CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 19-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2021 |
19-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3826 |
1.3769 |
-0.0057 |
-0.4% |
1.3900 |
| High |
1.3864 |
1.3773 |
-0.0091 |
-0.7% |
1.3913 |
| Low |
1.3762 |
1.3655 |
-0.0107 |
-0.8% |
1.3762 |
| Close |
1.3770 |
1.3660 |
-0.0110 |
-0.8% |
1.3770 |
| Range |
0.0102 |
0.0118 |
0.0016 |
15.7% |
0.0151 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
1.6% |
0.0000 |
| Volume |
96,734 |
146,696 |
49,962 |
51.6% |
450,187 |
|
| Daily Pivots for day following 19-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4050 |
1.3973 |
1.3725 |
|
| R3 |
1.3932 |
1.3855 |
1.3692 |
|
| R2 |
1.3814 |
1.3814 |
1.3682 |
|
| R1 |
1.3737 |
1.3737 |
1.3671 |
1.3717 |
| PP |
1.3696 |
1.3696 |
1.3696 |
1.3686 |
| S1 |
1.3619 |
1.3619 |
1.3649 |
1.3599 |
| S2 |
1.3578 |
1.3578 |
1.3638 |
|
| S3 |
1.3460 |
1.3501 |
1.3628 |
|
| S4 |
1.3342 |
1.3383 |
1.3595 |
|
|
| 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 |
1.3907 |
1.3655 |
0.0252 |
1.8% |
0.0102 |
0.7% |
2% |
False |
True |
104,753 |
| 10 |
1.3913 |
1.3655 |
0.0258 |
1.9% |
0.0102 |
0.7% |
2% |
False |
True |
104,834 |
| 20 |
1.4004 |
1.3655 |
0.0349 |
2.6% |
0.0096 |
0.7% |
1% |
False |
True |
95,819 |
| 40 |
1.4253 |
1.3655 |
0.0598 |
4.4% |
0.0096 |
0.7% |
1% |
False |
True |
70,966 |
| 60 |
1.4253 |
1.3655 |
0.0598 |
4.4% |
0.0092 |
0.7% |
1% |
False |
True |
47,344 |
| 80 |
1.4253 |
1.3655 |
0.0598 |
4.4% |
0.0092 |
0.7% |
1% |
False |
True |
35,523 |
| 100 |
1.4253 |
1.3655 |
0.0598 |
4.4% |
0.0094 |
0.7% |
1% |
False |
True |
28,427 |
| 120 |
1.4253 |
1.3585 |
0.0668 |
4.9% |
0.0091 |
0.7% |
11% |
False |
False |
23,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4275 |
|
2.618 |
1.4082 |
|
1.618 |
1.3964 |
|
1.000 |
1.3891 |
|
0.618 |
1.3846 |
|
HIGH |
1.3773 |
|
0.618 |
1.3728 |
|
0.500 |
1.3714 |
|
0.382 |
1.3700 |
|
LOW |
1.3655 |
|
0.618 |
1.3582 |
|
1.000 |
1.3537 |
|
1.618 |
1.3464 |
|
2.618 |
1.3346 |
|
4.250 |
1.3154 |
|
|
| Fisher Pivots for day following 19-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3714 |
1.3778 |
| PP |
1.3696 |
1.3739 |
| S1 |
1.3678 |
1.3699 |
|