CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 23-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2021 |
23-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3448 |
1.3399 |
-0.0049 |
-0.4% |
1.3418 |
| High |
1.3451 |
1.3410 |
-0.0041 |
-0.3% |
1.3514 |
| Low |
1.3384 |
1.3342 |
-0.0042 |
-0.3% |
1.3397 |
| Close |
1.3386 |
1.3382 |
-0.0004 |
0.0% |
1.3448 |
| Range |
0.0067 |
0.0068 |
0.0001 |
1.5% |
0.0117 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
76,324 |
75,398 |
-926 |
-1.2% |
416,486 |
|
| Daily Pivots for day following 23-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3582 |
1.3550 |
1.3419 |
|
| R3 |
1.3514 |
1.3482 |
1.3401 |
|
| R2 |
1.3446 |
1.3446 |
1.3394 |
|
| R1 |
1.3414 |
1.3414 |
1.3388 |
1.3396 |
| PP |
1.3378 |
1.3378 |
1.3378 |
1.3369 |
| S1 |
1.3346 |
1.3346 |
1.3376 |
1.3328 |
| S2 |
1.3310 |
1.3310 |
1.3370 |
|
| S3 |
1.3242 |
1.3278 |
1.3363 |
|
| S4 |
1.3174 |
1.3210 |
1.3345 |
|
|
| 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 |
1.3342 |
0.0172 |
1.3% |
0.0077 |
0.6% |
23% |
False |
True |
81,220 |
| 10 |
1.3566 |
1.3342 |
0.0224 |
1.7% |
0.0082 |
0.6% |
18% |
False |
True |
86,607 |
| 20 |
1.3815 |
1.3342 |
0.0473 |
3.5% |
0.0092 |
0.7% |
8% |
False |
True |
93,597 |
| 40 |
1.3833 |
1.3342 |
0.0491 |
3.7% |
0.0090 |
0.7% |
8% |
False |
True |
91,602 |
| 60 |
1.3917 |
1.3342 |
0.0575 |
4.3% |
0.0089 |
0.7% |
7% |
False |
True |
86,150 |
| 80 |
1.3960 |
1.3342 |
0.0618 |
4.6% |
0.0085 |
0.6% |
6% |
False |
True |
64,675 |
| 100 |
1.3986 |
1.3342 |
0.0644 |
4.8% |
0.0087 |
0.6% |
6% |
False |
True |
51,753 |
| 120 |
1.4193 |
1.3342 |
0.0851 |
6.4% |
0.0087 |
0.7% |
5% |
False |
True |
43,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3699 |
|
2.618 |
1.3588 |
|
1.618 |
1.3520 |
|
1.000 |
1.3478 |
|
0.618 |
1.3452 |
|
HIGH |
1.3410 |
|
0.618 |
1.3384 |
|
0.500 |
1.3376 |
|
0.382 |
1.3368 |
|
LOW |
1.3342 |
|
0.618 |
1.3300 |
|
1.000 |
1.3274 |
|
1.618 |
1.3232 |
|
2.618 |
1.3164 |
|
4.250 |
1.3053 |
|
|
| Fisher Pivots for day following 23-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3380 |
1.3426 |
| PP |
1.3378 |
1.3411 |
| S1 |
1.3376 |
1.3397 |
|