CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3751 |
1.3823 |
0.0072 |
0.5% |
1.3769 |
| High |
1.3836 |
1.3897 |
0.0061 |
0.4% |
1.3789 |
| Low |
1.3739 |
1.3768 |
0.0029 |
0.2% |
1.3573 |
| Close |
1.3816 |
1.3889 |
0.0073 |
0.5% |
1.3755 |
| Range |
0.0097 |
0.0129 |
0.0032 |
33.0% |
0.0216 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.2% |
0.0000 |
| Volume |
81,754 |
105,537 |
23,783 |
29.1% |
545,526 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4238 |
1.4193 |
1.3960 |
|
| R3 |
1.4109 |
1.4064 |
1.3924 |
|
| R2 |
1.3980 |
1.3980 |
1.3913 |
|
| R1 |
1.3935 |
1.3935 |
1.3901 |
1.3958 |
| PP |
1.3851 |
1.3851 |
1.3851 |
1.3863 |
| S1 |
1.3806 |
1.3806 |
1.3877 |
1.3829 |
| S2 |
1.3722 |
1.3722 |
1.3865 |
|
| S3 |
1.3593 |
1.3677 |
1.3854 |
|
| S4 |
1.3464 |
1.3548 |
1.3818 |
|
|
| 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 |
1.3897 |
1.3593 |
0.0304 |
2.2% |
0.0103 |
0.7% |
97% |
True |
False |
90,693 |
| 10 |
1.3901 |
1.3573 |
0.0328 |
2.4% |
0.0104 |
0.7% |
96% |
False |
False |
102,884 |
| 20 |
1.3913 |
1.3573 |
0.0340 |
2.4% |
0.0100 |
0.7% |
93% |
False |
False |
99,188 |
| 40 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0099 |
0.7% |
46% |
False |
False |
85,508 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0095 |
0.7% |
46% |
False |
False |
57,109 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
46% |
False |
False |
42,846 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
46% |
False |
False |
34,288 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
46% |
False |
False |
28,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4445 |
|
2.618 |
1.4235 |
|
1.618 |
1.4106 |
|
1.000 |
1.4026 |
|
0.618 |
1.3977 |
|
HIGH |
1.3897 |
|
0.618 |
1.3848 |
|
0.500 |
1.3833 |
|
0.382 |
1.3817 |
|
LOW |
1.3768 |
|
0.618 |
1.3688 |
|
1.000 |
1.3639 |
|
1.618 |
1.3559 |
|
2.618 |
1.3430 |
|
4.250 |
1.3220 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3870 |
1.3862 |
| PP |
1.3851 |
1.3836 |
| S1 |
1.3833 |
1.3809 |
|