CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 13-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2021 |
13-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3900 |
1.3892 |
-0.0008 |
-0.1% |
1.3841 |
| High |
1.3913 |
1.3907 |
-0.0006 |
0.0% |
1.3912 |
| Low |
1.3840 |
1.3801 |
-0.0039 |
-0.3% |
1.3743 |
| Close |
1.3875 |
1.3822 |
-0.0053 |
-0.4% |
1.3892 |
| Range |
0.0073 |
0.0106 |
0.0033 |
45.2% |
0.0169 |
| ATR |
0.0096 |
0.0096 |
0.0001 |
0.8% |
0.0000 |
| Volume |
73,115 |
81,047 |
7,932 |
10.8% |
451,463 |
|
| Daily Pivots for day following 13-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4161 |
1.4098 |
1.3880 |
|
| R3 |
1.4055 |
1.3992 |
1.3851 |
|
| R2 |
1.3949 |
1.3949 |
1.3841 |
|
| R1 |
1.3886 |
1.3886 |
1.3832 |
1.3865 |
| PP |
1.3843 |
1.3843 |
1.3843 |
1.3833 |
| S1 |
1.3780 |
1.3780 |
1.3812 |
1.3759 |
| S2 |
1.3737 |
1.3737 |
1.3803 |
|
| S3 |
1.3631 |
1.3674 |
1.3793 |
|
| S4 |
1.3525 |
1.3568 |
1.3764 |
|
|
| 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% |
0.0097 |
0.7% |
46% |
False |
False |
91,598 |
| 10 |
1.3913 |
1.3733 |
0.0180 |
1.3% |
0.0095 |
0.7% |
49% |
False |
False |
95,493 |
| 20 |
1.4135 |
1.3733 |
0.0402 |
2.9% |
0.0102 |
0.7% |
22% |
False |
False |
97,568 |
| 40 |
1.4253 |
1.3733 |
0.0520 |
3.8% |
0.0094 |
0.7% |
17% |
False |
False |
59,914 |
| 60 |
1.4253 |
1.3733 |
0.0520 |
3.8% |
0.0093 |
0.7% |
17% |
False |
False |
39,968 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0091 |
0.7% |
25% |
False |
False |
29,991 |
| 100 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0093 |
0.7% |
25% |
False |
False |
24,000 |
| 120 |
1.4253 |
1.3585 |
0.0668 |
4.8% |
0.0090 |
0.7% |
35% |
False |
False |
20,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4358 |
|
2.618 |
1.4185 |
|
1.618 |
1.4079 |
|
1.000 |
1.4013 |
|
0.618 |
1.3973 |
|
HIGH |
1.3907 |
|
0.618 |
1.3867 |
|
0.500 |
1.3854 |
|
0.382 |
1.3841 |
|
LOW |
1.3801 |
|
0.618 |
1.3735 |
|
1.000 |
1.3695 |
|
1.618 |
1.3629 |
|
2.618 |
1.3523 |
|
4.250 |
1.3351 |
|
|
| Fisher Pivots for day following 13-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3854 |
1.3835 |
| PP |
1.3843 |
1.3831 |
| S1 |
1.3833 |
1.3826 |
|