CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 03-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2021 |
03-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4152 |
1.4170 |
0.0018 |
0.1% |
1.4150 |
| High |
1.4183 |
1.4203 |
0.0020 |
0.1% |
1.4221 |
| Low |
1.4111 |
1.4085 |
-0.0026 |
-0.2% |
1.4091 |
| Close |
1.4168 |
1.4096 |
-0.0072 |
-0.5% |
1.4196 |
| Range |
0.0072 |
0.0118 |
0.0046 |
63.9% |
0.0130 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.2% |
0.0000 |
| Volume |
80,472 |
96,976 |
16,504 |
20.5% |
395,931 |
|
| Daily Pivots for day following 03-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4482 |
1.4407 |
1.4161 |
|
| R3 |
1.4364 |
1.4289 |
1.4128 |
|
| R2 |
1.4246 |
1.4246 |
1.4118 |
|
| R1 |
1.4171 |
1.4171 |
1.4107 |
1.4150 |
| PP |
1.4128 |
1.4128 |
1.4128 |
1.4117 |
| S1 |
1.4053 |
1.4053 |
1.4085 |
1.4032 |
| S2 |
1.4010 |
1.4010 |
1.4074 |
|
| S3 |
1.3892 |
1.3935 |
1.4064 |
|
| S4 |
1.3774 |
1.3817 |
1.4031 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4559 |
1.4508 |
1.4268 |
|
| R3 |
1.4429 |
1.4378 |
1.4232 |
|
| R2 |
1.4299 |
1.4299 |
1.4220 |
|
| R1 |
1.4248 |
1.4248 |
1.4208 |
1.4274 |
| PP |
1.4169 |
1.4169 |
1.4169 |
1.4182 |
| S1 |
1.4118 |
1.4118 |
1.4184 |
1.4144 |
| S2 |
1.4039 |
1.4039 |
1.4172 |
|
| S3 |
1.3909 |
1.3988 |
1.4160 |
|
| S4 |
1.3779 |
1.3858 |
1.4125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4256 |
1.4085 |
0.0171 |
1.2% |
0.0100 |
0.7% |
6% |
False |
True |
102,616 |
| 10 |
1.4256 |
1.4085 |
0.0171 |
1.2% |
0.0091 |
0.6% |
6% |
False |
True |
88,012 |
| 20 |
1.4256 |
1.3858 |
0.0398 |
2.8% |
0.0092 |
0.7% |
60% |
False |
False |
93,408 |
| 40 |
1.4256 |
1.3671 |
0.0585 |
4.2% |
0.0091 |
0.6% |
73% |
False |
False |
85,287 |
| 60 |
1.4256 |
1.3671 |
0.0585 |
4.2% |
0.0093 |
0.7% |
73% |
False |
False |
83,451 |
| 80 |
1.4256 |
1.3671 |
0.0585 |
4.2% |
0.0096 |
0.7% |
73% |
False |
False |
63,792 |
| 100 |
1.4256 |
1.3465 |
0.0791 |
5.6% |
0.0096 |
0.7% |
80% |
False |
False |
51,104 |
| 120 |
1.4256 |
1.3166 |
0.1090 |
7.7% |
0.0103 |
0.7% |
85% |
False |
False |
42,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4705 |
|
2.618 |
1.4512 |
|
1.618 |
1.4394 |
|
1.000 |
1.4321 |
|
0.618 |
1.4276 |
|
HIGH |
1.4203 |
|
0.618 |
1.4158 |
|
0.500 |
1.4144 |
|
0.382 |
1.4130 |
|
LOW |
1.4085 |
|
0.618 |
1.4012 |
|
1.000 |
1.3967 |
|
1.618 |
1.3894 |
|
2.618 |
1.3776 |
|
4.250 |
1.3584 |
|
|
| Fisher Pivots for day following 03-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4144 |
1.4171 |
| PP |
1.4128 |
1.4146 |
| S1 |
1.4112 |
1.4121 |
|