CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 12-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2021 |
12-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3785 |
1.3900 |
0.0115 |
0.8% |
1.3841 |
| High |
1.3912 |
1.3913 |
0.0001 |
0.0% |
1.3912 |
| Low |
1.3757 |
1.3840 |
0.0083 |
0.6% |
1.3743 |
| Close |
1.3892 |
1.3875 |
-0.0017 |
-0.1% |
1.3892 |
| Range |
0.0155 |
0.0073 |
-0.0082 |
-52.9% |
0.0169 |
| ATR |
0.0097 |
0.0096 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
110,924 |
73,115 |
-37,809 |
-34.1% |
451,463 |
|
| Daily Pivots for day following 12-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4095 |
1.4058 |
1.3915 |
|
| R3 |
1.4022 |
1.3985 |
1.3895 |
|
| R2 |
1.3949 |
1.3949 |
1.3888 |
|
| R1 |
1.3912 |
1.3912 |
1.3882 |
1.3894 |
| PP |
1.3876 |
1.3876 |
1.3876 |
1.3867 |
| S1 |
1.3839 |
1.3839 |
1.3868 |
1.3821 |
| S2 |
1.3803 |
1.3803 |
1.3862 |
|
| S3 |
1.3730 |
1.3766 |
1.3855 |
|
| S4 |
1.3657 |
1.3693 |
1.3835 |
|
|
| Weekly Pivots for week ending 09-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4356 |
1.4293 |
1.3985 |
|
| R3 |
1.4187 |
1.4124 |
1.3938 |
|
| R2 |
1.4018 |
1.4018 |
1.3923 |
|
| R1 |
1.3955 |
1.3955 |
1.3907 |
1.3987 |
| PP |
1.3849 |
1.3849 |
1.3849 |
1.3865 |
| S1 |
1.3786 |
1.3786 |
1.3877 |
1.3818 |
| S2 |
1.3680 |
1.3680 |
1.3861 |
|
| S3 |
1.3511 |
1.3617 |
1.3846 |
|
| S4 |
1.3342 |
1.3448 |
1.3799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3913 |
1.3743 |
0.0170 |
1.2% |
0.0102 |
0.7% |
78% |
True |
False |
104,915 |
| 10 |
1.3943 |
1.3733 |
0.0210 |
1.5% |
0.0092 |
0.7% |
68% |
False |
False |
94,808 |
| 20 |
1.4135 |
1.3733 |
0.0402 |
2.9% |
0.0099 |
0.7% |
35% |
False |
False |
96,670 |
| 40 |
1.4253 |
1.3733 |
0.0520 |
3.7% |
0.0093 |
0.7% |
27% |
False |
False |
57,890 |
| 60 |
1.4253 |
1.3722 |
0.0531 |
3.8% |
0.0093 |
0.7% |
29% |
False |
False |
38,619 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0091 |
0.7% |
34% |
False |
False |
28,978 |
| 100 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0093 |
0.7% |
34% |
False |
False |
23,190 |
| 120 |
1.4253 |
1.3585 |
0.0668 |
4.8% |
0.0090 |
0.6% |
43% |
False |
False |
19,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4223 |
|
2.618 |
1.4104 |
|
1.618 |
1.4031 |
|
1.000 |
1.3986 |
|
0.618 |
1.3958 |
|
HIGH |
1.3913 |
|
0.618 |
1.3885 |
|
0.500 |
1.3877 |
|
0.382 |
1.3868 |
|
LOW |
1.3840 |
|
0.618 |
1.3795 |
|
1.000 |
1.3767 |
|
1.618 |
1.3722 |
|
2.618 |
1.3649 |
|
4.250 |
1.3530 |
|
|
| Fisher Pivots for day following 12-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3877 |
1.3859 |
| PP |
1.3876 |
1.3844 |
| S1 |
1.3876 |
1.3828 |
|