CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 20-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2021 |
20-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4184 |
1.4118 |
-0.0066 |
-0.5% |
1.3999 |
| High |
1.4202 |
1.4193 |
-0.0009 |
-0.1% |
1.4167 |
| Low |
1.4097 |
1.4101 |
0.0004 |
0.0% |
1.3999 |
| Close |
1.4106 |
1.4187 |
0.0081 |
0.6% |
1.4101 |
| Range |
0.0105 |
0.0092 |
-0.0013 |
-12.4% |
0.0168 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.0% |
0.0000 |
| Volume |
98,961 |
71,758 |
-27,203 |
-27.5% |
493,792 |
|
| Daily Pivots for day following 20-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4436 |
1.4404 |
1.4238 |
|
| R3 |
1.4344 |
1.4312 |
1.4212 |
|
| R2 |
1.4252 |
1.4252 |
1.4204 |
|
| R1 |
1.4220 |
1.4220 |
1.4195 |
1.4236 |
| PP |
1.4160 |
1.4160 |
1.4160 |
1.4169 |
| S1 |
1.4128 |
1.4128 |
1.4179 |
1.4144 |
| S2 |
1.4068 |
1.4068 |
1.4170 |
|
| S3 |
1.3976 |
1.4036 |
1.4162 |
|
| S4 |
1.3884 |
1.3944 |
1.4136 |
|
|
| 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 |
1.4036 |
0.0186 |
1.3% |
0.0086 |
0.6% |
81% |
False |
False |
78,978 |
| 10 |
1.4222 |
1.3889 |
0.0333 |
2.3% |
0.0095 |
0.7% |
89% |
False |
False |
94,135 |
| 20 |
1.4222 |
1.3801 |
0.0421 |
3.0% |
0.0089 |
0.6% |
92% |
False |
False |
88,368 |
| 40 |
1.4222 |
1.3671 |
0.0551 |
3.9% |
0.0091 |
0.6% |
94% |
False |
False |
82,092 |
| 60 |
1.4222 |
1.3671 |
0.0551 |
3.9% |
0.0097 |
0.7% |
94% |
False |
False |
71,480 |
| 80 |
1.4248 |
1.3577 |
0.0671 |
4.7% |
0.0096 |
0.7% |
91% |
False |
False |
53,735 |
| 100 |
1.4248 |
1.3447 |
0.0801 |
5.6% |
0.0098 |
0.7% |
92% |
False |
False |
43,028 |
| 120 |
1.4248 |
1.3166 |
0.1082 |
7.6% |
0.0102 |
0.7% |
94% |
False |
False |
35,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4584 |
|
2.618 |
1.4434 |
|
1.618 |
1.4342 |
|
1.000 |
1.4285 |
|
0.618 |
1.4250 |
|
HIGH |
1.4193 |
|
0.618 |
1.4158 |
|
0.500 |
1.4147 |
|
0.382 |
1.4136 |
|
LOW |
1.4101 |
|
0.618 |
1.4044 |
|
1.000 |
1.4009 |
|
1.618 |
1.3952 |
|
2.618 |
1.3860 |
|
4.250 |
1.3710 |
|
|
| Fisher Pivots for day following 20-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4174 |
1.4178 |
| PP |
1.4160 |
1.4169 |
| S1 |
1.4147 |
1.4160 |
|