CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 04-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2021 |
04-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3614 |
1.3686 |
0.0072 |
0.5% |
1.3752 |
| High |
1.3691 |
1.3699 |
0.0008 |
0.1% |
1.3831 |
| Low |
1.3607 |
1.3471 |
-0.0136 |
-1.0% |
1.3669 |
| Close |
1.3679 |
1.3495 |
-0.0184 |
-1.3% |
1.3689 |
| Range |
0.0084 |
0.0228 |
0.0144 |
171.4% |
0.0162 |
| ATR |
0.0084 |
0.0094 |
0.0010 |
12.3% |
0.0000 |
| Volume |
82,618 |
168,846 |
86,228 |
104.4% |
442,614 |
|
| Daily Pivots for day following 04-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4239 |
1.4095 |
1.3620 |
|
| R3 |
1.4011 |
1.3867 |
1.3558 |
|
| R2 |
1.3783 |
1.3783 |
1.3537 |
|
| R1 |
1.3639 |
1.3639 |
1.3516 |
1.3597 |
| PP |
1.3555 |
1.3555 |
1.3555 |
1.3534 |
| S1 |
1.3411 |
1.3411 |
1.3474 |
1.3369 |
| S2 |
1.3327 |
1.3327 |
1.3453 |
|
| S3 |
1.3099 |
1.3183 |
1.3432 |
|
| S4 |
1.2871 |
1.2955 |
1.3370 |
|
|
| 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 |
1.3803 |
1.3471 |
0.0332 |
2.5% |
0.0112 |
0.8% |
7% |
False |
True |
104,568 |
| 10 |
1.3831 |
1.3471 |
0.0360 |
2.7% |
0.0093 |
0.7% |
7% |
False |
True |
94,431 |
| 20 |
1.3833 |
1.3471 |
0.0362 |
2.7% |
0.0088 |
0.7% |
7% |
False |
True |
88,051 |
| 40 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0093 |
0.7% |
16% |
False |
False |
94,240 |
| 60 |
1.3917 |
1.3412 |
0.0505 |
3.7% |
0.0087 |
0.6% |
16% |
False |
False |
66,966 |
| 80 |
1.3986 |
1.3412 |
0.0574 |
4.3% |
0.0086 |
0.6% |
14% |
False |
False |
50,243 |
| 100 |
1.4132 |
1.3412 |
0.0720 |
5.3% |
0.0088 |
0.7% |
12% |
False |
False |
40,204 |
| 120 |
1.4251 |
1.3412 |
0.0839 |
6.2% |
0.0087 |
0.6% |
10% |
False |
False |
33,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4668 |
|
2.618 |
1.4296 |
|
1.618 |
1.4068 |
|
1.000 |
1.3927 |
|
0.618 |
1.3840 |
|
HIGH |
1.3699 |
|
0.618 |
1.3612 |
|
0.500 |
1.3585 |
|
0.382 |
1.3558 |
|
LOW |
1.3471 |
|
0.618 |
1.3330 |
|
1.000 |
1.3243 |
|
1.618 |
1.3102 |
|
2.618 |
1.2874 |
|
4.250 |
1.2502 |
|
|
| Fisher Pivots for day following 04-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3585 |
1.3585 |
| PP |
1.3555 |
1.3555 |
| S1 |
1.3525 |
1.3525 |
|