CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 02-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2021 |
02-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3827 |
1.3764 |
-0.0063 |
-0.5% |
1.3890 |
| High |
1.3836 |
1.3847 |
0.0011 |
0.1% |
1.3943 |
| Low |
1.3754 |
1.3733 |
-0.0021 |
-0.2% |
1.3733 |
| Close |
1.3756 |
1.3807 |
0.0051 |
0.4% |
1.3807 |
| Range |
0.0082 |
0.0114 |
0.0032 |
39.0% |
0.0210 |
| ATR |
0.0092 |
0.0093 |
0.0002 |
1.7% |
0.0000 |
| Volume |
98,231 |
89,514 |
-8,717 |
-8.9% |
423,505 |
|
| Daily Pivots for day following 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4138 |
1.4086 |
1.3870 |
|
| R3 |
1.4024 |
1.3972 |
1.3838 |
|
| R2 |
1.3910 |
1.3910 |
1.3828 |
|
| R1 |
1.3858 |
1.3858 |
1.3817 |
1.3884 |
| PP |
1.3796 |
1.3796 |
1.3796 |
1.3809 |
| S1 |
1.3744 |
1.3744 |
1.3797 |
1.3770 |
| S2 |
1.3682 |
1.3682 |
1.3786 |
|
| S3 |
1.3568 |
1.3630 |
1.3776 |
|
| S4 |
1.3454 |
1.3516 |
1.3744 |
|
|
| Weekly Pivots for week ending 02-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4458 |
1.4342 |
1.3923 |
|
| R3 |
1.4248 |
1.4132 |
1.3865 |
|
| R2 |
1.4038 |
1.4038 |
1.3846 |
|
| R1 |
1.3922 |
1.3922 |
1.3826 |
1.3875 |
| PP |
1.3828 |
1.3828 |
1.3828 |
1.3804 |
| S1 |
1.3712 |
1.3712 |
1.3788 |
1.3665 |
| S2 |
1.3618 |
1.3618 |
1.3769 |
|
| S3 |
1.3408 |
1.3502 |
1.3749 |
|
| S4 |
1.3198 |
1.3292 |
1.3692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3943 |
1.3733 |
0.0210 |
1.5% |
0.0082 |
0.6% |
35% |
False |
True |
84,701 |
| 10 |
1.4004 |
1.3733 |
0.0271 |
2.0% |
0.0090 |
0.7% |
27% |
False |
True |
86,804 |
| 20 |
1.4193 |
1.3733 |
0.0460 |
3.3% |
0.0095 |
0.7% |
16% |
False |
True |
88,675 |
| 40 |
1.4253 |
1.3733 |
0.0520 |
3.8% |
0.0093 |
0.7% |
14% |
False |
True |
44,788 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0091 |
0.7% |
23% |
False |
False |
29,881 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0091 |
0.7% |
23% |
False |
False |
22,429 |
| 100 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0091 |
0.7% |
23% |
False |
False |
17,945 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4332 |
|
2.618 |
1.4145 |
|
1.618 |
1.4031 |
|
1.000 |
1.3961 |
|
0.618 |
1.3917 |
|
HIGH |
1.3847 |
|
0.618 |
1.3803 |
|
0.500 |
1.3790 |
|
0.382 |
1.3777 |
|
LOW |
1.3733 |
|
0.618 |
1.3663 |
|
1.000 |
1.3619 |
|
1.618 |
1.3549 |
|
2.618 |
1.3435 |
|
4.250 |
1.3249 |
|
|
| Fisher Pivots for day following 02-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3801 |
1.3806 |
| PP |
1.3796 |
1.3805 |
| S1 |
1.3790 |
1.3804 |
|