CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4148 |
1.4121 |
-0.0027 |
-0.2% |
1.4099 |
| High |
1.4176 |
1.4221 |
0.0045 |
0.3% |
1.4235 |
| Low |
1.4113 |
1.4091 |
-0.0022 |
-0.2% |
1.4077 |
| Close |
1.4125 |
1.4212 |
0.0087 |
0.6% |
1.4156 |
| Range |
0.0063 |
0.0130 |
0.0067 |
106.3% |
0.0158 |
| ATR |
0.0089 |
0.0092 |
0.0003 |
3.3% |
0.0000 |
| Volume |
76,747 |
99,007 |
22,260 |
29.0% |
410,326 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4565 |
1.4518 |
1.4284 |
|
| R3 |
1.4435 |
1.4388 |
1.4248 |
|
| R2 |
1.4305 |
1.4305 |
1.4236 |
|
| R1 |
1.4258 |
1.4258 |
1.4224 |
1.4282 |
| PP |
1.4175 |
1.4175 |
1.4175 |
1.4186 |
| S1 |
1.4128 |
1.4128 |
1.4200 |
1.4152 |
| S2 |
1.4045 |
1.4045 |
1.4188 |
|
| S3 |
1.3915 |
1.3998 |
1.4176 |
|
| S4 |
1.3785 |
1.3868 |
1.4141 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4630 |
1.4551 |
1.4243 |
|
| R3 |
1.4472 |
1.4393 |
1.4199 |
|
| R2 |
1.4314 |
1.4314 |
1.4185 |
|
| R1 |
1.4235 |
1.4235 |
1.4170 |
1.4275 |
| PP |
1.4156 |
1.4156 |
1.4156 |
1.4176 |
| S1 |
1.4077 |
1.4077 |
1.4142 |
1.4117 |
| S2 |
1.3998 |
1.3998 |
1.4127 |
|
| S3 |
1.3840 |
1.3919 |
1.4113 |
|
| S4 |
1.3682 |
1.3761 |
1.4069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4235 |
1.4091 |
0.0144 |
1.0% |
0.0089 |
0.6% |
84% |
False |
True |
78,858 |
| 10 |
1.4235 |
1.4036 |
0.0199 |
1.4% |
0.0087 |
0.6% |
88% |
False |
False |
78,918 |
| 20 |
1.4235 |
1.3801 |
0.0434 |
3.1% |
0.0095 |
0.7% |
95% |
False |
False |
91,188 |
| 40 |
1.4235 |
1.3671 |
0.0564 |
4.0% |
0.0092 |
0.6% |
96% |
False |
False |
82,406 |
| 60 |
1.4235 |
1.3671 |
0.0564 |
4.0% |
0.0095 |
0.7% |
96% |
False |
False |
77,887 |
| 80 |
1.4248 |
1.3577 |
0.0671 |
4.7% |
0.0095 |
0.7% |
95% |
False |
False |
58,639 |
| 100 |
1.4248 |
1.3465 |
0.0783 |
5.5% |
0.0097 |
0.7% |
95% |
False |
False |
46,966 |
| 120 |
1.4248 |
1.3166 |
0.1082 |
7.6% |
0.0103 |
0.7% |
97% |
False |
False |
39,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4774 |
|
2.618 |
1.4561 |
|
1.618 |
1.4431 |
|
1.000 |
1.4351 |
|
0.618 |
1.4301 |
|
HIGH |
1.4221 |
|
0.618 |
1.4171 |
|
0.500 |
1.4156 |
|
0.382 |
1.4141 |
|
LOW |
1.4091 |
|
0.618 |
1.4011 |
|
1.000 |
1.3961 |
|
1.618 |
1.3881 |
|
2.618 |
1.3751 |
|
4.250 |
1.3539 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4193 |
1.4193 |
| PP |
1.4175 |
1.4175 |
| S1 |
1.4156 |
1.4156 |
|