CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 16-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2021 |
16-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4113 |
1.4083 |
-0.0030 |
-0.2% |
1.4162 |
| High |
1.4130 |
1.4135 |
0.0005 |
0.0% |
1.4193 |
| Low |
1.4036 |
1.3984 |
-0.0052 |
-0.4% |
1.4073 |
| Close |
1.4083 |
1.4003 |
-0.0080 |
-0.6% |
1.4108 |
| Range |
0.0094 |
0.0151 |
0.0057 |
60.6% |
0.0120 |
| ATR |
0.0088 |
0.0092 |
0.0005 |
5.1% |
0.0000 |
| Volume |
93,979 |
103,867 |
9,888 |
10.5% |
364,682 |
|
| Daily Pivots for day following 16-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4494 |
1.4399 |
1.4086 |
|
| R3 |
1.4343 |
1.4248 |
1.4045 |
|
| R2 |
1.4192 |
1.4192 |
1.4031 |
|
| R1 |
1.4097 |
1.4097 |
1.4017 |
1.4069 |
| PP |
1.4041 |
1.4041 |
1.4041 |
1.4027 |
| S1 |
1.3946 |
1.3946 |
1.3989 |
1.3918 |
| S2 |
1.3890 |
1.3890 |
1.3975 |
|
| S3 |
1.3739 |
1.3795 |
1.3961 |
|
| S4 |
1.3588 |
1.3644 |
1.3920 |
|
|
| 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 |
1.4187 |
1.3984 |
0.0203 |
1.4% |
0.0100 |
0.7% |
9% |
False |
True |
97,449 |
| 10 |
1.4203 |
1.3984 |
0.0219 |
1.6% |
0.0096 |
0.7% |
9% |
False |
True |
63,035 |
| 20 |
1.4253 |
1.3984 |
0.0269 |
1.9% |
0.0091 |
0.7% |
7% |
False |
True |
32,133 |
| 40 |
1.4253 |
1.3807 |
0.0446 |
3.2% |
0.0088 |
0.6% |
44% |
False |
False |
16,112 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0089 |
0.6% |
57% |
False |
False |
10,762 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0092 |
0.7% |
57% |
False |
False |
8,081 |
| 100 |
1.4253 |
1.3585 |
0.0668 |
4.8% |
0.0089 |
0.6% |
63% |
False |
False |
6,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4777 |
|
2.618 |
1.4530 |
|
1.618 |
1.4379 |
|
1.000 |
1.4286 |
|
0.618 |
1.4228 |
|
HIGH |
1.4135 |
|
0.618 |
1.4077 |
|
0.500 |
1.4060 |
|
0.382 |
1.4042 |
|
LOW |
1.3984 |
|
0.618 |
1.3891 |
|
1.000 |
1.3833 |
|
1.618 |
1.3740 |
|
2.618 |
1.3589 |
|
4.250 |
1.3342 |
|
|
| Fisher Pivots for day following 16-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4060 |
1.4060 |
| PP |
1.4041 |
1.4041 |
| S1 |
1.4022 |
1.4022 |
|