CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 30-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2021 |
30-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3698 |
1.3753 |
0.0055 |
0.4% |
1.3622 |
| High |
1.3783 |
1.3776 |
-0.0007 |
-0.1% |
1.3783 |
| Low |
1.3680 |
1.3734 |
0.0054 |
0.4% |
1.3614 |
| Close |
1.3769 |
1.3768 |
-0.0001 |
0.0% |
1.3769 |
| Range |
0.0103 |
0.0042 |
-0.0061 |
-59.2% |
0.0169 |
| ATR |
0.0083 |
0.0080 |
-0.0003 |
-3.5% |
0.0000 |
| Volume |
88,112 |
42,084 |
-46,028 |
-52.2% |
375,849 |
|
| Daily Pivots for day following 30-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3885 |
1.3869 |
1.3791 |
|
| R3 |
1.3843 |
1.3827 |
1.3780 |
|
| R2 |
1.3801 |
1.3801 |
1.3776 |
|
| R1 |
1.3785 |
1.3785 |
1.3772 |
1.3793 |
| PP |
1.3759 |
1.3759 |
1.3759 |
1.3764 |
| S1 |
1.3743 |
1.3743 |
1.3764 |
1.3751 |
| S2 |
1.3717 |
1.3717 |
1.3760 |
|
| S3 |
1.3675 |
1.3701 |
1.3756 |
|
| S4 |
1.3633 |
1.3659 |
1.3745 |
|
|
| 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 |
1.3680 |
0.0103 |
0.7% |
0.0070 |
0.5% |
85% |
False |
False |
65,785 |
| 10 |
1.3845 |
1.3602 |
0.0243 |
1.8% |
0.0081 |
0.6% |
68% |
False |
False |
76,936 |
| 20 |
1.3959 |
1.3602 |
0.0357 |
2.6% |
0.0075 |
0.5% |
46% |
False |
False |
70,924 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0086 |
0.6% |
47% |
False |
False |
84,760 |
| 60 |
1.4193 |
1.3573 |
0.0620 |
4.5% |
0.0089 |
0.6% |
31% |
False |
False |
86,065 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.7% |
29% |
False |
False |
64,774 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
29% |
False |
False |
51,833 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
29% |
False |
False |
43,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3955 |
|
2.618 |
1.3886 |
|
1.618 |
1.3844 |
|
1.000 |
1.3818 |
|
0.618 |
1.3802 |
|
HIGH |
1.3776 |
|
0.618 |
1.3760 |
|
0.500 |
1.3755 |
|
0.382 |
1.3750 |
|
LOW |
1.3734 |
|
0.618 |
1.3708 |
|
1.000 |
1.3692 |
|
1.618 |
1.3666 |
|
2.618 |
1.3624 |
|
4.250 |
1.3556 |
|
|
| Fisher Pivots for day following 30-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3764 |
1.3756 |
| PP |
1.3759 |
1.3744 |
| S1 |
1.3755 |
1.3732 |
|