CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 14-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2021 |
14-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3892 |
1.3816 |
-0.0076 |
-0.5% |
1.3841 |
| High |
1.3907 |
1.3894 |
-0.0013 |
-0.1% |
1.3912 |
| Low |
1.3801 |
1.3803 |
0.0002 |
0.0% |
1.3743 |
| Close |
1.3822 |
1.3853 |
0.0031 |
0.2% |
1.3892 |
| Range |
0.0106 |
0.0091 |
-0.0015 |
-14.2% |
0.0169 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
81,047 |
87,087 |
6,040 |
7.5% |
451,463 |
|
| Daily Pivots for day following 14-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4123 |
1.4079 |
1.3903 |
|
| R3 |
1.4032 |
1.3988 |
1.3878 |
|
| R2 |
1.3941 |
1.3941 |
1.3870 |
|
| R1 |
1.3897 |
1.3897 |
1.3861 |
1.3919 |
| PP |
1.3850 |
1.3850 |
1.3850 |
1.3861 |
| S1 |
1.3806 |
1.3806 |
1.3845 |
1.3828 |
| S2 |
1.3759 |
1.3759 |
1.3836 |
|
| S3 |
1.3668 |
1.3715 |
1.3828 |
|
| S4 |
1.3577 |
1.3624 |
1.3803 |
|
|
| 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% |
0.0098 |
0.7% |
65% |
False |
False |
90,221 |
| 10 |
1.3913 |
1.3733 |
0.0180 |
1.3% |
0.0098 |
0.7% |
67% |
False |
False |
96,919 |
| 20 |
1.4135 |
1.3733 |
0.0402 |
2.9% |
0.0101 |
0.7% |
30% |
False |
False |
97,224 |
| 40 |
1.4253 |
1.3733 |
0.0520 |
3.8% |
0.0095 |
0.7% |
23% |
False |
False |
62,087 |
| 60 |
1.4253 |
1.3733 |
0.0520 |
3.8% |
0.0091 |
0.7% |
23% |
False |
False |
41,418 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0091 |
0.7% |
31% |
False |
False |
31,079 |
| 100 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0093 |
0.7% |
31% |
False |
False |
24,871 |
| 120 |
1.4253 |
1.3585 |
0.0668 |
4.8% |
0.0090 |
0.7% |
40% |
False |
False |
20,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4281 |
|
2.618 |
1.4132 |
|
1.618 |
1.4041 |
|
1.000 |
1.3985 |
|
0.618 |
1.3950 |
|
HIGH |
1.3894 |
|
0.618 |
1.3859 |
|
0.500 |
1.3849 |
|
0.382 |
1.3838 |
|
LOW |
1.3803 |
|
0.618 |
1.3747 |
|
1.000 |
1.3712 |
|
1.618 |
1.3656 |
|
2.618 |
1.3565 |
|
4.250 |
1.3416 |
|
|
| Fisher Pivots for day following 14-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3852 |
1.3857 |
| PP |
1.3850 |
1.3856 |
| S1 |
1.3849 |
1.3854 |
|