CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 05-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2021 |
05-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3547 |
1.3606 |
0.0059 |
0.4% |
1.3668 |
| High |
1.3641 |
1.3648 |
0.0007 |
0.1% |
1.3730 |
| Low |
1.3533 |
1.3585 |
0.0052 |
0.4% |
1.3412 |
| Close |
1.3615 |
1.3630 |
0.0015 |
0.1% |
1.3554 |
| Range |
0.0108 |
0.0063 |
-0.0045 |
-41.7% |
0.0318 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
110,790 |
77,821 |
-32,969 |
-29.8% |
631,617 |
|
| Daily Pivots for day following 05-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3783 |
1.3665 |
|
| R3 |
1.3747 |
1.3720 |
1.3647 |
|
| R2 |
1.3684 |
1.3684 |
1.3642 |
|
| R1 |
1.3657 |
1.3657 |
1.3636 |
1.3671 |
| PP |
1.3621 |
1.3621 |
1.3621 |
1.3628 |
| S1 |
1.3594 |
1.3594 |
1.3624 |
1.3608 |
| S2 |
1.3558 |
1.3558 |
1.3618 |
|
| S3 |
1.3495 |
1.3531 |
1.3613 |
|
| S4 |
1.3432 |
1.3468 |
1.3595 |
|
|
| Weekly Pivots for week ending 01-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4519 |
1.4355 |
1.3729 |
|
| R3 |
1.4201 |
1.4037 |
1.3641 |
|
| R2 |
1.3883 |
1.3883 |
1.3612 |
|
| R1 |
1.3719 |
1.3719 |
1.3583 |
1.3642 |
| PP |
1.3565 |
1.3565 |
1.3565 |
1.3527 |
| S1 |
1.3401 |
1.3401 |
1.3525 |
1.3324 |
| S2 |
1.3247 |
1.3247 |
1.3496 |
|
| S3 |
1.2929 |
1.3083 |
1.3467 |
|
| S4 |
1.2611 |
1.2765 |
1.3379 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3648 |
1.3412 |
0.0236 |
1.7% |
0.0111 |
0.8% |
92% |
True |
False |
114,035 |
| 10 |
1.3753 |
1.3412 |
0.0341 |
2.5% |
0.0113 |
0.8% |
64% |
False |
False |
113,278 |
| 20 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0098 |
0.7% |
43% |
False |
False |
101,212 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0086 |
0.6% |
43% |
False |
False |
51,993 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0086 |
0.6% |
38% |
False |
False |
34,687 |
| 80 |
1.4132 |
1.3412 |
0.0720 |
5.3% |
0.0088 |
0.6% |
30% |
False |
False |
26,027 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0086 |
0.6% |
26% |
False |
False |
20,827 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0086 |
0.6% |
26% |
False |
False |
17,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3916 |
|
2.618 |
1.3813 |
|
1.618 |
1.3750 |
|
1.000 |
1.3711 |
|
0.618 |
1.3687 |
|
HIGH |
1.3648 |
|
0.618 |
1.3624 |
|
0.500 |
1.3617 |
|
0.382 |
1.3609 |
|
LOW |
1.3585 |
|
0.618 |
1.3546 |
|
1.000 |
1.3522 |
|
1.618 |
1.3483 |
|
2.618 |
1.3420 |
|
4.250 |
1.3317 |
|
|
| Fisher Pivots for day following 05-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3626 |
1.3600 |
| PP |
1.3621 |
1.3571 |
| S1 |
1.3617 |
1.3541 |
|