CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 03-Dec-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2021 |
03-Dec-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3277 |
1.3299 |
0.0022 |
0.2% |
1.3331 |
| High |
1.3334 |
1.3312 |
-0.0022 |
-0.2% |
1.3372 |
| Low |
1.3272 |
1.3209 |
-0.0063 |
-0.5% |
1.3194 |
| Close |
1.3298 |
1.3230 |
-0.0068 |
-0.5% |
1.3230 |
| Range |
0.0062 |
0.0103 |
0.0041 |
66.1% |
0.0178 |
| ATR |
0.0089 |
0.0090 |
0.0001 |
1.1% |
0.0000 |
| Volume |
72,907 |
106,933 |
34,026 |
46.7% |
538,347 |
|
| Daily Pivots for day following 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3559 |
1.3498 |
1.3287 |
|
| R3 |
1.3456 |
1.3395 |
1.3258 |
|
| R2 |
1.3353 |
1.3353 |
1.3249 |
|
| R1 |
1.3292 |
1.3292 |
1.3239 |
1.3271 |
| PP |
1.3250 |
1.3250 |
1.3250 |
1.3240 |
| S1 |
1.3189 |
1.3189 |
1.3221 |
1.3168 |
| S2 |
1.3147 |
1.3147 |
1.3211 |
|
| S3 |
1.3044 |
1.3086 |
1.3202 |
|
| S4 |
1.2941 |
1.2983 |
1.3173 |
|
|
| Weekly Pivots for week ending 03-Dec-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3799 |
1.3693 |
1.3328 |
|
| R3 |
1.3621 |
1.3515 |
1.3279 |
|
| R2 |
1.3443 |
1.3443 |
1.3263 |
|
| R1 |
1.3337 |
1.3337 |
1.3246 |
1.3301 |
| PP |
1.3265 |
1.3265 |
1.3265 |
1.3248 |
| S1 |
1.3159 |
1.3159 |
1.3214 |
1.3123 |
| S2 |
1.3087 |
1.3087 |
1.3197 |
|
| S3 |
1.2909 |
1.2981 |
1.3181 |
|
| S4 |
1.2731 |
1.2803 |
1.3132 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3372 |
1.3194 |
0.0178 |
1.3% |
0.0102 |
0.8% |
20% |
False |
False |
107,669 |
| 10 |
1.3510 |
1.3194 |
0.0316 |
2.4% |
0.0090 |
0.7% |
11% |
False |
False |
100,605 |
| 20 |
1.3609 |
1.3194 |
0.0415 |
3.1% |
0.0089 |
0.7% |
9% |
False |
False |
95,254 |
| 40 |
1.3833 |
1.3194 |
0.0639 |
4.8% |
0.0088 |
0.7% |
6% |
False |
False |
91,652 |
| 60 |
1.3917 |
1.3194 |
0.0723 |
5.5% |
0.0091 |
0.7% |
5% |
False |
False |
94,578 |
| 80 |
1.3917 |
1.3194 |
0.0723 |
5.5% |
0.0088 |
0.7% |
5% |
False |
False |
74,038 |
| 100 |
1.3986 |
1.3194 |
0.0792 |
6.0% |
0.0087 |
0.7% |
5% |
False |
False |
59,246 |
| 120 |
1.4132 |
1.3194 |
0.0938 |
7.1% |
0.0088 |
0.7% |
4% |
False |
False |
49,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3750 |
|
2.618 |
1.3582 |
|
1.618 |
1.3479 |
|
1.000 |
1.3415 |
|
0.618 |
1.3376 |
|
HIGH |
1.3312 |
|
0.618 |
1.3273 |
|
0.500 |
1.3261 |
|
0.382 |
1.3248 |
|
LOW |
1.3209 |
|
0.618 |
1.3145 |
|
1.000 |
1.3106 |
|
1.618 |
1.3042 |
|
2.618 |
1.2939 |
|
4.250 |
1.2771 |
|
|
| Fisher Pivots for day following 03-Dec-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3261 |
1.3282 |
| PP |
1.3250 |
1.3264 |
| S1 |
1.3240 |
1.3247 |
|