CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 10-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2021 |
10-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3775 |
1.3841 |
0.0066 |
0.5% |
1.3859 |
| High |
1.3862 |
1.3888 |
0.0026 |
0.2% |
1.3888 |
| Low |
1.3754 |
1.3828 |
0.0074 |
0.5% |
1.3726 |
| Close |
1.3838 |
1.3845 |
0.0007 |
0.1% |
1.3845 |
| Range |
0.0108 |
0.0060 |
-0.0048 |
-44.4% |
0.0162 |
| ATR |
0.0081 |
0.0080 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
119,284 |
119,284 |
0 |
0.0% |
515,352 |
|
| Daily Pivots for day following 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4034 |
1.3999 |
1.3878 |
|
| R3 |
1.3974 |
1.3939 |
1.3862 |
|
| R2 |
1.3914 |
1.3914 |
1.3856 |
|
| R1 |
1.3879 |
1.3879 |
1.3851 |
1.3897 |
| PP |
1.3854 |
1.3854 |
1.3854 |
1.3862 |
| S1 |
1.3819 |
1.3819 |
1.3840 |
1.3837 |
| S2 |
1.3794 |
1.3794 |
1.3834 |
|
| S3 |
1.3734 |
1.3759 |
1.3829 |
|
| S4 |
1.3674 |
1.3699 |
1.3812 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4306 |
1.4237 |
1.3934 |
|
| R3 |
1.4144 |
1.4075 |
1.3890 |
|
| R2 |
1.3982 |
1.3982 |
1.3875 |
|
| R1 |
1.3913 |
1.3913 |
1.3860 |
1.3867 |
| PP |
1.3820 |
1.3820 |
1.3820 |
1.3796 |
| S1 |
1.3751 |
1.3751 |
1.3830 |
1.3705 |
| S2 |
1.3658 |
1.3658 |
1.3815 |
|
| S3 |
1.3496 |
1.3589 |
1.3800 |
|
| S4 |
1.3334 |
1.3427 |
1.3756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3893 |
1.3726 |
0.0167 |
1.2% |
0.0082 |
0.6% |
71% |
False |
False |
118,082 |
| 10 |
1.3893 |
1.3680 |
0.0213 |
1.5% |
0.0076 |
0.5% |
77% |
False |
False |
94,577 |
| 20 |
1.3893 |
1.3602 |
0.0291 |
2.1% |
0.0078 |
0.6% |
84% |
False |
False |
85,457 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0082 |
0.6% |
66% |
False |
False |
85,027 |
| 60 |
1.4012 |
1.3573 |
0.0439 |
3.2% |
0.0087 |
0.6% |
62% |
False |
False |
89,231 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
40% |
False |
False |
74,957 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
40% |
False |
False |
59,984 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
40% |
False |
False |
49,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4143 |
|
2.618 |
1.4045 |
|
1.618 |
1.3985 |
|
1.000 |
1.3948 |
|
0.618 |
1.3925 |
|
HIGH |
1.3888 |
|
0.618 |
1.3865 |
|
0.500 |
1.3858 |
|
0.382 |
1.3851 |
|
LOW |
1.3828 |
|
0.618 |
1.3791 |
|
1.000 |
1.3768 |
|
1.618 |
1.3731 |
|
2.618 |
1.3671 |
|
4.250 |
1.3573 |
|
|
| Fisher Pivots for day following 10-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3858 |
1.3832 |
| PP |
1.3854 |
1.3820 |
| S1 |
1.3849 |
1.3807 |
|