CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 01-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2021 |
01-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3794 |
1.3688 |
-0.0106 |
-0.8% |
1.3752 |
| High |
1.3803 |
1.3693 |
-0.0110 |
-0.8% |
1.3831 |
| Low |
1.3669 |
1.3642 |
-0.0027 |
-0.2% |
1.3669 |
| Close |
1.3689 |
1.3658 |
-0.0031 |
-0.2% |
1.3689 |
| Range |
0.0134 |
0.0051 |
-0.0083 |
-61.9% |
0.0162 |
| ATR |
0.0088 |
0.0086 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
111,542 |
80,730 |
-30,812 |
-27.6% |
442,614 |
|
| Daily Pivots for day following 01-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3817 |
1.3789 |
1.3686 |
|
| R3 |
1.3766 |
1.3738 |
1.3672 |
|
| R2 |
1.3715 |
1.3715 |
1.3667 |
|
| R1 |
1.3687 |
1.3687 |
1.3663 |
1.3676 |
| PP |
1.3664 |
1.3664 |
1.3664 |
1.3659 |
| S1 |
1.3636 |
1.3636 |
1.3653 |
1.3625 |
| S2 |
1.3613 |
1.3613 |
1.3649 |
|
| S3 |
1.3562 |
1.3585 |
1.3644 |
|
| S4 |
1.3511 |
1.3534 |
1.3630 |
|
|
| Weekly Pivots for week ending 29-Oct-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4216 |
1.4114 |
1.3778 |
|
| R3 |
1.4054 |
1.3952 |
1.3734 |
|
| R2 |
1.3892 |
1.3892 |
1.3719 |
|
| R1 |
1.3790 |
1.3790 |
1.3704 |
1.3760 |
| PP |
1.3730 |
1.3730 |
1.3730 |
1.3715 |
| S1 |
1.3628 |
1.3628 |
1.3674 |
1.3598 |
| S2 |
1.3568 |
1.3568 |
1.3659 |
|
| S3 |
1.3406 |
1.3466 |
1.3644 |
|
| S4 |
1.3244 |
1.3304 |
1.3600 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3831 |
1.3642 |
0.0189 |
1.4% |
0.0085 |
0.6% |
8% |
False |
True |
92,278 |
| 10 |
1.3833 |
1.3642 |
0.0191 |
1.4% |
0.0081 |
0.6% |
8% |
False |
True |
85,527 |
| 20 |
1.3833 |
1.3544 |
0.0289 |
2.1% |
0.0080 |
0.6% |
39% |
False |
False |
84,279 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0090 |
0.7% |
49% |
False |
False |
91,793 |
| 60 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0084 |
0.6% |
49% |
False |
False |
61,459 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0085 |
0.6% |
43% |
False |
False |
46,113 |
| 100 |
1.4186 |
1.3412 |
0.0774 |
5.7% |
0.0087 |
0.6% |
32% |
False |
False |
36,900 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0085 |
0.6% |
29% |
False |
False |
30,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3910 |
|
2.618 |
1.3827 |
|
1.618 |
1.3776 |
|
1.000 |
1.3744 |
|
0.618 |
1.3725 |
|
HIGH |
1.3693 |
|
0.618 |
1.3674 |
|
0.500 |
1.3668 |
|
0.382 |
1.3661 |
|
LOW |
1.3642 |
|
0.618 |
1.3610 |
|
1.000 |
1.3591 |
|
1.618 |
1.3559 |
|
2.618 |
1.3508 |
|
4.250 |
1.3425 |
|
|
| Fisher Pivots for day following 01-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3668 |
1.3729 |
| PP |
1.3664 |
1.3705 |
| S1 |
1.3661 |
1.3682 |
|