CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 30-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2021 |
30-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3884 |
1.3842 |
-0.0042 |
-0.3% |
1.3798 |
| High |
1.3884 |
1.3875 |
-0.0009 |
-0.1% |
1.4004 |
| Low |
1.3816 |
1.3799 |
-0.0017 |
-0.1% |
1.3788 |
| Close |
1.3853 |
1.3805 |
-0.0048 |
-0.3% |
1.3878 |
| Range |
0.0068 |
0.0076 |
0.0008 |
11.8% |
0.0216 |
| ATR |
0.0094 |
0.0092 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
72,828 |
88,735 |
15,907 |
21.8% |
444,537 |
|
| Daily Pivots for day following 30-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4054 |
1.4006 |
1.3847 |
|
| R3 |
1.3978 |
1.3930 |
1.3826 |
|
| R2 |
1.3902 |
1.3902 |
1.3819 |
|
| R1 |
1.3854 |
1.3854 |
1.3812 |
1.3840 |
| PP |
1.3826 |
1.3826 |
1.3826 |
1.3820 |
| S1 |
1.3778 |
1.3778 |
1.3798 |
1.3764 |
| S2 |
1.3750 |
1.3750 |
1.3791 |
|
| S3 |
1.3674 |
1.3702 |
1.3784 |
|
| S4 |
1.3598 |
1.3626 |
1.3763 |
|
|
| 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 |
1.3988 |
1.3799 |
0.0189 |
1.4% |
0.0075 |
0.5% |
3% |
False |
True |
78,550 |
| 10 |
1.4012 |
1.3788 |
0.0224 |
1.6% |
0.0098 |
0.7% |
8% |
False |
False |
96,015 |
| 20 |
1.4203 |
1.3788 |
0.0415 |
3.0% |
0.0097 |
0.7% |
4% |
False |
False |
79,525 |
| 40 |
1.4253 |
1.3788 |
0.0465 |
3.4% |
0.0091 |
0.7% |
4% |
False |
False |
40,100 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0090 |
0.7% |
22% |
False |
False |
26,754 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0091 |
0.7% |
22% |
False |
False |
20,083 |
| 100 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0090 |
0.7% |
22% |
False |
False |
16,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4198 |
|
2.618 |
1.4074 |
|
1.618 |
1.3998 |
|
1.000 |
1.3951 |
|
0.618 |
1.3922 |
|
HIGH |
1.3875 |
|
0.618 |
1.3846 |
|
0.500 |
1.3837 |
|
0.382 |
1.3828 |
|
LOW |
1.3799 |
|
0.618 |
1.3752 |
|
1.000 |
1.3723 |
|
1.618 |
1.3676 |
|
2.618 |
1.3600 |
|
4.250 |
1.3476 |
|
|
| Fisher Pivots for day following 30-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3837 |
1.3871 |
| PP |
1.3826 |
1.3849 |
| S1 |
1.3816 |
1.3827 |
|