CME British Pound Future December 2021


Trading Metrics calculated at close of trading on 18-Oct-2021
Day Change Summary
Previous Current
15-Oct-2021 18-Oct-2021 Change Change % Previous Week
Open 1.3672 1.3753 0.0081 0.6% 1.3625
High 1.3774 1.3766 -0.0008 -0.1% 1.3774
Low 1.3668 1.3706 0.0038 0.3% 1.3568
Close 1.3750 1.3729 -0.0021 -0.2% 1.3750
Range 0.0106 0.0060 -0.0046 -43.4% 0.0206
ATR 0.0093 0.0090 -0.0002 -2.5% 0.0000
Volume 88,018 91,492 3,474 3.9% 407,822
Daily Pivots for day following 18-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.3914 1.3881 1.3762
R3 1.3854 1.3821 1.3746
R2 1.3794 1.3794 1.3740
R1 1.3761 1.3761 1.3735 1.3748
PP 1.3734 1.3734 1.3734 1.3727
S1 1.3701 1.3701 1.3724 1.3688
S2 1.3674 1.3674 1.3718
S3 1.3614 1.3641 1.3713
S4 1.3554 1.3581 1.3696
Weekly Pivots for week ending 15-Oct-2021
Classic Woodie Camarilla DeMark
R4 1.4315 1.4239 1.3863
R3 1.4109 1.4033 1.3807
R2 1.3903 1.3903 1.3788
R1 1.3827 1.3827 1.3769 1.3865
PP 1.3697 1.3697 1.3697 1.3717
S1 1.3621 1.3621 1.3731 1.3659
S2 1.3491 1.3491 1.3712
S3 1.3285 1.3415 1.3693
S4 1.3079 1.3209 1.3637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3774 1.3568 0.0206 1.5% 0.0081 0.6% 78% False False 86,377
10 1.3774 1.3544 0.0230 1.7% 0.0080 0.6% 80% False False 83,031
20 1.3774 1.3412 0.0362 2.6% 0.0095 0.7% 88% False False 98,796
40 1.3917 1.3412 0.0505 3.7% 0.0088 0.6% 63% False False 70,769
60 1.3986 1.3412 0.0574 4.2% 0.0084 0.6% 55% False False 47,218
80 1.3986 1.3412 0.0574 4.2% 0.0085 0.6% 55% False False 35,427
100 1.4251 1.3412 0.0839 6.1% 0.0087 0.6% 38% False False 28,350
120 1.4251 1.3412 0.0839 6.1% 0.0086 0.6% 38% False False 23,630
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.4021
2.618 1.3923
1.618 1.3863
1.000 1.3826
0.618 1.3803
HIGH 1.3766
0.618 1.3743
0.500 1.3736
0.382 1.3729
LOW 1.3706
0.618 1.3669
1.000 1.3646
1.618 1.3609
2.618 1.3549
4.250 1.3451
Fisher Pivots for day following 18-Oct-2021
Pivot 1 day 3 day
R1 1.3736 1.3725
PP 1.3734 1.3721
S1 1.3731 1.3717

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

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