CME British Pound Future September 2021


Trading Metrics calculated at close of trading on 11-Aug-2021
Day Change Summary
Previous Current
10-Aug-2021 11-Aug-2021 Change Change % Previous Week
Open 1.3850 1.3841 -0.0009 -0.1% 1.3896
High 1.3875 1.3889 0.0014 0.1% 1.3959
Low 1.3828 1.3803 -0.0025 -0.2% 1.3862
Close 1.3842 1.3866 0.0024 0.2% 1.3875
Range 0.0047 0.0086 0.0039 83.0% 0.0097
ATR 0.0083 0.0083 0.0000 0.3% 0.0000
Volume 56,755 73,001 16,246 28.6% 344,591
Daily Pivots for day following 11-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.4111 1.4074 1.3913
R3 1.4025 1.3988 1.3890
R2 1.3939 1.3939 1.3882
R1 1.3902 1.3902 1.3874 1.3921
PP 1.3853 1.3853 1.3853 1.3862
S1 1.3816 1.3816 1.3858 1.3835
S2 1.3767 1.3767 1.3850
S3 1.3681 1.3730 1.3842
S4 1.3595 1.3644 1.3819
Weekly Pivots for week ending 06-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.4190 1.4129 1.3928
R3 1.4093 1.4032 1.3902
R2 1.3996 1.3996 1.3893
R1 1.3935 1.3935 1.3884 1.3917
PP 1.3899 1.3899 1.3899 1.3890
S1 1.3838 1.3838 1.3866 1.3820
S2 1.3802 1.3802 1.3857
S3 1.3705 1.3741 1.3848
S4 1.3608 1.3644 1.3822
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3950 1.3803 0.0147 1.1% 0.0067 0.5% 43% False True 67,664
10 1.3985 1.3803 0.0182 1.3% 0.0070 0.5% 35% False True 70,913
20 1.3985 1.3573 0.0412 3.0% 0.0086 0.6% 71% False False 87,114
40 1.4135 1.3573 0.0562 4.1% 0.0094 0.7% 52% False False 92,169
60 1.4253 1.3573 0.0680 4.9% 0.0092 0.7% 43% False False 70,429
80 1.4253 1.3573 0.0680 4.9% 0.0090 0.6% 43% False False 52,842
100 1.4253 1.3573 0.0680 4.9% 0.0090 0.6% 43% False False 42,286
120 1.4253 1.3573 0.0680 4.9% 0.0092 0.7% 43% False False 35,245
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.4255
2.618 1.4114
1.618 1.4028
1.000 1.3975
0.618 1.3942
HIGH 1.3889
0.618 1.3856
0.500 1.3846
0.382 1.3836
LOW 1.3803
0.618 1.3750
1.000 1.3717
1.618 1.3664
2.618 1.3578
4.250 1.3438
Fisher Pivots for day following 11-Aug-2021
Pivot 1 day 3 day
R1 1.3859 1.3860
PP 1.3853 1.3855
S1 1.3846 1.3849

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

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