CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 18-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2021 |
18-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3424 |
1.3494 |
0.0070 |
0.5% |
1.3489 |
| High |
1.3497 |
1.3514 |
0.0017 |
0.1% |
1.3609 |
| Low |
1.3397 |
1.3465 |
0.0068 |
0.5% |
1.3353 |
| Close |
1.3486 |
1.3498 |
0.0012 |
0.1% |
1.3416 |
| Range |
0.0100 |
0.0049 |
-0.0051 |
-51.0% |
0.0256 |
| ATR |
0.0092 |
0.0089 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
83,782 |
65,765 |
-18,017 |
-21.5% |
467,925 |
|
| Daily Pivots for day following 18-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3639 |
1.3618 |
1.3525 |
|
| R3 |
1.3590 |
1.3569 |
1.3511 |
|
| R2 |
1.3541 |
1.3541 |
1.3507 |
|
| R1 |
1.3520 |
1.3520 |
1.3502 |
1.3531 |
| PP |
1.3492 |
1.3492 |
1.3492 |
1.3498 |
| S1 |
1.3471 |
1.3471 |
1.3494 |
1.3482 |
| S2 |
1.3443 |
1.3443 |
1.3489 |
|
| S3 |
1.3394 |
1.3422 |
1.3485 |
|
| S4 |
1.3345 |
1.3373 |
1.3471 |
|
|
| Weekly Pivots for week ending 12-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4227 |
1.4078 |
1.3557 |
|
| R3 |
1.3971 |
1.3822 |
1.3486 |
|
| R2 |
1.3715 |
1.3715 |
1.3463 |
|
| R1 |
1.3566 |
1.3566 |
1.3439 |
1.3513 |
| PP |
1.3459 |
1.3459 |
1.3459 |
1.3433 |
| S1 |
1.3310 |
1.3310 |
1.3393 |
1.3257 |
| S2 |
1.3203 |
1.3203 |
1.3369 |
|
| S3 |
1.2947 |
1.3054 |
1.3346 |
|
| S4 |
1.2691 |
1.2798 |
1.3275 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3514 |
1.3353 |
0.0161 |
1.2% |
0.0068 |
0.5% |
90% |
True |
False |
82,801 |
| 10 |
1.3609 |
1.3353 |
0.0256 |
1.9% |
0.0088 |
0.6% |
57% |
False |
False |
89,903 |
| 20 |
1.3831 |
1.3353 |
0.0478 |
3.5% |
0.0090 |
0.7% |
30% |
False |
False |
92,167 |
| 40 |
1.3833 |
1.3353 |
0.0480 |
3.6% |
0.0092 |
0.7% |
30% |
False |
False |
93,488 |
| 60 |
1.3917 |
1.3353 |
0.0564 |
4.2% |
0.0089 |
0.7% |
26% |
False |
False |
81,908 |
| 80 |
1.3986 |
1.3353 |
0.0633 |
4.7% |
0.0085 |
0.6% |
23% |
False |
False |
61,471 |
| 100 |
1.3986 |
1.3353 |
0.0633 |
4.7% |
0.0087 |
0.6% |
23% |
False |
False |
49,189 |
| 120 |
1.4203 |
1.3353 |
0.0850 |
6.3% |
0.0087 |
0.6% |
17% |
False |
False |
40,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3722 |
|
2.618 |
1.3642 |
|
1.618 |
1.3593 |
|
1.000 |
1.3563 |
|
0.618 |
1.3544 |
|
HIGH |
1.3514 |
|
0.618 |
1.3495 |
|
0.500 |
1.3490 |
|
0.382 |
1.3484 |
|
LOW |
1.3465 |
|
0.618 |
1.3435 |
|
1.000 |
1.3416 |
|
1.618 |
1.3386 |
|
2.618 |
1.3337 |
|
4.250 |
1.3257 |
|
|
| Fisher Pivots for day following 18-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3495 |
1.3484 |
| PP |
1.3492 |
1.3470 |
| S1 |
1.3490 |
1.3456 |
|