CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 02-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2021 |
02-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3688 |
1.3666 |
-0.0022 |
-0.2% |
1.3752 |
| High |
1.3693 |
1.3667 |
-0.0026 |
-0.2% |
1.3831 |
| Low |
1.3642 |
1.3605 |
-0.0037 |
-0.3% |
1.3669 |
| Close |
1.3658 |
1.3618 |
-0.0040 |
-0.3% |
1.3689 |
| Range |
0.0051 |
0.0062 |
0.0011 |
21.6% |
0.0162 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
80,730 |
79,105 |
-1,625 |
-2.0% |
442,614 |
|
| Daily Pivots for day following 02-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3816 |
1.3779 |
1.3652 |
|
| R3 |
1.3754 |
1.3717 |
1.3635 |
|
| R2 |
1.3692 |
1.3692 |
1.3629 |
|
| R1 |
1.3655 |
1.3655 |
1.3624 |
1.3643 |
| PP |
1.3630 |
1.3630 |
1.3630 |
1.3624 |
| S1 |
1.3593 |
1.3593 |
1.3612 |
1.3581 |
| S2 |
1.3568 |
1.3568 |
1.3607 |
|
| S3 |
1.3506 |
1.3531 |
1.3601 |
|
| S4 |
1.3444 |
1.3469 |
1.3584 |
|
|
| 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 |
1.3815 |
1.3605 |
0.0210 |
1.5% |
0.0083 |
0.6% |
6% |
False |
True |
92,979 |
| 10 |
1.3833 |
1.3605 |
0.0228 |
1.7% |
0.0077 |
0.6% |
6% |
False |
True |
84,215 |
| 20 |
1.3833 |
1.3544 |
0.0289 |
2.1% |
0.0080 |
0.6% |
26% |
False |
False |
84,343 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0089 |
0.7% |
41% |
False |
False |
92,777 |
| 60 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0084 |
0.6% |
41% |
False |
False |
62,776 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0084 |
0.6% |
36% |
False |
False |
47,101 |
| 100 |
1.4132 |
1.3412 |
0.0720 |
5.3% |
0.0086 |
0.6% |
29% |
False |
False |
37,690 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0085 |
0.6% |
25% |
False |
False |
31,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3931 |
|
2.618 |
1.3829 |
|
1.618 |
1.3767 |
|
1.000 |
1.3729 |
|
0.618 |
1.3705 |
|
HIGH |
1.3667 |
|
0.618 |
1.3643 |
|
0.500 |
1.3636 |
|
0.382 |
1.3629 |
|
LOW |
1.3605 |
|
0.618 |
1.3567 |
|
1.000 |
1.3543 |
|
1.618 |
1.3505 |
|
2.618 |
1.3443 |
|
4.250 |
1.3342 |
|
|
| Fisher Pivots for day following 02-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3636 |
1.3704 |
| PP |
1.3630 |
1.3675 |
| S1 |
1.3624 |
1.3647 |
|