CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 06-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2021 |
06-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3764 |
1.3841 |
0.0077 |
0.6% |
1.3890 |
| High |
1.3847 |
1.3902 |
0.0055 |
0.4% |
1.3943 |
| Low |
1.3733 |
1.3775 |
0.0042 |
0.3% |
1.3733 |
| Close |
1.3807 |
1.3801 |
-0.0006 |
0.0% |
1.3807 |
| Range |
0.0114 |
0.0127 |
0.0013 |
11.4% |
0.0210 |
| ATR |
0.0093 |
0.0096 |
0.0002 |
2.6% |
0.0000 |
| Volume |
89,514 |
147,632 |
58,118 |
64.9% |
423,505 |
|
| Daily Pivots for day following 06-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4207 |
1.4131 |
1.3871 |
|
| R3 |
1.4080 |
1.4004 |
1.3836 |
|
| R2 |
1.3953 |
1.3953 |
1.3824 |
|
| R1 |
1.3877 |
1.3877 |
1.3813 |
1.3852 |
| PP |
1.3826 |
1.3826 |
1.3826 |
1.3813 |
| S1 |
1.3750 |
1.3750 |
1.3789 |
1.3725 |
| S2 |
1.3699 |
1.3699 |
1.3778 |
|
| S3 |
1.3572 |
1.3623 |
1.3766 |
|
| S4 |
1.3445 |
1.3496 |
1.3731 |
|
|
| 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 |
1.3902 |
1.3733 |
0.0169 |
1.2% |
0.0093 |
0.7% |
40% |
True |
False |
99,388 |
| 10 |
1.4004 |
1.3733 |
0.0271 |
2.0% |
0.0088 |
0.6% |
25% |
False |
False |
89,698 |
| 20 |
1.4191 |
1.3733 |
0.0458 |
3.3% |
0.0097 |
0.7% |
15% |
False |
False |
95,353 |
| 40 |
1.4253 |
1.3733 |
0.0520 |
3.8% |
0.0094 |
0.7% |
13% |
False |
False |
48,475 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0091 |
0.7% |
22% |
False |
False |
32,340 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0092 |
0.7% |
22% |
False |
False |
24,269 |
| 100 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0092 |
0.7% |
22% |
False |
False |
19,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4442 |
|
2.618 |
1.4234 |
|
1.618 |
1.4107 |
|
1.000 |
1.4029 |
|
0.618 |
1.3980 |
|
HIGH |
1.3902 |
|
0.618 |
1.3853 |
|
0.500 |
1.3839 |
|
0.382 |
1.3824 |
|
LOW |
1.3775 |
|
0.618 |
1.3697 |
|
1.000 |
1.3648 |
|
1.618 |
1.3570 |
|
2.618 |
1.3443 |
|
4.250 |
1.3235 |
|
|
| Fisher Pivots for day following 06-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3839 |
1.3818 |
| PP |
1.3826 |
1.3812 |
| S1 |
1.3814 |
1.3807 |
|