CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 24-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2021 |
24-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3399 |
1.3378 |
-0.0021 |
-0.2% |
1.3418 |
| High |
1.3410 |
1.3390 |
-0.0020 |
-0.1% |
1.3514 |
| Low |
1.3342 |
1.3316 |
-0.0026 |
-0.2% |
1.3397 |
| Close |
1.3382 |
1.3322 |
-0.0060 |
-0.4% |
1.3448 |
| Range |
0.0068 |
0.0074 |
0.0006 |
8.8% |
0.0117 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
75,398 |
79,409 |
4,011 |
5.3% |
416,486 |
|
| Daily Pivots for day following 24-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3565 |
1.3517 |
1.3363 |
|
| R3 |
1.3491 |
1.3443 |
1.3342 |
|
| R2 |
1.3417 |
1.3417 |
1.3336 |
|
| R1 |
1.3369 |
1.3369 |
1.3329 |
1.3356 |
| PP |
1.3343 |
1.3343 |
1.3343 |
1.3336 |
| S1 |
1.3295 |
1.3295 |
1.3315 |
1.3282 |
| S2 |
1.3269 |
1.3269 |
1.3308 |
|
| S3 |
1.3195 |
1.3221 |
1.3302 |
|
| S4 |
1.3121 |
1.3147 |
1.3281 |
|
|
| 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 |
1.3316 |
0.0198 |
1.5% |
0.0072 |
0.5% |
3% |
False |
True |
80,345 |
| 10 |
1.3514 |
1.3316 |
0.0198 |
1.5% |
0.0073 |
0.5% |
3% |
False |
True |
83,864 |
| 20 |
1.3815 |
1.3316 |
0.0499 |
3.7% |
0.0092 |
0.7% |
1% |
False |
True |
92,414 |
| 40 |
1.3833 |
1.3316 |
0.0517 |
3.9% |
0.0088 |
0.7% |
1% |
False |
True |
90,386 |
| 60 |
1.3917 |
1.3316 |
0.0601 |
4.5% |
0.0090 |
0.7% |
1% |
False |
True |
87,411 |
| 80 |
1.3960 |
1.3316 |
0.0644 |
4.8% |
0.0085 |
0.6% |
1% |
False |
True |
65,667 |
| 100 |
1.3986 |
1.3316 |
0.0670 |
5.0% |
0.0086 |
0.6% |
1% |
False |
True |
52,547 |
| 120 |
1.4189 |
1.3316 |
0.0873 |
6.6% |
0.0087 |
0.7% |
1% |
False |
True |
43,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3705 |
|
2.618 |
1.3584 |
|
1.618 |
1.3510 |
|
1.000 |
1.3464 |
|
0.618 |
1.3436 |
|
HIGH |
1.3390 |
|
0.618 |
1.3362 |
|
0.500 |
1.3353 |
|
0.382 |
1.3344 |
|
LOW |
1.3316 |
|
0.618 |
1.3270 |
|
1.000 |
1.3242 |
|
1.618 |
1.3196 |
|
2.618 |
1.3122 |
|
4.250 |
1.3002 |
|
|
| Fisher Pivots for day following 24-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3353 |
1.3384 |
| PP |
1.3343 |
1.3363 |
| S1 |
1.3332 |
1.3343 |
|