CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 14-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2021 |
14-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4175 |
1.4112 |
-0.0063 |
-0.4% |
1.4162 |
| High |
1.4187 |
1.4126 |
-0.0061 |
-0.4% |
1.4193 |
| Low |
1.4096 |
1.4071 |
-0.0025 |
-0.2% |
1.4073 |
| Close |
1.4108 |
1.4112 |
0.0004 |
0.0% |
1.4108 |
| Range |
0.0091 |
0.0055 |
-0.0036 |
-39.6% |
0.0120 |
| ATR |
0.0090 |
0.0087 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
101,444 |
63,082 |
-38,362 |
-37.8% |
364,682 |
|
| Daily Pivots for day following 14-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4268 |
1.4245 |
1.4142 |
|
| R3 |
1.4213 |
1.4190 |
1.4127 |
|
| R2 |
1.4158 |
1.4158 |
1.4122 |
|
| R1 |
1.4135 |
1.4135 |
1.4117 |
1.4140 |
| PP |
1.4103 |
1.4103 |
1.4103 |
1.4105 |
| S1 |
1.4080 |
1.4080 |
1.4107 |
1.4085 |
| S2 |
1.4048 |
1.4048 |
1.4102 |
|
| S3 |
1.3993 |
1.4025 |
1.4097 |
|
| S4 |
1.3938 |
1.3970 |
1.4082 |
|
|
| 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 |
1.4191 |
1.4071 |
0.0120 |
0.9% |
0.0079 |
0.6% |
34% |
False |
True |
82,736 |
| 10 |
1.4253 |
1.4071 |
0.0182 |
1.3% |
0.0089 |
0.6% |
23% |
False |
True |
44,014 |
| 20 |
1.4253 |
1.4071 |
0.0182 |
1.3% |
0.0086 |
0.6% |
23% |
False |
True |
22,260 |
| 40 |
1.4253 |
1.3807 |
0.0446 |
3.2% |
0.0088 |
0.6% |
68% |
False |
False |
11,168 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0087 |
0.6% |
76% |
False |
False |
7,465 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0091 |
0.6% |
76% |
False |
False |
5,608 |
| 100 |
1.4253 |
1.3585 |
0.0668 |
4.7% |
0.0088 |
0.6% |
79% |
False |
False |
4,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4360 |
|
2.618 |
1.4270 |
|
1.618 |
1.4215 |
|
1.000 |
1.4181 |
|
0.618 |
1.4160 |
|
HIGH |
1.4126 |
|
0.618 |
1.4105 |
|
0.500 |
1.4099 |
|
0.382 |
1.4092 |
|
LOW |
1.4071 |
|
0.618 |
1.4037 |
|
1.000 |
1.4016 |
|
1.618 |
1.3982 |
|
2.618 |
1.3927 |
|
4.250 |
1.3837 |
|
|
| Fisher Pivots for day following 14-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4108 |
1.4129 |
| PP |
1.4103 |
1.4123 |
| S1 |
1.4099 |
1.4118 |
|