CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4207 |
1.4178 |
-0.0029 |
-0.2% |
1.4154 |
| High |
1.4208 |
1.4253 |
0.0045 |
0.3% |
1.4220 |
| Low |
1.4139 |
1.4148 |
0.0009 |
0.1% |
1.4093 |
| Close |
1.4197 |
1.4160 |
-0.0037 |
-0.3% |
1.4197 |
| Range |
0.0069 |
0.0105 |
0.0036 |
52.2% |
0.0127 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.4% |
0.0000 |
| Volume |
588 |
2,077 |
1,489 |
253.2% |
4,292 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4502 |
1.4436 |
1.4218 |
|
| R3 |
1.4397 |
1.4331 |
1.4189 |
|
| R2 |
1.4292 |
1.4292 |
1.4179 |
|
| R1 |
1.4226 |
1.4226 |
1.4170 |
1.4207 |
| PP |
1.4187 |
1.4187 |
1.4187 |
1.4177 |
| S1 |
1.4121 |
1.4121 |
1.4150 |
1.4102 |
| S2 |
1.4082 |
1.4082 |
1.4141 |
|
| S3 |
1.3977 |
1.4016 |
1.4131 |
|
| S4 |
1.3872 |
1.3911 |
1.4102 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4551 |
1.4501 |
1.4267 |
|
| R3 |
1.4424 |
1.4374 |
1.4232 |
|
| R2 |
1.4297 |
1.4297 |
1.4220 |
|
| R1 |
1.4247 |
1.4247 |
1.4209 |
1.4272 |
| PP |
1.4170 |
1.4170 |
1.4170 |
1.4183 |
| S1 |
1.4120 |
1.4120 |
1.4185 |
1.4145 |
| S2 |
1.4043 |
1.4043 |
1.4174 |
|
| S3 |
1.3916 |
1.3993 |
1.4162 |
|
| S4 |
1.3789 |
1.3866 |
1.4127 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4253 |
1.4093 |
0.0160 |
1.1% |
0.0092 |
0.6% |
42% |
True |
False |
1,107 |
| 10 |
1.4253 |
1.4093 |
0.0160 |
1.1% |
0.0088 |
0.6% |
42% |
True |
False |
696 |
| 20 |
1.4253 |
1.3845 |
0.0408 |
2.9% |
0.0085 |
0.6% |
77% |
True |
False |
402 |
| 40 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0088 |
0.6% |
84% |
True |
False |
235 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0089 |
0.6% |
84% |
True |
False |
176 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0089 |
0.6% |
84% |
True |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4699 |
|
2.618 |
1.4528 |
|
1.618 |
1.4423 |
|
1.000 |
1.4358 |
|
0.618 |
1.4318 |
|
HIGH |
1.4253 |
|
0.618 |
1.4213 |
|
0.500 |
1.4201 |
|
0.382 |
1.4188 |
|
LOW |
1.4148 |
|
0.618 |
1.4083 |
|
1.000 |
1.4043 |
|
1.618 |
1.3978 |
|
2.618 |
1.3873 |
|
4.250 |
1.3702 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4201 |
1.4173 |
| PP |
1.4187 |
1.4169 |
| S1 |
1.4174 |
1.4164 |
|