CME British Pound Future September 2021


Trading Metrics calculated at close of trading on 28-Jul-2021
Day Change Summary
Previous Current
27-Jul-2021 28-Jul-2021 Change Change % Previous Week
Open 1.3823 1.3884 0.0061 0.4% 1.3769
High 1.3897 1.3915 0.0018 0.1% 1.3789
Low 1.3768 1.3844 0.0076 0.6% 1.3573
Close 1.3889 1.3908 0.0019 0.1% 1.3755
Range 0.0129 0.0071 -0.0058 -45.0% 0.0216
ATR 0.0100 0.0098 -0.0002 -2.1% 0.0000
Volume 105,537 91,409 -14,128 -13.4% 545,526
Daily Pivots for day following 28-Jul-2021
Classic Woodie Camarilla DeMark
R4 1.4102 1.4076 1.3947
R3 1.4031 1.4005 1.3928
R2 1.3960 1.3960 1.3921
R1 1.3934 1.3934 1.3915 1.3947
PP 1.3889 1.3889 1.3889 1.3896
S1 1.3863 1.3863 1.3901 1.3876
S2 1.3818 1.3818 1.3895
S3 1.3747 1.3792 1.3888
S4 1.3676 1.3721 1.3869
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 1.3915 1.3692 0.0223 1.6% 0.0091 0.7% 97% True False 90,083
10 1.3915 1.3573 0.0342 2.5% 0.0102 0.7% 98% True False 103,316
20 1.3915 1.3573 0.0342 2.5% 0.0100 0.7% 98% True False 100,117
40 1.4203 1.3573 0.0630 4.5% 0.0098 0.7% 53% False False 87,742
60 1.4253 1.3573 0.0680 4.9% 0.0094 0.7% 49% False False 58,628
80 1.4253 1.3573 0.0680 4.9% 0.0093 0.7% 49% False False 43,988
100 1.4253 1.3573 0.0680 4.9% 0.0092 0.7% 49% False False 35,202
120 1.4253 1.3573 0.0680 4.9% 0.0092 0.7% 49% False False 29,336
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4217
2.618 1.4101
1.618 1.4030
1.000 1.3986
0.618 1.3959
HIGH 1.3915
0.618 1.3888
0.500 1.3880
0.382 1.3871
LOW 1.3844
0.618 1.3800
1.000 1.3773
1.618 1.3729
2.618 1.3658
4.250 1.3542
Fisher Pivots for day following 28-Jul-2021
Pivot 1 day 3 day
R1 1.3899 1.3881
PP 1.3889 1.3854
S1 1.3880 1.3827

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols