CME British Pound Future December 2021
Trading Metrics calculated at close of trading on 03-Nov-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2021 |
03-Nov-2021 |
Change |
Change % |
Previous Week |
Open |
1.3666 |
1.3614 |
-0.0052 |
-0.4% |
1.3752 |
High |
1.3667 |
1.3691 |
0.0024 |
0.2% |
1.3831 |
Low |
1.3605 |
1.3607 |
0.0002 |
0.0% |
1.3669 |
Close |
1.3618 |
1.3679 |
0.0061 |
0.4% |
1.3689 |
Range |
0.0062 |
0.0084 |
0.0022 |
35.5% |
0.0162 |
ATR |
0.0084 |
0.0084 |
0.0000 |
0.0% |
0.0000 |
Volume |
79,105 |
82,618 |
3,513 |
4.4% |
442,614 |
|
Daily Pivots for day following 03-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3911 |
1.3879 |
1.3725 |
|
R3 |
1.3827 |
1.3795 |
1.3702 |
|
R2 |
1.3743 |
1.3743 |
1.3694 |
|
R1 |
1.3711 |
1.3711 |
1.3687 |
1.3727 |
PP |
1.3659 |
1.3659 |
1.3659 |
1.3667 |
S1 |
1.3627 |
1.3627 |
1.3671 |
1.3643 |
S2 |
1.3575 |
1.3575 |
1.3664 |
|
S3 |
1.3491 |
1.3543 |
1.3656 |
|
S4 |
1.3407 |
1.3459 |
1.3633 |
|
|
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% |
0.0085 |
0.6% |
35% |
False |
False |
88,890 |
10 |
1.3832 |
1.3605 |
0.0227 |
1.7% |
0.0076 |
0.6% |
33% |
False |
False |
84,760 |
20 |
1.3833 |
1.3568 |
0.0265 |
1.9% |
0.0080 |
0.6% |
42% |
False |
False |
83,586 |
40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0090 |
0.7% |
53% |
False |
False |
92,401 |
60 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0085 |
0.6% |
53% |
False |
False |
64,153 |
80 |
1.3986 |
1.3412 |
0.0574 |
4.2% |
0.0084 |
0.6% |
47% |
False |
False |
48,133 |
100 |
1.4132 |
1.3412 |
0.0720 |
5.3% |
0.0087 |
0.6% |
37% |
False |
False |
38,516 |
120 |
1.4251 |
1.3412 |
0.0839 |
6.1% |
0.0085 |
0.6% |
32% |
False |
False |
32,102 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4048 |
2.618 |
1.3911 |
1.618 |
1.3827 |
1.000 |
1.3775 |
0.618 |
1.3743 |
HIGH |
1.3691 |
0.618 |
1.3659 |
0.500 |
1.3649 |
0.382 |
1.3639 |
LOW |
1.3607 |
0.618 |
1.3555 |
1.000 |
1.3523 |
1.618 |
1.3471 |
2.618 |
1.3387 |
4.250 |
1.3250 |
|
|
Fisher Pivots for day following 03-Nov-2021 |
Pivot |
1 day |
3 day |
R1 |
1.3669 |
1.3669 |
PP |
1.3659 |
1.3659 |
S1 |
1.3649 |
1.3649 |
|