CME British Pound Future September 2021


Trading Metrics calculated at close of trading on 02-Sep-2021
Day Change Summary
Previous Current
01-Sep-2021 02-Sep-2021 Change Change % Previous Week
Open 1.3755 1.3771 0.0016 0.1% 1.3622
High 1.3799 1.3841 0.0042 0.3% 1.3783
Low 1.3731 1.3768 0.0037 0.3% 1.3614
Close 1.3779 1.3839 0.0060 0.4% 1.3769
Range 0.0068 0.0073 0.0005 7.4% 0.0169
ATR 0.0078 0.0078 0.0000 -0.5% 0.0000
Volume 67,036 67,346 310 0.5% 375,849
Daily Pivots for day following 02-Sep-2021
Classic Woodie Camarilla DeMark
R4 1.4035 1.4010 1.3879
R3 1.3962 1.3937 1.3859
R2 1.3889 1.3889 1.3852
R1 1.3864 1.3864 1.3846 1.3877
PP 1.3816 1.3816 1.3816 1.3822
S1 1.3791 1.3791 1.3832 1.3804
S2 1.3743 1.3743 1.3826
S3 1.3670 1.3718 1.3819
S4 1.3597 1.3645 1.3799
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 1.3841 1.3680 0.0161 1.2% 0.0070 0.5% 99% True False 71,073
10 1.3841 1.3602 0.0239 1.7% 0.0072 0.5% 99% True False 72,408
20 1.3934 1.3602 0.0332 2.4% 0.0075 0.5% 71% False False 71,393
40 1.3985 1.3573 0.0412 3.0% 0.0085 0.6% 65% False False 81,876
60 1.4187 1.3573 0.0614 4.4% 0.0089 0.6% 43% False False 87,512
80 1.4253 1.3573 0.0680 4.9% 0.0088 0.6% 39% False False 67,585
100 1.4253 1.3573 0.0680 4.9% 0.0088 0.6% 39% False False 54,083
120 1.4253 1.3573 0.0680 4.9% 0.0089 0.6% 39% False False 45,079
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4151
2.618 1.4032
1.618 1.3959
1.000 1.3914
0.618 1.3886
HIGH 1.3841
0.618 1.3813
0.500 1.3805
0.382 1.3796
LOW 1.3768
0.618 1.3723
1.000 1.3695
1.618 1.3650
2.618 1.3577
4.250 1.3458
Fisher Pivots for day following 02-Sep-2021
Pivot 1 day 3 day
R1 1.3828 1.3821
PP 1.3816 1.3804
S1 1.3805 1.3786

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

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