CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 28-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2021 |
28-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3923 |
1.3890 |
-0.0033 |
-0.2% |
1.3798 |
| High |
1.3938 |
1.3943 |
0.0005 |
0.0% |
1.4004 |
| Low |
1.3874 |
1.3872 |
-0.0002 |
0.0% |
1.3788 |
| Close |
1.3878 |
1.3881 |
0.0003 |
0.0% |
1.3878 |
| Range |
0.0064 |
0.0071 |
0.0007 |
10.9% |
0.0216 |
| ATR |
0.0097 |
0.0096 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
64,988 |
74,197 |
9,209 |
14.2% |
444,537 |
|
| Daily Pivots for day following 28-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4112 |
1.4067 |
1.3920 |
|
| R3 |
1.4041 |
1.3996 |
1.3901 |
|
| R2 |
1.3970 |
1.3970 |
1.3894 |
|
| R1 |
1.3925 |
1.3925 |
1.3888 |
1.3912 |
| PP |
1.3899 |
1.3899 |
1.3899 |
1.3892 |
| S1 |
1.3854 |
1.3854 |
1.3874 |
1.3841 |
| S2 |
1.3828 |
1.3828 |
1.3868 |
|
| S3 |
1.3757 |
1.3783 |
1.3861 |
|
| S4 |
1.3686 |
1.3712 |
1.3842 |
|
|
| Weekly Pivots for week ending 25-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4538 |
1.4424 |
1.3997 |
|
| R3 |
1.4322 |
1.4208 |
1.3937 |
|
| R2 |
1.4106 |
1.4106 |
1.3918 |
|
| R1 |
1.3992 |
1.3992 |
1.3898 |
1.4049 |
| PP |
1.3890 |
1.3890 |
1.3890 |
1.3919 |
| S1 |
1.3776 |
1.3776 |
1.3858 |
1.3833 |
| S2 |
1.3674 |
1.3674 |
1.3838 |
|
| S3 |
1.3458 |
1.3560 |
1.3819 |
|
| S4 |
1.3242 |
1.3344 |
1.3759 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4004 |
1.3863 |
0.0141 |
1.0% |
0.0083 |
0.6% |
13% |
False |
False |
80,009 |
| 10 |
1.4135 |
1.3788 |
0.0347 |
2.5% |
0.0108 |
0.8% |
27% |
False |
False |
99,644 |
| 20 |
1.4253 |
1.3788 |
0.0465 |
3.3% |
0.0098 |
0.7% |
20% |
False |
False |
71,829 |
| 40 |
1.4253 |
1.3788 |
0.0465 |
3.3% |
0.0092 |
0.7% |
20% |
False |
False |
36,069 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0091 |
0.7% |
35% |
False |
False |
24,066 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0091 |
0.7% |
35% |
False |
False |
18,063 |
| 100 |
1.4253 |
1.3585 |
0.0668 |
4.8% |
0.0091 |
0.7% |
44% |
False |
False |
14,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4245 |
|
2.618 |
1.4129 |
|
1.618 |
1.4058 |
|
1.000 |
1.4014 |
|
0.618 |
1.3987 |
|
HIGH |
1.3943 |
|
0.618 |
1.3916 |
|
0.500 |
1.3908 |
|
0.382 |
1.3899 |
|
LOW |
1.3872 |
|
0.618 |
1.3828 |
|
1.000 |
1.3801 |
|
1.618 |
1.3757 |
|
2.618 |
1.3686 |
|
4.250 |
1.3570 |
|
|
| Fisher Pivots for day following 28-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3908 |
1.3930 |
| PP |
1.3899 |
1.3914 |
| S1 |
1.3890 |
1.3897 |
|