CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 11-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2021 |
11-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3615 |
1.3625 |
0.0010 |
0.1% |
1.3547 |
| High |
1.3668 |
1.3675 |
0.0007 |
0.1% |
1.3668 |
| Low |
1.3584 |
1.3585 |
0.0001 |
0.0% |
1.3533 |
| Close |
1.3621 |
1.3609 |
-0.0012 |
-0.1% |
1.3621 |
| Range |
0.0084 |
0.0090 |
0.0006 |
7.1% |
0.0135 |
| ATR |
0.0094 |
0.0093 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
75,868 |
67,425 |
-8,443 |
-11.1% |
441,793 |
|
| Daily Pivots for day following 11-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3893 |
1.3841 |
1.3659 |
|
| R3 |
1.3803 |
1.3751 |
1.3634 |
|
| R2 |
1.3713 |
1.3713 |
1.3626 |
|
| R1 |
1.3661 |
1.3661 |
1.3617 |
1.3642 |
| PP |
1.3623 |
1.3623 |
1.3623 |
1.3614 |
| S1 |
1.3571 |
1.3571 |
1.3601 |
1.3552 |
| S2 |
1.3533 |
1.3533 |
1.3593 |
|
| S3 |
1.3443 |
1.3481 |
1.3584 |
|
| S4 |
1.3353 |
1.3391 |
1.3560 |
|
|
| Weekly Pivots for week ending 08-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4012 |
1.3952 |
1.3695 |
|
| R3 |
1.3877 |
1.3817 |
1.3658 |
|
| R2 |
1.3742 |
1.3742 |
1.3646 |
|
| R1 |
1.3682 |
1.3682 |
1.3633 |
1.3712 |
| PP |
1.3607 |
1.3607 |
1.3607 |
1.3623 |
| S1 |
1.3547 |
1.3547 |
1.3609 |
1.3577 |
| S2 |
1.3472 |
1.3472 |
1.3596 |
|
| S3 |
1.3337 |
1.3412 |
1.3584 |
|
| S4 |
1.3202 |
1.3277 |
1.3547 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3675 |
1.3544 |
0.0131 |
1.0% |
0.0079 |
0.6% |
50% |
True |
False |
79,685 |
| 10 |
1.3719 |
1.3412 |
0.0307 |
2.3% |
0.0108 |
0.8% |
64% |
False |
False |
105,188 |
| 20 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0098 |
0.7% |
39% |
False |
False |
99,649 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0087 |
0.6% |
39% |
False |
False |
60,002 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0085 |
0.6% |
34% |
False |
False |
40,028 |
| 80 |
1.4001 |
1.3412 |
0.0589 |
4.3% |
0.0087 |
0.6% |
33% |
False |
False |
30,032 |
| 100 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0087 |
0.6% |
23% |
False |
False |
24,032 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0085 |
0.6% |
23% |
False |
False |
20,031 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4058 |
|
2.618 |
1.3911 |
|
1.618 |
1.3821 |
|
1.000 |
1.3765 |
|
0.618 |
1.3731 |
|
HIGH |
1.3675 |
|
0.618 |
1.3641 |
|
0.500 |
1.3630 |
|
0.382 |
1.3619 |
|
LOW |
1.3585 |
|
0.618 |
1.3529 |
|
1.000 |
1.3495 |
|
1.618 |
1.3439 |
|
2.618 |
1.3349 |
|
4.250 |
1.3203 |
|
|
| Fisher Pivots for day following 11-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3630 |
1.3623 |
| PP |
1.3623 |
1.3618 |
| S1 |
1.3616 |
1.3614 |
|