CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 15-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2021 |
15-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3816 |
1.3864 |
0.0048 |
0.3% |
1.3841 |
| High |
1.3894 |
1.3901 |
0.0007 |
0.1% |
1.3912 |
| Low |
1.3803 |
1.3806 |
0.0003 |
0.0% |
1.3743 |
| Close |
1.3853 |
1.3812 |
-0.0041 |
-0.3% |
1.3892 |
| Range |
0.0091 |
0.0095 |
0.0004 |
4.4% |
0.0169 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
87,087 |
112,204 |
25,117 |
28.8% |
451,463 |
|
| Daily Pivots for day following 15-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4125 |
1.4063 |
1.3864 |
|
| R3 |
1.4030 |
1.3968 |
1.3838 |
|
| R2 |
1.3935 |
1.3935 |
1.3829 |
|
| R1 |
1.3873 |
1.3873 |
1.3821 |
1.3857 |
| PP |
1.3840 |
1.3840 |
1.3840 |
1.3831 |
| S1 |
1.3778 |
1.3778 |
1.3803 |
1.3762 |
| S2 |
1.3745 |
1.3745 |
1.3795 |
|
| S3 |
1.3650 |
1.3683 |
1.3786 |
|
| S4 |
1.3555 |
1.3588 |
1.3760 |
|
|
| 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 |
1.3757 |
0.0156 |
1.1% |
0.0104 |
0.8% |
35% |
False |
False |
92,875 |
| 10 |
1.3913 |
1.3733 |
0.0180 |
1.3% |
0.0100 |
0.7% |
44% |
False |
False |
99,266 |
| 20 |
1.4012 |
1.3733 |
0.0279 |
2.0% |
0.0099 |
0.7% |
28% |
False |
False |
97,640 |
| 40 |
1.4253 |
1.3733 |
0.0520 |
3.8% |
0.0095 |
0.7% |
15% |
False |
False |
64,887 |
| 60 |
1.4253 |
1.3733 |
0.0520 |
3.8% |
0.0091 |
0.7% |
15% |
False |
False |
43,288 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0091 |
0.7% |
23% |
False |
False |
32,482 |
| 100 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0093 |
0.7% |
23% |
False |
False |
25,993 |
| 120 |
1.4253 |
1.3585 |
0.0668 |
4.8% |
0.0091 |
0.7% |
34% |
False |
False |
21,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4305 |
|
2.618 |
1.4150 |
|
1.618 |
1.4055 |
|
1.000 |
1.3996 |
|
0.618 |
1.3960 |
|
HIGH |
1.3901 |
|
0.618 |
1.3865 |
|
0.500 |
1.3854 |
|
0.382 |
1.3842 |
|
LOW |
1.3806 |
|
0.618 |
1.3747 |
|
1.000 |
1.3711 |
|
1.618 |
1.3652 |
|
2.618 |
1.3557 |
|
4.250 |
1.3402 |
|
|
| Fisher Pivots for day following 15-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3854 |
1.3854 |
| PP |
1.3840 |
1.3840 |
| S1 |
1.3826 |
1.3826 |
|