CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 07-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2021 |
07-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3623 |
1.3584 |
-0.0039 |
-0.3% |
1.3668 |
| High |
1.3631 |
1.3640 |
0.0009 |
0.1% |
1.3730 |
| Low |
1.3544 |
1.3571 |
0.0027 |
0.2% |
1.3412 |
| Close |
1.3581 |
1.3621 |
0.0040 |
0.3% |
1.3554 |
| Range |
0.0087 |
0.0069 |
-0.0018 |
-20.7% |
0.0318 |
| ATR |
0.0096 |
0.0094 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
97,772 |
79,542 |
-18,230 |
-18.6% |
631,617 |
|
| Daily Pivots for day following 07-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3818 |
1.3788 |
1.3659 |
|
| R3 |
1.3749 |
1.3719 |
1.3640 |
|
| R2 |
1.3680 |
1.3680 |
1.3634 |
|
| R1 |
1.3650 |
1.3650 |
1.3627 |
1.3665 |
| PP |
1.3611 |
1.3611 |
1.3611 |
1.3618 |
| S1 |
1.3581 |
1.3581 |
1.3615 |
1.3596 |
| S2 |
1.3542 |
1.3542 |
1.3608 |
|
| S3 |
1.3473 |
1.3512 |
1.3602 |
|
| S4 |
1.3404 |
1.3443 |
1.3583 |
|
|
| 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 |
1.3434 |
0.0214 |
1.6% |
0.0094 |
0.7% |
87% |
False |
False |
97,723 |
| 10 |
1.3738 |
1.3412 |
0.0326 |
2.4% |
0.0106 |
0.8% |
64% |
False |
False |
107,948 |
| 20 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0097 |
0.7% |
41% |
False |
False |
100,429 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0087 |
0.6% |
41% |
False |
False |
56,423 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0085 |
0.6% |
36% |
False |
False |
37,641 |
| 80 |
1.4132 |
1.3412 |
0.0720 |
5.3% |
0.0088 |
0.6% |
29% |
False |
False |
28,242 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0086 |
0.6% |
25% |
False |
False |
22,600 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0085 |
0.6% |
25% |
False |
False |
18,849 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3933 |
|
2.618 |
1.3821 |
|
1.618 |
1.3752 |
|
1.000 |
1.3709 |
|
0.618 |
1.3683 |
|
HIGH |
1.3640 |
|
0.618 |
1.3614 |
|
0.500 |
1.3606 |
|
0.382 |
1.3597 |
|
LOW |
1.3571 |
|
0.618 |
1.3528 |
|
1.000 |
1.3502 |
|
1.618 |
1.3459 |
|
2.618 |
1.3390 |
|
4.250 |
1.3278 |
|
|
| Fisher Pivots for day following 07-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3616 |
1.3613 |
| PP |
1.3611 |
1.3604 |
| S1 |
1.3606 |
1.3596 |
|