |
92,082 |
| 20 |
1.3917 |
1.3610 |
0.0307 |
2.2% |
0.0082 |
0.6% |
17% |
False |
False |
62,833 |
| 40 |
1.3986 |
1.3606 |
0.0380 |
2.8% |
0.0077 |
0.6% |
14% |
False |
False |
31,501 |
| 60 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0083 |
0.6% |
21% |
False |
False |
21,021 |
| 80 |
1.4203 |
1.3576 |
0.0627 |
4.6% |
0.0085 |
0.6% |
14% |
False |
False |
15,777 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
13% |
False |
False |
12,628 |
| 120 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
13% |
False |
False |
10,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4074 |
|
2.618 |
1.3945 |
|
1.618 |
1.3866 |
|
1.000 |
1.3817 |
|
0.618 |
1.3787 |
|
HIGH |
1.3738 |
|
0.618 |
1.3708 |
|
0.500 |
1.3699 |
|
0.382 |
1.3689 |
|
LOW |
1.3659 |
|
0.618 |
1.3610 |
|
1.000 |
1.3580 |
|
1.618 |
1.3531 |
|
2.618 |
1.3452 |
|
4.250 |
1.3323 |
|
|
| Fisher Pivots for day following 24-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3699 |
1.3682 |
| PP |
1.3686 |
1.3675 |
| S1 |
1.3674 |
1.3668 |
|