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
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 7 trading days
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

These figures are updated between 7pm and 10pm EST after a trading day.

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