CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3759 |
1.3755 |
-0.0004 |
0.0% |
1.3622 |
| High |
1.3808 |
1.3799 |
-0.0009 |
-0.1% |
1.3783 |
| Low |
1.3744 |
1.3731 |
-0.0013 |
-0.1% |
1.3614 |
| Close |
1.3758 |
1.3779 |
0.0021 |
0.2% |
1.3769 |
| Range |
0.0064 |
0.0068 |
0.0004 |
6.3% |
0.0169 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
90,787 |
67,036 |
-23,751 |
-26.2% |
375,849 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3974 |
1.3944 |
1.3816 |
|
| R3 |
1.3906 |
1.3876 |
1.3798 |
|
| R2 |
1.3838 |
1.3838 |
1.3791 |
|
| R1 |
1.3808 |
1.3808 |
1.3785 |
1.3823 |
| PP |
1.3770 |
1.3770 |
1.3770 |
1.3777 |
| S1 |
1.3740 |
1.3740 |
1.3773 |
1.3755 |
| S2 |
1.3702 |
1.3702 |
1.3767 |
|
| S3 |
1.3634 |
1.3672 |
1.3760 |
|
| S4 |
1.3566 |
1.3604 |
1.3742 |
|
|
| 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 |
1.3808 |
1.3680 |
0.0128 |
0.9% |
0.0071 |
0.5% |
77% |
False |
False |
69,904 |
| 10 |
1.3808 |
1.3602 |
0.0206 |
1.5% |
0.0077 |
0.6% |
86% |
False |
False |
75,942 |
| 20 |
1.3950 |
1.3602 |
0.0348 |
2.5% |
0.0075 |
0.5% |
51% |
False |
False |
72,578 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0084 |
0.6% |
50% |
False |
False |
82,666 |
| 60 |
1.4191 |
1.3573 |
0.0618 |
4.5% |
0.0089 |
0.6% |
33% |
False |
False |
87,737 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
30% |
False |
False |
66,743 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
30% |
False |
False |
53,409 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
30% |
False |
False |
44,518 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4088 |
|
2.618 |
1.3977 |
|
1.618 |
1.3909 |
|
1.000 |
1.3867 |
|
0.618 |
1.3841 |
|
HIGH |
1.3799 |
|
0.618 |
1.3773 |
|
0.500 |
1.3765 |
|
0.382 |
1.3757 |
|
LOW |
1.3731 |
|
0.618 |
1.3689 |
|
1.000 |
1.3663 |
|
1.618 |
1.3621 |
|
2.618 |
1.3553 |
|
4.250 |
1.3442 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3774 |
1.3776 |
| PP |
1.3770 |
1.3773 |
| S1 |
1.3765 |
1.3770 |
|