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 |
|
|
|
| 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 |
|