CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 17-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2021 |
17-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3867 |
1.3843 |
-0.0024 |
-0.2% |
1.3874 |
| High |
1.3880 |
1.3845 |
-0.0035 |
-0.3% |
1.3895 |
| Low |
1.3828 |
1.3727 |
-0.0101 |
-0.7% |
1.3791 |
| Close |
1.3838 |
1.3737 |
-0.0101 |
-0.7% |
1.3869 |
| Range |
0.0052 |
0.0118 |
0.0066 |
126.9% |
0.0104 |
| ATR |
0.0081 |
0.0084 |
0.0003 |
3.2% |
0.0000 |
| Volume |
65,501 |
88,823 |
23,322 |
35.6% |
307,506 |
|
| Daily Pivots for day following 17-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4124 |
1.4048 |
1.3802 |
|
| R3 |
1.4006 |
1.3930 |
1.3769 |
|
| R2 |
1.3888 |
1.3888 |
1.3759 |
|
| R1 |
1.3812 |
1.3812 |
1.3748 |
1.3791 |
| PP |
1.3770 |
1.3770 |
1.3770 |
1.3759 |
| S1 |
1.3694 |
1.3694 |
1.3726 |
1.3673 |
| S2 |
1.3652 |
1.3652 |
1.3715 |
|
| S3 |
1.3534 |
1.3576 |
1.3705 |
|
| S4 |
1.3416 |
1.3458 |
1.3672 |
|
|
| 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 |
1.3727 |
0.0162 |
1.2% |
0.0085 |
0.6% |
6% |
False |
True |
69,576 |
| 10 |
1.3959 |
1.3727 |
0.0232 |
1.7% |
0.0075 |
0.5% |
4% |
False |
True |
67,923 |
| 20 |
1.3985 |
1.3593 |
0.0392 |
2.9% |
0.0082 |
0.6% |
37% |
False |
False |
76,444 |
| 40 |
1.4004 |
1.3573 |
0.0431 |
3.1% |
0.0088 |
0.6% |
38% |
False |
False |
86,481 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0091 |
0.7% |
24% |
False |
False |
75,001 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0090 |
0.7% |
24% |
False |
False |
56,276 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0090 |
0.7% |
24% |
False |
False |
45,033 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0091 |
0.7% |
24% |
False |
False |
37,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4347 |
|
2.618 |
1.4154 |
|
1.618 |
1.4036 |
|
1.000 |
1.3963 |
|
0.618 |
1.3918 |
|
HIGH |
1.3845 |
|
0.618 |
1.3800 |
|
0.500 |
1.3786 |
|
0.382 |
1.3772 |
|
LOW |
1.3727 |
|
0.618 |
1.3654 |
|
1.000 |
1.3609 |
|
1.618 |
1.3536 |
|
2.618 |
1.3418 |
|
4.250 |
1.3226 |
|
|
| Fisher Pivots for day following 17-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3786 |
1.3804 |
| PP |
1.3770 |
1.3781 |
| S1 |
1.3753 |
1.3759 |
|