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 |
|
|
|
| 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 |
|