CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 21-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2021 |
21-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3925 |
1.3798 |
-0.0127 |
-0.9% |
1.4112 |
| High |
1.3946 |
1.3939 |
-0.0007 |
-0.1% |
1.4135 |
| Low |
1.3792 |
1.3788 |
-0.0004 |
0.0% |
1.3792 |
| Close |
1.3820 |
1.3932 |
0.0112 |
0.8% |
1.3820 |
| Range |
0.0154 |
0.0151 |
-0.0003 |
-1.9% |
0.0343 |
| ATR |
0.0098 |
0.0102 |
0.0004 |
3.8% |
0.0000 |
| Volume |
134,433 |
118,685 |
-15,748 |
-11.7% |
540,789 |
|
| Daily Pivots for day following 21-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4339 |
1.4287 |
1.4015 |
|
| R3 |
1.4188 |
1.4136 |
1.3974 |
|
| R2 |
1.4037 |
1.4037 |
1.3960 |
|
| R1 |
1.3985 |
1.3985 |
1.3946 |
1.4011 |
| PP |
1.3886 |
1.3886 |
1.3886 |
1.3900 |
| S1 |
1.3834 |
1.3834 |
1.3918 |
1.3860 |
| S2 |
1.3735 |
1.3735 |
1.3904 |
|
| S3 |
1.3584 |
1.3683 |
1.3890 |
|
| S4 |
1.3433 |
1.3532 |
1.3849 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4945 |
1.4725 |
1.4009 |
|
| R3 |
1.4602 |
1.4382 |
1.3914 |
|
| R2 |
1.4259 |
1.4259 |
1.3883 |
|
| R1 |
1.4039 |
1.4039 |
1.3851 |
1.3978 |
| PP |
1.3916 |
1.3916 |
1.3916 |
1.3885 |
| S1 |
1.3696 |
1.3696 |
1.3789 |
1.3635 |
| S2 |
1.3573 |
1.3573 |
1.3757 |
|
| S3 |
1.3230 |
1.3353 |
1.3726 |
|
| S4 |
1.2887 |
1.3010 |
1.3631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4135 |
1.3788 |
0.0347 |
2.5% |
0.0133 |
1.0% |
41% |
False |
True |
119,278 |
| 10 |
1.4191 |
1.3788 |
0.0403 |
2.9% |
0.0106 |
0.8% |
36% |
False |
True |
101,007 |
| 20 |
1.4253 |
1.3788 |
0.0465 |
3.3% |
0.0098 |
0.7% |
31% |
False |
True |
52,041 |
| 40 |
1.4253 |
1.3788 |
0.0465 |
3.3% |
0.0092 |
0.7% |
31% |
False |
True |
26,072 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0091 |
0.7% |
44% |
False |
False |
17,402 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0093 |
0.7% |
44% |
False |
False |
13,063 |
| 100 |
1.4253 |
1.3585 |
0.0668 |
4.8% |
0.0091 |
0.7% |
52% |
False |
False |
10,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4581 |
|
2.618 |
1.4334 |
|
1.618 |
1.4183 |
|
1.000 |
1.4090 |
|
0.618 |
1.4032 |
|
HIGH |
1.3939 |
|
0.618 |
1.3881 |
|
0.500 |
1.3864 |
|
0.382 |
1.3846 |
|
LOW |
1.3788 |
|
0.618 |
1.3695 |
|
1.000 |
1.3637 |
|
1.618 |
1.3544 |
|
2.618 |
1.3393 |
|
4.250 |
1.3146 |
|
|
| Fisher Pivots for day following 21-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3909 |
1.3921 |
| PP |
1.3886 |
1.3911 |
| S1 |
1.3864 |
1.3900 |
|