CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 07-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2021 |
07-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3841 |
1.3800 |
-0.0041 |
-0.3% |
1.3890 |
| High |
1.3902 |
1.3844 |
-0.0058 |
-0.4% |
1.3943 |
| Low |
1.3775 |
1.3755 |
-0.0020 |
-0.1% |
1.3733 |
| Close |
1.3801 |
1.3802 |
0.0001 |
0.0% |
1.3807 |
| Range |
0.0127 |
0.0089 |
-0.0038 |
-29.9% |
0.0210 |
| ATR |
0.0096 |
0.0095 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
147,632 |
93,973 |
-53,659 |
-36.3% |
423,505 |
|
| Daily Pivots for day following 07-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4067 |
1.4024 |
1.3851 |
|
| R3 |
1.3978 |
1.3935 |
1.3826 |
|
| R2 |
1.3889 |
1.3889 |
1.3818 |
|
| R1 |
1.3846 |
1.3846 |
1.3810 |
1.3868 |
| PP |
1.3800 |
1.3800 |
1.3800 |
1.3811 |
| S1 |
1.3757 |
1.3757 |
1.3794 |
1.3779 |
| S2 |
1.3711 |
1.3711 |
1.3786 |
|
| S3 |
1.3622 |
1.3668 |
1.3778 |
|
| S4 |
1.3533 |
1.3579 |
1.3753 |
|
|
| 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% |
0.0098 |
0.7% |
41% |
False |
False |
103,617 |
| 10 |
1.4004 |
1.3733 |
0.0271 |
2.0% |
0.0087 |
0.6% |
25% |
False |
False |
90,404 |
| 20 |
1.4191 |
1.3733 |
0.0458 |
3.3% |
0.0098 |
0.7% |
15% |
False |
False |
97,881 |
| 40 |
1.4253 |
1.3733 |
0.0520 |
3.8% |
0.0092 |
0.7% |
13% |
False |
False |
50,821 |
| 60 |
1.4253 |
1.3702 |
0.0551 |
4.0% |
0.0091 |
0.7% |
18% |
False |
False |
33,905 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0091 |
0.7% |
22% |
False |
False |
25,444 |
| 100 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0092 |
0.7% |
22% |
False |
False |
20,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4222 |
|
2.618 |
1.4077 |
|
1.618 |
1.3988 |
|
1.000 |
1.3933 |
|
0.618 |
1.3899 |
|
HIGH |
1.3844 |
|
0.618 |
1.3810 |
|
0.500 |
1.3800 |
|
0.382 |
1.3789 |
|
LOW |
1.3755 |
|
0.618 |
1.3700 |
|
1.000 |
1.3666 |
|
1.618 |
1.3611 |
|
2.618 |
1.3522 |
|
4.250 |
1.3377 |
|
|
| Fisher Pivots for day following 07-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3801 |
1.3818 |
| PP |
1.3800 |
1.3812 |
| S1 |
1.3800 |
1.3807 |
|