CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 19-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2021 |
19-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3494 |
1.3500 |
0.0006 |
0.0% |
1.3418 |
| High |
1.3514 |
1.3510 |
-0.0004 |
0.0% |
1.3514 |
| Low |
1.3465 |
1.3407 |
-0.0058 |
-0.4% |
1.3397 |
| Close |
1.3498 |
1.3448 |
-0.0050 |
-0.4% |
1.3448 |
| Range |
0.0049 |
0.0103 |
0.0054 |
110.2% |
0.0117 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.1% |
0.0000 |
| Volume |
65,765 |
104,833 |
39,068 |
59.4% |
416,486 |
|
| Daily Pivots for day following 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3764 |
1.3709 |
1.3505 |
|
| R3 |
1.3661 |
1.3606 |
1.3476 |
|
| R2 |
1.3558 |
1.3558 |
1.3467 |
|
| R1 |
1.3503 |
1.3503 |
1.3457 |
1.3479 |
| PP |
1.3455 |
1.3455 |
1.3455 |
1.3443 |
| S1 |
1.3400 |
1.3400 |
1.3439 |
1.3376 |
| S2 |
1.3352 |
1.3352 |
1.3429 |
|
| S3 |
1.3249 |
1.3297 |
1.3420 |
|
| S4 |
1.3146 |
1.3194 |
1.3391 |
|
|
| Weekly Pivots for week ending 19-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3804 |
1.3743 |
1.3512 |
|
| R3 |
1.3687 |
1.3626 |
1.3480 |
|
| R2 |
1.3570 |
1.3570 |
1.3469 |
|
| R1 |
1.3509 |
1.3509 |
1.3459 |
1.3540 |
| PP |
1.3453 |
1.3453 |
1.3453 |
1.3468 |
| S1 |
1.3392 |
1.3392 |
1.3437 |
1.3423 |
| S2 |
1.3336 |
1.3336 |
1.3427 |
|
| S3 |
1.3219 |
1.3275 |
1.3416 |
|
| S4 |
1.3102 |
1.3158 |
1.3384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3514 |
1.3397 |
0.0117 |
0.9% |
0.0073 |
0.5% |
44% |
False |
False |
83,297 |
| 10 |
1.3609 |
1.3353 |
0.0256 |
1.9% |
0.0090 |
0.7% |
37% |
False |
False |
88,441 |
| 20 |
1.3831 |
1.3353 |
0.0478 |
3.6% |
0.0091 |
0.7% |
20% |
False |
False |
92,889 |
| 40 |
1.3833 |
1.3353 |
0.0480 |
3.6% |
0.0093 |
0.7% |
20% |
False |
False |
94,060 |
| 60 |
1.3917 |
1.3353 |
0.0564 |
4.2% |
0.0090 |
0.7% |
17% |
False |
False |
83,651 |
| 80 |
1.3986 |
1.3353 |
0.0633 |
4.7% |
0.0085 |
0.6% |
15% |
False |
False |
62,780 |
| 100 |
1.3986 |
1.3353 |
0.0633 |
4.7% |
0.0087 |
0.6% |
15% |
False |
False |
50,237 |
| 120 |
1.4203 |
1.3353 |
0.0850 |
6.3% |
0.0088 |
0.7% |
11% |
False |
False |
41,872 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3948 |
|
2.618 |
1.3780 |
|
1.618 |
1.3677 |
|
1.000 |
1.3613 |
|
0.618 |
1.3574 |
|
HIGH |
1.3510 |
|
0.618 |
1.3471 |
|
0.500 |
1.3459 |
|
0.382 |
1.3446 |
|
LOW |
1.3407 |
|
0.618 |
1.3343 |
|
1.000 |
1.3304 |
|
1.618 |
1.3240 |
|
2.618 |
1.3137 |
|
4.250 |
1.2969 |
|
|
| Fisher Pivots for day following 19-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3459 |
1.3456 |
| PP |
1.3455 |
1.3453 |
| S1 |
1.3452 |
1.3451 |
|