CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 11-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2021 |
11-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3563 |
1.3407 |
-0.0156 |
-1.2% |
1.3688 |
| High |
1.3566 |
1.3434 |
-0.0132 |
-1.0% |
1.3699 |
| Low |
1.3401 |
1.3359 |
-0.0042 |
-0.3% |
1.3424 |
| Close |
1.3415 |
1.3365 |
-0.0050 |
-0.4% |
1.3482 |
| Range |
0.0165 |
0.0075 |
-0.0090 |
-54.5% |
0.0275 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
106,838 |
88,680 |
-18,158 |
-17.0% |
530,755 |
|
| Daily Pivots for day following 11-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3611 |
1.3563 |
1.3406 |
|
| R3 |
1.3536 |
1.3488 |
1.3386 |
|
| R2 |
1.3461 |
1.3461 |
1.3379 |
|
| R1 |
1.3413 |
1.3413 |
1.3372 |
1.3400 |
| PP |
1.3386 |
1.3386 |
1.3386 |
1.3379 |
| S1 |
1.3338 |
1.3338 |
1.3358 |
1.3325 |
| S2 |
1.3311 |
1.3311 |
1.3351 |
|
| S3 |
1.3236 |
1.3263 |
1.3344 |
|
| S4 |
1.3161 |
1.3188 |
1.3324 |
|
|
| Weekly Pivots for week ending 05-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4360 |
1.4196 |
1.3633 |
|
| R3 |
1.4085 |
1.3921 |
1.3558 |
|
| R2 |
1.3810 |
1.3810 |
1.3532 |
|
| R1 |
1.3646 |
1.3646 |
1.3507 |
1.3591 |
| PP |
1.3535 |
1.3535 |
1.3535 |
1.3507 |
| S1 |
1.3371 |
1.3371 |
1.3457 |
1.3316 |
| S2 |
1.3260 |
1.3260 |
1.3432 |
|
| S3 |
1.2985 |
1.3096 |
1.3406 |
|
| S4 |
1.2710 |
1.2821 |
1.3331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3609 |
1.3359 |
0.0250 |
1.9% |
0.0108 |
0.8% |
2% |
False |
True |
97,005 |
| 10 |
1.3803 |
1.3359 |
0.0444 |
3.3% |
0.0110 |
0.8% |
1% |
False |
True |
100,787 |
| 20 |
1.3833 |
1.3359 |
0.0474 |
3.5% |
0.0095 |
0.7% |
1% |
False |
True |
92,519 |
| 40 |
1.3833 |
1.3359 |
0.0474 |
3.5% |
0.0096 |
0.7% |
1% |
False |
True |
96,000 |
| 60 |
1.3917 |
1.3359 |
0.0558 |
4.2% |
0.0090 |
0.7% |
1% |
False |
True |
75,035 |
| 80 |
1.3986 |
1.3359 |
0.0627 |
4.7% |
0.0086 |
0.6% |
1% |
False |
True |
56,301 |
| 100 |
1.4001 |
1.3359 |
0.0642 |
4.8% |
0.0087 |
0.7% |
1% |
False |
True |
45,051 |
| 120 |
1.4251 |
1.3359 |
0.0892 |
6.7% |
0.0088 |
0.7% |
1% |
False |
True |
37,549 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3753 |
|
2.618 |
1.3630 |
|
1.618 |
1.3555 |
|
1.000 |
1.3509 |
|
0.618 |
1.3480 |
|
HIGH |
1.3434 |
|
0.618 |
1.3405 |
|
0.500 |
1.3397 |
|
0.382 |
1.3388 |
|
LOW |
1.3359 |
|
0.618 |
1.3313 |
|
1.000 |
1.3284 |
|
1.618 |
1.3238 |
|
2.618 |
1.3163 |
|
4.250 |
1.3040 |
|
|
| Fisher Pivots for day following 11-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3397 |
1.3484 |
| PP |
1.3386 |
1.3444 |
| S1 |
1.3376 |
1.3405 |
|