CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 11-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2021 |
11-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4117 |
1.4175 |
0.0058 |
0.4% |
1.4162 |
| High |
1.4180 |
1.4187 |
0.0007 |
0.0% |
1.4193 |
| Low |
1.4073 |
1.4096 |
0.0023 |
0.2% |
1.4073 |
| Close |
1.4171 |
1.4108 |
-0.0063 |
-0.4% |
1.4108 |
| Range |
0.0107 |
0.0091 |
-0.0016 |
-15.0% |
0.0120 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.1% |
0.0000 |
| Volume |
124,875 |
101,444 |
-23,431 |
-18.8% |
364,682 |
|
| Daily Pivots for day following 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4403 |
1.4347 |
1.4158 |
|
| R3 |
1.4312 |
1.4256 |
1.4133 |
|
| R2 |
1.4221 |
1.4221 |
1.4125 |
|
| R1 |
1.4165 |
1.4165 |
1.4116 |
1.4148 |
| PP |
1.4130 |
1.4130 |
1.4130 |
1.4122 |
| S1 |
1.4074 |
1.4074 |
1.4100 |
1.4057 |
| S2 |
1.4039 |
1.4039 |
1.4091 |
|
| S3 |
1.3948 |
1.3983 |
1.4083 |
|
| S4 |
1.3857 |
1.3892 |
1.4058 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4485 |
1.4416 |
1.4174 |
|
| R3 |
1.4365 |
1.4296 |
1.4141 |
|
| R2 |
1.4245 |
1.4245 |
1.4130 |
|
| R1 |
1.4176 |
1.4176 |
1.4119 |
1.4151 |
| PP |
1.4125 |
1.4125 |
1.4125 |
1.4112 |
| S1 |
1.4056 |
1.4056 |
1.4097 |
1.4031 |
| S2 |
1.4005 |
1.4005 |
1.4086 |
|
| S3 |
1.3885 |
1.3936 |
1.4075 |
|
| S4 |
1.3765 |
1.3816 |
1.4042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4193 |
1.4073 |
0.0120 |
0.9% |
0.0084 |
0.6% |
29% |
False |
False |
72,936 |
| 10 |
1.4253 |
1.4073 |
0.0180 |
1.3% |
0.0090 |
0.6% |
19% |
False |
False |
37,764 |
| 20 |
1.4253 |
1.4040 |
0.0213 |
1.5% |
0.0087 |
0.6% |
32% |
False |
False |
19,110 |
| 40 |
1.4253 |
1.3722 |
0.0531 |
3.8% |
0.0090 |
0.6% |
73% |
False |
False |
9,593 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0088 |
0.6% |
75% |
False |
False |
6,414 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0092 |
0.7% |
75% |
False |
False |
4,820 |
| 100 |
1.4253 |
1.3585 |
0.0668 |
4.7% |
0.0088 |
0.6% |
78% |
False |
False |
3,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4574 |
|
2.618 |
1.4425 |
|
1.618 |
1.4334 |
|
1.000 |
1.4278 |
|
0.618 |
1.4243 |
|
HIGH |
1.4187 |
|
0.618 |
1.4152 |
|
0.500 |
1.4142 |
|
0.382 |
1.4131 |
|
LOW |
1.4096 |
|
0.618 |
1.4040 |
|
1.000 |
1.4005 |
|
1.618 |
1.3949 |
|
2.618 |
1.3858 |
|
4.250 |
1.3709 |
|
|
| Fisher Pivots for day following 11-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4142 |
1.4132 |
| PP |
1.4130 |
1.4124 |
| S1 |
1.4119 |
1.4116 |
|