CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 11-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2021 |
11-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3999 |
1.4120 |
0.0121 |
0.9% |
1.3816 |
| High |
1.4159 |
1.4167 |
0.0008 |
0.1% |
1.4007 |
| Low |
1.3999 |
1.4104 |
0.0105 |
0.8% |
1.3801 |
| Close |
1.4135 |
1.4158 |
0.0023 |
0.2% |
1.3997 |
| Range |
0.0160 |
0.0063 |
-0.0097 |
-60.6% |
0.0206 |
| ATR |
0.0098 |
0.0095 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
128,633 |
93,385 |
-35,248 |
-27.4% |
476,975 |
|
| Daily Pivots for day following 11-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4332 |
1.4308 |
1.4193 |
|
| R3 |
1.4269 |
1.4245 |
1.4175 |
|
| R2 |
1.4206 |
1.4206 |
1.4170 |
|
| R1 |
1.4182 |
1.4182 |
1.4164 |
1.4194 |
| PP |
1.4143 |
1.4143 |
1.4143 |
1.4149 |
| S1 |
1.4119 |
1.4119 |
1.4152 |
1.4131 |
| S2 |
1.4080 |
1.4080 |
1.4146 |
|
| S3 |
1.4017 |
1.4056 |
1.4141 |
|
| S4 |
1.3954 |
1.3993 |
1.4123 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4553 |
1.4481 |
1.4110 |
|
| R3 |
1.4347 |
1.4275 |
1.4054 |
|
| R2 |
1.4141 |
1.4141 |
1.4035 |
|
| R1 |
1.4069 |
1.4069 |
1.4016 |
1.4105 |
| PP |
1.3935 |
1.3935 |
1.3935 |
1.3953 |
| S1 |
1.3863 |
1.3863 |
1.3978 |
1.3899 |
| S2 |
1.3729 |
1.3729 |
1.3959 |
|
| S3 |
1.3523 |
1.3657 |
1.3940 |
|
| S4 |
1.3317 |
1.3451 |
1.3884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4167 |
1.3858 |
0.0309 |
2.2% |
0.0095 |
0.7% |
97% |
True |
False |
106,732 |
| 10 |
1.4167 |
1.3801 |
0.0366 |
2.6% |
0.0098 |
0.7% |
98% |
True |
False |
97,906 |
| 20 |
1.4167 |
1.3718 |
0.0449 |
3.2% |
0.0094 |
0.7% |
98% |
True |
False |
86,258 |
| 40 |
1.4167 |
1.3671 |
0.0496 |
3.5% |
0.0094 |
0.7% |
98% |
True |
False |
81,591 |
| 60 |
1.4248 |
1.3671 |
0.0577 |
4.1% |
0.0099 |
0.7% |
84% |
False |
False |
61,648 |
| 80 |
1.4248 |
1.3531 |
0.0717 |
5.1% |
0.0097 |
0.7% |
87% |
False |
False |
46,305 |
| 100 |
1.4248 |
1.3207 |
0.1041 |
7.4% |
0.0104 |
0.7% |
91% |
False |
False |
37,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4435 |
|
2.618 |
1.4332 |
|
1.618 |
1.4269 |
|
1.000 |
1.4230 |
|
0.618 |
1.4206 |
|
HIGH |
1.4167 |
|
0.618 |
1.4143 |
|
0.500 |
1.4136 |
|
0.382 |
1.4128 |
|
LOW |
1.4104 |
|
0.618 |
1.4065 |
|
1.000 |
1.4041 |
|
1.618 |
1.4002 |
|
2.618 |
1.3939 |
|
4.250 |
1.3836 |
|
|
| Fisher Pivots for day following 11-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4151 |
1.4115 |
| PP |
1.4143 |
1.4071 |
| S1 |
1.4136 |
1.4028 |
|