CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 01-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2021 |
01-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3310 |
1.3298 |
-0.0012 |
-0.1% |
1.3448 |
| High |
1.3372 |
1.3354 |
-0.0018 |
-0.1% |
1.3451 |
| Low |
1.3194 |
1.3262 |
0.0068 |
0.5% |
1.3277 |
| Close |
1.3282 |
1.3279 |
-0.0003 |
0.0% |
1.3333 |
| Range |
0.0178 |
0.0092 |
-0.0086 |
-48.3% |
0.0174 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.1% |
0.0000 |
| Volume |
160,972 |
111,209 |
-49,763 |
-30.9% |
362,878 |
|
| Daily Pivots for day following 01-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3574 |
1.3519 |
1.3330 |
|
| R3 |
1.3482 |
1.3427 |
1.3304 |
|
| R2 |
1.3390 |
1.3390 |
1.3296 |
|
| R1 |
1.3335 |
1.3335 |
1.3287 |
1.3317 |
| PP |
1.3298 |
1.3298 |
1.3298 |
1.3289 |
| S1 |
1.3243 |
1.3243 |
1.3271 |
1.3225 |
| S2 |
1.3206 |
1.3206 |
1.3262 |
|
| S3 |
1.3114 |
1.3151 |
1.3254 |
|
| S4 |
1.3022 |
1.3059 |
1.3228 |
|
|
| 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 |
1.3390 |
1.3194 |
0.0196 |
1.5% |
0.0099 |
0.7% |
43% |
False |
False |
113,932 |
| 10 |
1.3514 |
1.3194 |
0.0320 |
2.4% |
0.0088 |
0.7% |
27% |
False |
False |
97,576 |
| 20 |
1.3699 |
1.3194 |
0.0505 |
3.8% |
0.0096 |
0.7% |
17% |
False |
False |
98,835 |
| 40 |
1.3833 |
1.3194 |
0.0639 |
4.8% |
0.0088 |
0.7% |
13% |
False |
False |
91,589 |
| 60 |
1.3917 |
1.3194 |
0.0723 |
5.4% |
0.0091 |
0.7% |
12% |
False |
False |
94,797 |
| 80 |
1.3917 |
1.3194 |
0.0723 |
5.4% |
0.0087 |
0.7% |
12% |
False |
False |
71,791 |
| 100 |
1.3986 |
1.3194 |
0.0792 |
6.0% |
0.0087 |
0.7% |
11% |
False |
False |
57,448 |
| 120 |
1.4132 |
1.3194 |
0.0938 |
7.1% |
0.0088 |
0.7% |
9% |
False |
False |
47,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3745 |
|
2.618 |
1.3595 |
|
1.618 |
1.3503 |
|
1.000 |
1.3446 |
|
0.618 |
1.3411 |
|
HIGH |
1.3354 |
|
0.618 |
1.3319 |
|
0.500 |
1.3308 |
|
0.382 |
1.3297 |
|
LOW |
1.3262 |
|
0.618 |
1.3205 |
|
1.000 |
1.3170 |
|
1.618 |
1.3113 |
|
2.618 |
1.3021 |
|
4.250 |
1.2871 |
|
|
| Fisher Pivots for day following 01-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3308 |
1.3283 |
| PP |
1.3298 |
1.3282 |
| S1 |
1.3289 |
1.3280 |
|