CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 29-Nov-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2021 |
29-Nov-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3327 |
1.3331 |
0.0004 |
0.0% |
1.3448 |
| High |
1.3354 |
1.3363 |
0.0009 |
0.1% |
1.3451 |
| Low |
1.3277 |
1.3287 |
0.0010 |
0.1% |
1.3277 |
| Close |
1.3333 |
1.3292 |
-0.0041 |
-0.3% |
1.3333 |
| Range |
0.0077 |
0.0076 |
-0.0001 |
-1.3% |
0.0174 |
| ATR |
0.0085 |
0.0085 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
131,747 |
86,326 |
-45,421 |
-34.5% |
362,878 |
|
| Daily Pivots for day following 29-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3542 |
1.3493 |
1.3334 |
|
| R3 |
1.3466 |
1.3417 |
1.3313 |
|
| R2 |
1.3390 |
1.3390 |
1.3306 |
|
| R1 |
1.3341 |
1.3341 |
1.3299 |
1.3328 |
| PP |
1.3314 |
1.3314 |
1.3314 |
1.3307 |
| S1 |
1.3265 |
1.3265 |
1.3285 |
1.3252 |
| S2 |
1.3238 |
1.3238 |
1.3278 |
|
| S3 |
1.3162 |
1.3189 |
1.3271 |
|
| S4 |
1.3086 |
1.3113 |
1.3250 |
|
|
| Weekly Pivots for week ending 26-Nov-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3876 |
1.3778 |
1.3429 |
|
| R3 |
1.3702 |
1.3604 |
1.3381 |
|
| R2 |
1.3528 |
1.3528 |
1.3365 |
|
| R1 |
1.3430 |
1.3430 |
1.3349 |
1.3392 |
| PP |
1.3354 |
1.3354 |
1.3354 |
1.3335 |
| S1 |
1.3256 |
1.3256 |
1.3317 |
1.3218 |
| S2 |
1.3180 |
1.3180 |
1.3301 |
|
| S3 |
1.3006 |
1.3082 |
1.3285 |
|
| S4 |
1.2832 |
1.2908 |
1.3237 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3451 |
1.3277 |
0.0174 |
1.3% |
0.0072 |
0.5% |
9% |
False |
False |
89,840 |
| 10 |
1.3514 |
1.3277 |
0.0237 |
1.8% |
0.0073 |
0.5% |
6% |
False |
False |
86,569 |
| 20 |
1.3699 |
1.3277 |
0.0422 |
3.2% |
0.0088 |
0.7% |
4% |
False |
False |
93,218 |
| 40 |
1.3833 |
1.3277 |
0.0556 |
4.2% |
0.0086 |
0.6% |
3% |
False |
False |
89,500 |
| 60 |
1.3917 |
1.3277 |
0.0640 |
4.8% |
0.0090 |
0.7% |
2% |
False |
False |
90,997 |
| 80 |
1.3935 |
1.3277 |
0.0658 |
5.0% |
0.0085 |
0.6% |
2% |
False |
False |
68,391 |
| 100 |
1.3986 |
1.3277 |
0.0709 |
5.3% |
0.0086 |
0.6% |
2% |
False |
False |
54,727 |
| 120 |
1.4186 |
1.3277 |
0.0909 |
6.8% |
0.0087 |
0.7% |
2% |
False |
False |
45,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3686 |
|
2.618 |
1.3562 |
|
1.618 |
1.3486 |
|
1.000 |
1.3439 |
|
0.618 |
1.3410 |
|
HIGH |
1.3363 |
|
0.618 |
1.3334 |
|
0.500 |
1.3325 |
|
0.382 |
1.3316 |
|
LOW |
1.3287 |
|
0.618 |
1.3240 |
|
1.000 |
1.3211 |
|
1.618 |
1.3164 |
|
2.618 |
1.3088 |
|
4.250 |
1.2964 |
|
|
| Fisher Pivots for day following 29-Nov-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3325 |
1.3334 |
| PP |
1.3314 |
1.3320 |
| S1 |
1.3303 |
1.3306 |
|