CME British Pound Future September 2021


Trading Metrics calculated at close of trading on 16-Aug-2021
Day Change Summary
Previous Current
13-Aug-2021 16-Aug-2021 Change Change % Previous Week
Open 1.3815 1.3867 0.0052 0.4% 1.3874
High 1.3877 1.3880 0.0003 0.0% 1.3895
Low 1.3791 1.3828 0.0037 0.3% 1.3791
Close 1.3869 1.3838 -0.0031 -0.2% 1.3869
Range 0.0086 0.0052 -0.0034 -39.5% 0.0104
ATR 0.0083 0.0081 -0.0002 -2.7% 0.0000
Volume 58,714 65,501 6,787 11.6% 307,506
Daily Pivots for day following 16-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.4005 1.3973 1.3867
R3 1.3953 1.3921 1.3852
R2 1.3901 1.3901 1.3848
R1 1.3869 1.3869 1.3843 1.3859
PP 1.3849 1.3849 1.3849 1.3844
S1 1.3817 1.3817 1.3833 1.3807
S2 1.3797 1.3797 1.3828
S3 1.3745 1.3765 1.3824
S4 1.3693 1.3713 1.3809
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 1.3889 1.3791 0.0098 0.7% 0.0071 0.5% 48% False False 63,163
10 1.3959 1.3791 0.0168 1.2% 0.0069 0.5% 28% False False 64,913
20 1.3985 1.3573 0.0412 3.0% 0.0081 0.6% 64% False False 78,636
40 1.4004 1.3573 0.0431 3.1% 0.0089 0.6% 61% False False 87,227
60 1.4253 1.3573 0.0680 4.9% 0.0091 0.7% 39% False False 73,523
80 1.4253 1.3573 0.0680 4.9% 0.0089 0.6% 39% False False 55,167
100 1.4253 1.3573 0.0680 4.9% 0.0090 0.6% 39% False False 44,145
120 1.4253 1.3573 0.0680 4.9% 0.0092 0.7% 39% False False 36,796
Crabel Price Patterns
NR True
NR4 True
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 0.0018
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4101
2.618 1.4016
1.618 1.3964
1.000 1.3932
0.618 1.3912
HIGH 1.3880
0.618 1.3860
0.500 1.3854
0.382 1.3848
LOW 1.3828
0.618 1.3796
1.000 1.3776
1.618 1.3744
2.618 1.3692
4.250 1.3607
Fisher Pivots for day following 16-Aug-2021
Pivot 1 day 3 day
R1 1.3854 1.3837
PP 1.3849 1.3836
S1 1.3843 1.3836

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

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