CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 13-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2021 |
13-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3866 |
1.3815 |
-0.0051 |
-0.4% |
1.3874 |
| High |
1.3879 |
1.3877 |
-0.0002 |
0.0% |
1.3895 |
| Low |
1.3794 |
1.3791 |
-0.0003 |
0.0% |
1.3791 |
| Close |
1.3801 |
1.3869 |
0.0068 |
0.5% |
1.3869 |
| Range |
0.0085 |
0.0086 |
0.0001 |
1.2% |
0.0104 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.2% |
0.0000 |
| Volume |
61,844 |
58,714 |
-3,130 |
-5.1% |
307,506 |
|
| Daily Pivots for day following 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4104 |
1.4072 |
1.3916 |
|
| R3 |
1.4018 |
1.3986 |
1.3893 |
|
| R2 |
1.3932 |
1.3932 |
1.3885 |
|
| R1 |
1.3900 |
1.3900 |
1.3877 |
1.3916 |
| PP |
1.3846 |
1.3846 |
1.3846 |
1.3854 |
| S1 |
1.3814 |
1.3814 |
1.3861 |
1.3830 |
| S2 |
1.3760 |
1.3760 |
1.3853 |
|
| S3 |
1.3674 |
1.3728 |
1.3845 |
|
| S4 |
1.3588 |
1.3642 |
1.3822 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4164 |
1.4120 |
1.3926 |
|
| R3 |
1.4060 |
1.4016 |
1.3898 |
|
| R2 |
1.3956 |
1.3956 |
1.3888 |
|
| R1 |
1.3912 |
1.3912 |
1.3879 |
1.3882 |
| PP |
1.3852 |
1.3852 |
1.3852 |
1.3837 |
| S1 |
1.3808 |
1.3808 |
1.3859 |
1.3778 |
| S2 |
1.3748 |
1.3748 |
1.3850 |
|
| S3 |
1.3644 |
1.3704 |
1.3840 |
|
| S4 |
1.3540 |
1.3600 |
1.3812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3895 |
1.3791 |
0.0104 |
0.7% |
0.0071 |
0.5% |
75% |
False |
True |
61,501 |
| 10 |
1.3959 |
1.3791 |
0.0168 |
1.2% |
0.0069 |
0.5% |
46% |
False |
True |
65,209 |
| 20 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0085 |
0.6% |
72% |
False |
False |
82,695 |
| 40 |
1.4004 |
1.3573 |
0.0431 |
3.1% |
0.0091 |
0.7% |
69% |
False |
False |
88,951 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
44% |
False |
False |
72,433 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.7% |
44% |
False |
False |
54,349 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.6% |
44% |
False |
False |
43,491 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
44% |
False |
False |
36,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4243 |
|
2.618 |
1.4102 |
|
1.618 |
1.4016 |
|
1.000 |
1.3963 |
|
0.618 |
1.3930 |
|
HIGH |
1.3877 |
|
0.618 |
1.3844 |
|
0.500 |
1.3834 |
|
0.382 |
1.3824 |
|
LOW |
1.3791 |
|
0.618 |
1.3738 |
|
1.000 |
1.3705 |
|
1.618 |
1.3652 |
|
2.618 |
1.3566 |
|
4.250 |
1.3426 |
|
|
| Fisher Pivots for day following 13-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3857 |
1.3859 |
| PP |
1.3846 |
1.3850 |
| S1 |
1.3834 |
1.3840 |
|