CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 24-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2021 |
24-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3949 |
1.3965 |
0.0016 |
0.1% |
1.4112 |
| High |
1.4004 |
1.3988 |
-0.0016 |
-0.1% |
1.4135 |
| Low |
1.3926 |
1.3891 |
-0.0035 |
-0.3% |
1.3792 |
| Close |
1.3965 |
1.3930 |
-0.0035 |
-0.3% |
1.3820 |
| Range |
0.0078 |
0.0097 |
0.0019 |
24.4% |
0.0343 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
81,941 |
92,005 |
10,064 |
12.3% |
540,789 |
|
| Daily Pivots for day following 24-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4227 |
1.4176 |
1.3983 |
|
| R3 |
1.4130 |
1.4079 |
1.3957 |
|
| R2 |
1.4033 |
1.4033 |
1.3948 |
|
| R1 |
1.3982 |
1.3982 |
1.3939 |
1.3959 |
| PP |
1.3936 |
1.3936 |
1.3936 |
1.3925 |
| S1 |
1.3885 |
1.3885 |
1.3921 |
1.3862 |
| S2 |
1.3839 |
1.3839 |
1.3912 |
|
| S3 |
1.3742 |
1.3788 |
1.3903 |
|
| S4 |
1.3645 |
1.3691 |
1.3877 |
|
|
| 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 |
1.4004 |
1.3788 |
0.0216 |
1.6% |
0.0117 |
0.8% |
66% |
False |
False |
102,796 |
| 10 |
1.4187 |
1.3788 |
0.0399 |
2.9% |
0.0109 |
0.8% |
36% |
False |
False |
102,178 |
| 20 |
1.4253 |
1.3788 |
0.0465 |
3.3% |
0.0101 |
0.7% |
31% |
False |
False |
65,006 |
| 40 |
1.4253 |
1.3788 |
0.0465 |
3.3% |
0.0094 |
0.7% |
31% |
False |
False |
32,591 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0092 |
0.7% |
44% |
False |
False |
21,747 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0092 |
0.7% |
44% |
False |
False |
16,324 |
| 100 |
1.4253 |
1.3585 |
0.0668 |
4.8% |
0.0091 |
0.7% |
52% |
False |
False |
13,060 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4400 |
|
2.618 |
1.4242 |
|
1.618 |
1.4145 |
|
1.000 |
1.4085 |
|
0.618 |
1.4048 |
|
HIGH |
1.3988 |
|
0.618 |
1.3951 |
|
0.500 |
1.3940 |
|
0.382 |
1.3928 |
|
LOW |
1.3891 |
|
0.618 |
1.3831 |
|
1.000 |
1.3794 |
|
1.618 |
1.3734 |
|
2.618 |
1.3637 |
|
4.250 |
1.3479 |
|
|
| Fisher Pivots for day following 24-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3940 |
1.3934 |
| PP |
1.3936 |
1.3932 |
| S1 |
1.3933 |
1.3931 |
|