CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 16-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2021 |
16-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3864 |
1.3826 |
-0.0038 |
-0.3% |
1.3900 |
| High |
1.3901 |
1.3864 |
-0.0037 |
-0.3% |
1.3913 |
| Low |
1.3806 |
1.3762 |
-0.0044 |
-0.3% |
1.3762 |
| Close |
1.3812 |
1.3770 |
-0.0042 |
-0.3% |
1.3770 |
| Range |
0.0095 |
0.0102 |
0.0007 |
7.4% |
0.0151 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
0.5% |
0.0000 |
| Volume |
112,204 |
96,734 |
-15,470 |
-13.8% |
450,187 |
|
| Daily Pivots for day following 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4105 |
1.4039 |
1.3826 |
|
| R3 |
1.4003 |
1.3937 |
1.3798 |
|
| R2 |
1.3901 |
1.3901 |
1.3789 |
|
| R1 |
1.3835 |
1.3835 |
1.3779 |
1.3817 |
| PP |
1.3799 |
1.3799 |
1.3799 |
1.3790 |
| S1 |
1.3733 |
1.3733 |
1.3761 |
1.3715 |
| S2 |
1.3697 |
1.3697 |
1.3751 |
|
| S3 |
1.3595 |
1.3631 |
1.3742 |
|
| S4 |
1.3493 |
1.3529 |
1.3714 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4268 |
1.4170 |
1.3853 |
|
| R3 |
1.4117 |
1.4019 |
1.3812 |
|
| R2 |
1.3966 |
1.3966 |
1.3798 |
|
| R1 |
1.3868 |
1.3868 |
1.3784 |
1.3842 |
| PP |
1.3815 |
1.3815 |
1.3815 |
1.3802 |
| S1 |
1.3717 |
1.3717 |
1.3756 |
1.3691 |
| S2 |
1.3664 |
1.3664 |
1.3742 |
|
| S3 |
1.3513 |
1.3566 |
1.3728 |
|
| S4 |
1.3362 |
1.3415 |
1.3687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3913 |
1.3762 |
0.0151 |
1.1% |
0.0093 |
0.7% |
5% |
False |
True |
90,037 |
| 10 |
1.3913 |
1.3733 |
0.0180 |
1.3% |
0.0102 |
0.7% |
21% |
False |
False |
99,116 |
| 20 |
1.4004 |
1.3733 |
0.0271 |
2.0% |
0.0098 |
0.7% |
14% |
False |
False |
95,206 |
| 40 |
1.4253 |
1.3733 |
0.0520 |
3.8% |
0.0095 |
0.7% |
7% |
False |
False |
67,303 |
| 60 |
1.4253 |
1.3733 |
0.0520 |
3.8% |
0.0092 |
0.7% |
7% |
False |
False |
44,900 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0091 |
0.7% |
16% |
False |
False |
33,690 |
| 100 |
1.4253 |
1.3677 |
0.0576 |
4.2% |
0.0094 |
0.7% |
16% |
False |
False |
26,961 |
| 120 |
1.4253 |
1.3585 |
0.0668 |
4.9% |
0.0091 |
0.7% |
28% |
False |
False |
22,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4298 |
|
2.618 |
1.4131 |
|
1.618 |
1.4029 |
|
1.000 |
1.3966 |
|
0.618 |
1.3927 |
|
HIGH |
1.3864 |
|
0.618 |
1.3825 |
|
0.500 |
1.3813 |
|
0.382 |
1.3801 |
|
LOW |
1.3762 |
|
0.618 |
1.3699 |
|
1.000 |
1.3660 |
|
1.618 |
1.3597 |
|
2.618 |
1.3495 |
|
4.250 |
1.3329 |
|
|
| Fisher Pivots for day following 16-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3813 |
1.3832 |
| PP |
1.3799 |
1.3811 |
| S1 |
1.3784 |
1.3791 |
|