CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 22-Oct-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2021 |
22-Oct-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3821 |
1.3795 |
-0.0026 |
-0.2% |
1.3753 |
| High |
1.3832 |
1.3816 |
-0.0016 |
-0.1% |
1.3833 |
| Low |
1.3775 |
1.3735 |
-0.0040 |
-0.3% |
1.3706 |
| Close |
1.3783 |
1.3758 |
-0.0025 |
-0.2% |
1.3758 |
| Range |
0.0057 |
0.0081 |
0.0024 |
42.1% |
0.0127 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
72,136 |
90,400 |
18,264 |
25.3% |
423,421 |
|
| Daily Pivots for day following 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4013 |
1.3966 |
1.3803 |
|
| R3 |
1.3932 |
1.3885 |
1.3780 |
|
| R2 |
1.3851 |
1.3851 |
1.3773 |
|
| R1 |
1.3804 |
1.3804 |
1.3765 |
1.3787 |
| PP |
1.3770 |
1.3770 |
1.3770 |
1.3761 |
| S1 |
1.3723 |
1.3723 |
1.3751 |
1.3706 |
| S2 |
1.3689 |
1.3689 |
1.3743 |
|
| S3 |
1.3608 |
1.3642 |
1.3736 |
|
| S4 |
1.3527 |
1.3561 |
1.3713 |
|
|
| Weekly Pivots for week ending 22-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4147 |
1.4079 |
1.3828 |
|
| R3 |
1.4020 |
1.3952 |
1.3793 |
|
| R2 |
1.3893 |
1.3893 |
1.3781 |
|
| R1 |
1.3825 |
1.3825 |
1.3770 |
1.3859 |
| PP |
1.3766 |
1.3766 |
1.3766 |
1.3783 |
| S1 |
1.3698 |
1.3698 |
1.3746 |
1.3732 |
| S2 |
1.3639 |
1.3639 |
1.3735 |
|
| S3 |
1.3512 |
1.3571 |
1.3723 |
|
| S4 |
1.3385 |
1.3444 |
1.3688 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3833 |
1.3706 |
0.0127 |
0.9% |
0.0079 |
0.6% |
41% |
False |
False |
84,684 |
| 10 |
1.3833 |
1.3568 |
0.0265 |
1.9% |
0.0083 |
0.6% |
72% |
False |
False |
83,124 |
| 20 |
1.3833 |
1.3412 |
0.0421 |
3.1% |
0.0095 |
0.7% |
82% |
False |
False |
95,232 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0089 |
0.6% |
69% |
False |
False |
79,033 |
| 60 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0083 |
0.6% |
60% |
False |
False |
52,744 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0086 |
0.6% |
60% |
False |
False |
39,574 |
| 100 |
1.4203 |
1.3412 |
0.0791 |
5.7% |
0.0087 |
0.6% |
44% |
False |
False |
31,668 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0085 |
0.6% |
41% |
False |
False |
26,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4160 |
|
2.618 |
1.4028 |
|
1.618 |
1.3947 |
|
1.000 |
1.3897 |
|
0.618 |
1.3866 |
|
HIGH |
1.3816 |
|
0.618 |
1.3785 |
|
0.500 |
1.3776 |
|
0.382 |
1.3766 |
|
LOW |
1.3735 |
|
0.618 |
1.3685 |
|
1.000 |
1.3654 |
|
1.618 |
1.3604 |
|
2.618 |
1.3523 |
|
4.250 |
1.3391 |
|
|
| Fisher Pivots for day following 22-Oct-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3776 |
1.3784 |
| PP |
1.3770 |
1.3775 |
| S1 |
1.3764 |
1.3767 |
|