CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 17-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2021 |
17-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4083 |
1.3986 |
-0.0097 |
-0.7% |
1.4162 |
| High |
1.4135 |
1.4012 |
-0.0123 |
-0.9% |
1.4193 |
| Low |
1.3984 |
1.3897 |
-0.0087 |
-0.6% |
1.4073 |
| Close |
1.4003 |
1.3925 |
-0.0078 |
-0.6% |
1.4108 |
| Range |
0.0151 |
0.0115 |
-0.0036 |
-23.8% |
0.0120 |
| ATR |
0.0092 |
0.0094 |
0.0002 |
1.8% |
0.0000 |
| Volume |
103,867 |
145,428 |
41,561 |
40.0% |
364,682 |
|
| Daily Pivots for day following 17-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4290 |
1.4222 |
1.3988 |
|
| R3 |
1.4175 |
1.4107 |
1.3957 |
|
| R2 |
1.4060 |
1.4060 |
1.3946 |
|
| R1 |
1.3992 |
1.3992 |
1.3936 |
1.3969 |
| PP |
1.3945 |
1.3945 |
1.3945 |
1.3933 |
| S1 |
1.3877 |
1.3877 |
1.3914 |
1.3854 |
| S2 |
1.3830 |
1.3830 |
1.3904 |
|
| S3 |
1.3715 |
1.3762 |
1.3893 |
|
| S4 |
1.3600 |
1.3647 |
1.3862 |
|
|
| 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 |
1.3897 |
0.0290 |
2.1% |
0.0101 |
0.7% |
10% |
False |
True |
101,560 |
| 10 |
1.4202 |
1.3897 |
0.0305 |
2.2% |
0.0096 |
0.7% |
9% |
False |
True |
77,425 |
| 20 |
1.4253 |
1.3897 |
0.0356 |
2.6% |
0.0092 |
0.7% |
8% |
False |
True |
39,399 |
| 40 |
1.4253 |
1.3807 |
0.0446 |
3.2% |
0.0089 |
0.6% |
26% |
False |
False |
19,746 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0089 |
0.6% |
43% |
False |
False |
13,185 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0093 |
0.7% |
43% |
False |
False |
9,899 |
| 100 |
1.4253 |
1.3585 |
0.0668 |
4.8% |
0.0090 |
0.6% |
51% |
False |
False |
7,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4501 |
|
2.618 |
1.4313 |
|
1.618 |
1.4198 |
|
1.000 |
1.4127 |
|
0.618 |
1.4083 |
|
HIGH |
1.4012 |
|
0.618 |
1.3968 |
|
0.500 |
1.3955 |
|
0.382 |
1.3941 |
|
LOW |
1.3897 |
|
0.618 |
1.3826 |
|
1.000 |
1.3782 |
|
1.618 |
1.3711 |
|
2.618 |
1.3596 |
|
4.250 |
1.3408 |
|
|
| Fisher Pivots for day following 17-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3955 |
1.4016 |
| PP |
1.3945 |
1.3986 |
| S1 |
1.3935 |
1.3955 |
|