CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 01-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2021 |
01-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3842 |
1.3827 |
-0.0015 |
-0.1% |
1.3798 |
| High |
1.3875 |
1.3836 |
-0.0039 |
-0.3% |
1.4004 |
| Low |
1.3799 |
1.3754 |
-0.0045 |
-0.3% |
1.3788 |
| Close |
1.3805 |
1.3756 |
-0.0049 |
-0.4% |
1.3878 |
| Range |
0.0076 |
0.0082 |
0.0006 |
7.9% |
0.0216 |
| ATR |
0.0092 |
0.0092 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
88,735 |
98,231 |
9,496 |
10.7% |
444,537 |
|
| Daily Pivots for day following 01-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4028 |
1.3974 |
1.3801 |
|
| R3 |
1.3946 |
1.3892 |
1.3779 |
|
| R2 |
1.3864 |
1.3864 |
1.3771 |
|
| R1 |
1.3810 |
1.3810 |
1.3764 |
1.3796 |
| PP |
1.3782 |
1.3782 |
1.3782 |
1.3775 |
| S1 |
1.3728 |
1.3728 |
1.3748 |
1.3714 |
| S2 |
1.3700 |
1.3700 |
1.3741 |
|
| S3 |
1.3618 |
1.3646 |
1.3733 |
|
| S4 |
1.3536 |
1.3564 |
1.3711 |
|
|
| 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 |
1.3943 |
1.3754 |
0.0189 |
1.4% |
0.0072 |
0.5% |
1% |
False |
True |
79,795 |
| 10 |
1.4004 |
1.3754 |
0.0250 |
1.8% |
0.0094 |
0.7% |
1% |
False |
True |
91,296 |
| 20 |
1.4202 |
1.3754 |
0.0448 |
3.3% |
0.0095 |
0.7% |
0% |
False |
True |
84,360 |
| 40 |
1.4253 |
1.3754 |
0.0499 |
3.6% |
0.0092 |
0.7% |
0% |
False |
True |
42,553 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0090 |
0.7% |
14% |
False |
False |
28,390 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0090 |
0.7% |
14% |
False |
False |
21,310 |
| 100 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0090 |
0.7% |
14% |
False |
False |
17,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4185 |
|
2.618 |
1.4051 |
|
1.618 |
1.3969 |
|
1.000 |
1.3918 |
|
0.618 |
1.3887 |
|
HIGH |
1.3836 |
|
0.618 |
1.3805 |
|
0.500 |
1.3795 |
|
0.382 |
1.3785 |
|
LOW |
1.3754 |
|
0.618 |
1.3703 |
|
1.000 |
1.3672 |
|
1.618 |
1.3621 |
|
2.618 |
1.3539 |
|
4.250 |
1.3406 |
|
|
| Fisher Pivots for day following 01-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3795 |
1.3819 |
| PP |
1.3782 |
1.3798 |
| S1 |
1.3769 |
1.3777 |
|