CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 19-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2021 |
19-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4136 |
1.4184 |
0.0048 |
0.3% |
1.3999 |
| High |
1.4222 |
1.4202 |
-0.0020 |
-0.1% |
1.4167 |
| Low |
1.4136 |
1.4097 |
-0.0039 |
-0.3% |
1.3999 |
| Close |
1.4192 |
1.4106 |
-0.0086 |
-0.6% |
1.4101 |
| Range |
0.0086 |
0.0105 |
0.0019 |
22.1% |
0.0168 |
| ATR |
0.0091 |
0.0092 |
0.0001 |
1.1% |
0.0000 |
| Volume |
85,416 |
98,961 |
13,545 |
15.9% |
493,792 |
|
| Daily Pivots for day following 19-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4450 |
1.4383 |
1.4164 |
|
| R3 |
1.4345 |
1.4278 |
1.4135 |
|
| R2 |
1.4240 |
1.4240 |
1.4125 |
|
| R1 |
1.4173 |
1.4173 |
1.4116 |
1.4154 |
| PP |
1.4135 |
1.4135 |
1.4135 |
1.4126 |
| S1 |
1.4068 |
1.4068 |
1.4096 |
1.4049 |
| S2 |
1.4030 |
1.4030 |
1.4087 |
|
| S3 |
1.3925 |
1.3963 |
1.4077 |
|
| S4 |
1.3820 |
1.3858 |
1.4048 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4593 |
1.4515 |
1.4193 |
|
| R3 |
1.4425 |
1.4347 |
1.4147 |
|
| R2 |
1.4257 |
1.4257 |
1.4132 |
|
| R1 |
1.4179 |
1.4179 |
1.4116 |
1.4218 |
| PP |
1.4089 |
1.4089 |
1.4089 |
1.4109 |
| S1 |
1.4011 |
1.4011 |
1.4086 |
1.4050 |
| S2 |
1.3921 |
1.3921 |
1.4070 |
|
| S3 |
1.3753 |
1.3843 |
1.4055 |
|
| S4 |
1.3585 |
1.3675 |
1.4009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4222 |
1.4006 |
0.0216 |
1.5% |
0.0082 |
0.6% |
46% |
False |
False |
82,670 |
| 10 |
1.4222 |
1.3858 |
0.0364 |
2.6% |
0.0094 |
0.7% |
68% |
False |
False |
98,804 |
| 20 |
1.4222 |
1.3801 |
0.0421 |
3.0% |
0.0090 |
0.6% |
72% |
False |
False |
89,411 |
| 40 |
1.4222 |
1.3671 |
0.0551 |
3.9% |
0.0091 |
0.6% |
79% |
False |
False |
82,255 |
| 60 |
1.4248 |
1.3671 |
0.0577 |
4.1% |
0.0099 |
0.7% |
75% |
False |
False |
70,295 |
| 80 |
1.4248 |
1.3577 |
0.0671 |
4.8% |
0.0096 |
0.7% |
79% |
False |
False |
52,840 |
| 100 |
1.4248 |
1.3447 |
0.0801 |
5.7% |
0.0098 |
0.7% |
82% |
False |
False |
42,312 |
| 120 |
1.4248 |
1.3166 |
0.1082 |
7.7% |
0.0102 |
0.7% |
87% |
False |
False |
35,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4648 |
|
2.618 |
1.4477 |
|
1.618 |
1.4372 |
|
1.000 |
1.4307 |
|
0.618 |
1.4267 |
|
HIGH |
1.4202 |
|
0.618 |
1.4162 |
|
0.500 |
1.4150 |
|
0.382 |
1.4137 |
|
LOW |
1.4097 |
|
0.618 |
1.4032 |
|
1.000 |
1.3992 |
|
1.618 |
1.3927 |
|
2.618 |
1.3822 |
|
4.250 |
1.3651 |
|
|
| Fisher Pivots for day following 19-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4150 |
1.4150 |
| PP |
1.4135 |
1.4135 |
| S1 |
1.4121 |
1.4121 |
|