CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 23-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2021 |
23-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3717 |
1.3763 |
0.0046 |
0.3% |
1.3769 |
| High |
1.3789 |
1.3782 |
-0.0007 |
-0.1% |
1.3789 |
| Low |
1.3692 |
1.3721 |
0.0029 |
0.2% |
1.3573 |
| Close |
1.3776 |
1.3755 |
-0.0021 |
-0.2% |
1.3755 |
| Range |
0.0097 |
0.0061 |
-0.0036 |
-37.1% |
0.0216 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
104,672 |
67,044 |
-37,628 |
-35.9% |
545,526 |
|
| Daily Pivots for day following 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3936 |
1.3906 |
1.3789 |
|
| R3 |
1.3875 |
1.3845 |
1.3772 |
|
| R2 |
1.3814 |
1.3814 |
1.3766 |
|
| R1 |
1.3784 |
1.3784 |
1.3761 |
1.3769 |
| PP |
1.3753 |
1.3753 |
1.3753 |
1.3745 |
| S1 |
1.3723 |
1.3723 |
1.3749 |
1.3708 |
| S2 |
1.3692 |
1.3692 |
1.3744 |
|
| S3 |
1.3631 |
1.3662 |
1.3738 |
|
| S4 |
1.3570 |
1.3601 |
1.3721 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4354 |
1.4270 |
1.3874 |
|
| R3 |
1.4138 |
1.4054 |
1.3814 |
|
| R2 |
1.3922 |
1.3922 |
1.3795 |
|
| R1 |
1.3838 |
1.3838 |
1.3775 |
1.3772 |
| PP |
1.3706 |
1.3706 |
1.3706 |
1.3673 |
| S1 |
1.3622 |
1.3622 |
1.3735 |
1.3556 |
| S2 |
1.3490 |
1.3490 |
1.3715 |
|
| S3 |
1.3274 |
1.3406 |
1.3696 |
|
| S4 |
1.3058 |
1.3190 |
1.3636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3789 |
1.3573 |
0.0216 |
1.6% |
0.0105 |
0.8% |
84% |
False |
False |
109,105 |
| 10 |
1.3913 |
1.3573 |
0.0340 |
2.5% |
0.0099 |
0.7% |
54% |
False |
False |
99,571 |
| 20 |
1.3943 |
1.3573 |
0.0370 |
2.7% |
0.0095 |
0.7% |
49% |
False |
False |
96,783 |
| 40 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0098 |
0.7% |
27% |
False |
False |
80,895 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0094 |
0.7% |
27% |
False |
False |
53,988 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
27% |
False |
False |
40,506 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
27% |
False |
False |
32,416 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0091 |
0.7% |
27% |
False |
False |
27,014 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4041 |
|
2.618 |
1.3942 |
|
1.618 |
1.3881 |
|
1.000 |
1.3843 |
|
0.618 |
1.3820 |
|
HIGH |
1.3782 |
|
0.618 |
1.3759 |
|
0.500 |
1.3752 |
|
0.382 |
1.3744 |
|
LOW |
1.3721 |
|
0.618 |
1.3683 |
|
1.000 |
1.3660 |
|
1.618 |
1.3622 |
|
2.618 |
1.3561 |
|
4.250 |
1.3462 |
|
|
| Fisher Pivots for day following 23-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3754 |
1.3734 |
| PP |
1.3753 |
1.3712 |
| S1 |
1.3752 |
1.3691 |
|