CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 19-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2021 |
19-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3745 |
1.3747 |
0.0002 |
0.0% |
1.3874 |
| High |
1.3787 |
1.3759 |
-0.0028 |
-0.2% |
1.3895 |
| Low |
1.3732 |
1.3633 |
-0.0099 |
-0.7% |
1.3791 |
| Close |
1.3763 |
1.3639 |
-0.0124 |
-0.9% |
1.3869 |
| Range |
0.0055 |
0.0126 |
0.0071 |
129.1% |
0.0104 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
4.2% |
0.0000 |
| Volume |
78,942 |
102,683 |
23,741 |
30.1% |
307,506 |
|
| Daily Pivots for day following 19-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4055 |
1.3973 |
1.3708 |
|
| R3 |
1.3929 |
1.3847 |
1.3674 |
|
| R2 |
1.3803 |
1.3803 |
1.3662 |
|
| R1 |
1.3721 |
1.3721 |
1.3651 |
1.3699 |
| PP |
1.3677 |
1.3677 |
1.3677 |
1.3666 |
| S1 |
1.3595 |
1.3595 |
1.3627 |
1.3573 |
| S2 |
1.3551 |
1.3551 |
1.3616 |
|
| S3 |
1.3425 |
1.3469 |
1.3604 |
|
| S4 |
1.3299 |
1.3343 |
1.3570 |
|
|
| 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 |
1.3880 |
1.3633 |
0.0247 |
1.8% |
0.0087 |
0.6% |
2% |
False |
True |
78,932 |
| 10 |
1.3934 |
1.3633 |
0.0301 |
2.2% |
0.0078 |
0.6% |
2% |
False |
True |
70,378 |
| 20 |
1.3985 |
1.3633 |
0.0352 |
2.6% |
0.0079 |
0.6% |
2% |
False |
True |
75,569 |
| 40 |
1.3988 |
1.3573 |
0.0415 |
3.0% |
0.0088 |
0.6% |
16% |
False |
False |
86,800 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0092 |
0.7% |
10% |
False |
False |
78,010 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0091 |
0.7% |
10% |
False |
False |
58,546 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0090 |
0.7% |
10% |
False |
False |
46,849 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0091 |
0.7% |
10% |
False |
False |
39,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4295 |
|
2.618 |
1.4089 |
|
1.618 |
1.3963 |
|
1.000 |
1.3885 |
|
0.618 |
1.3837 |
|
HIGH |
1.3759 |
|
0.618 |
1.3711 |
|
0.500 |
1.3696 |
|
0.382 |
1.3681 |
|
LOW |
1.3633 |
|
0.618 |
1.3555 |
|
1.000 |
1.3507 |
|
1.618 |
1.3429 |
|
2.618 |
1.3303 |
|
4.250 |
1.3098 |
|
|
| Fisher Pivots for day following 19-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3696 |
1.3739 |
| PP |
1.3677 |
1.3706 |
| S1 |
1.3658 |
1.3672 |
|