CME British Pound Future December 2021


Trading Metrics calculated at close of trading on 06-Oct-2021
Day Change Summary
Previous Current
05-Oct-2021 06-Oct-2021 Change Change % Previous Week
Open 1.3606 1.3623 0.0017 0.1% 1.3668
High 1.3648 1.3631 -0.0017 -0.1% 1.3730
Low 1.3585 1.3544 -0.0041 -0.3% 1.3412
Close 1.3630 1.3581 -0.0049 -0.4% 1.3554
Range 0.0063 0.0087 0.0024 38.1% 0.0318
ATR 0.0097 0.0096 -0.0001 -0.7% 0.0000
Volume 77,821 97,772 19,951 25.6% 631,617
Daily Pivots for day following 06-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.3846 1.3801 1.3629
R3 1.3759 1.3714 1.3605
R2 1.3672 1.3672 1.3597
R1 1.3627 1.3627 1.3589 1.3606
PP 1.3585 1.3585 1.3585 1.3575
S1 1.3540 1.3540 1.3573 1.3519
S2 1.3498 1.3498 1.3565
S3 1.3411 1.3453 1.3557
S4 1.3324 1.3366 1.3533
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 1.3416 0.0232 1.7% 0.0100 0.7% 71% False False 107,981
10 1.3753 1.3412 0.0341 2.5% 0.0113 0.8% 50% False False 112,990
20 1.3917 1.3412 0.0505 3.7% 0.0099 0.7% 33% False False 101,217
40 1.3917 1.3412 0.0505 3.7% 0.0087 0.6% 33% False False 54,436
60 1.3986 1.3412 0.0574 4.2% 0.0086 0.6% 29% False False 36,316
80 1.4132 1.3412 0.0720 5.3% 0.0088 0.7% 23% False False 27,248
100 1.4251 1.3412 0.0839 6.2% 0.0086 0.6% 20% False False 21,805
120 1.4251 1.3412 0.0839 6.2% 0.0086 0.6% 20% False False 18,186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4001
2.618 1.3859
1.618 1.3772
1.000 1.3718
0.618 1.3685
HIGH 1.3631
0.618 1.3598
0.500 1.3588
0.382 1.3577
LOW 1.3544
0.618 1.3490
1.000 1.3457
1.618 1.3403
2.618 1.3316
4.250 1.3174
Fisher Pivots for day following 06-Oct-2021
Pivot 1 day 3 day
R1 1.3588 1.3591
PP 1.3585 1.3587
S1 1.3583 1.3584

These figures are updated between 7pm and 10pm EST after a trading day.

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