CME British Pound Future September 2021


Trading Metrics calculated at close of trading on 27-Aug-2021
Day Change Summary
Previous Current
26-Aug-2021 27-Aug-2021 Change Change % Previous Week
Open 1.3761 1.3698 -0.0063 -0.5% 1.3622
High 1.3769 1.3783 0.0014 0.1% 1.3783
Low 1.3689 1.3680 -0.0009 -0.1% 1.3614
Close 1.3695 1.3769 0.0074 0.5% 1.3769
Range 0.0080 0.0103 0.0023 28.8% 0.0169
ATR 0.0082 0.0083 0.0002 1.9% 0.0000
Volume 61,503 88,112 26,609 43.3% 375,849
Daily Pivots for day following 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.4053 1.4014 1.3826
R3 1.3950 1.3911 1.3797
R2 1.3847 1.3847 1.3788
R1 1.3808 1.3808 1.3778 1.3828
PP 1.3744 1.3744 1.3744 1.3754
S1 1.3705 1.3705 1.3760 1.3725
S2 1.3641 1.3641 1.3750
S3 1.3538 1.3602 1.3741
S4 1.3435 1.3499 1.3712
Weekly Pivots for week ending 27-Aug-2021
Classic Woodie Camarilla DeMark
R4 1.4229 1.4168 1.3862
R3 1.4060 1.3999 1.3815
R2 1.3891 1.3891 1.3800
R1 1.3830 1.3830 1.3784 1.3861
PP 1.3722 1.3722 1.3722 1.3737
S1 1.3661 1.3661 1.3754 1.3692
S2 1.3553 1.3553 1.3738
S3 1.3384 1.3492 1.3723
S4 1.3215 1.3323 1.3676
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3783 1.3614 0.0169 1.2% 0.0086 0.6% 92% True False 75,169
10 1.3880 1.3602 0.0278 2.0% 0.0082 0.6% 60% False False 79,278
20 1.3959 1.3602 0.0357 2.6% 0.0076 0.5% 47% False False 72,243
40 1.3985 1.3573 0.0412 3.0% 0.0088 0.6% 48% False False 85,946
60 1.4202 1.3573 0.0629 4.6% 0.0090 0.7% 31% False False 85,418
80 1.4253 1.3573 0.0680 4.9% 0.0090 0.7% 29% False False 64,249
100 1.4253 1.3573 0.0680 4.9% 0.0089 0.6% 29% False False 51,412
120 1.4253 1.3573 0.0680 4.9% 0.0090 0.7% 29% False False 42,856
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4221
2.618 1.4053
1.618 1.3950
1.000 1.3886
0.618 1.3847
HIGH 1.3783
0.618 1.3744
0.500 1.3732
0.382 1.3719
LOW 1.3680
0.618 1.3616
1.000 1.3577
1.618 1.3513
2.618 1.3410
4.250 1.3242
Fisher Pivots for day following 27-Aug-2021
Pivot 1 day 3 day
R1 1.3757 1.3757
PP 1.3744 1.3744
S1 1.3732 1.3732

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

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