CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3771 |
1.3836 |
0.0065 |
0.5% |
1.3753 |
| High |
1.3841 |
1.3893 |
0.0052 |
0.4% |
1.3893 |
| Low |
1.3768 |
1.3818 |
0.0050 |
0.4% |
1.3731 |
| Close |
1.3839 |
1.3880 |
0.0041 |
0.3% |
1.3880 |
| Range |
0.0073 |
0.0075 |
0.0002 |
2.7% |
0.0162 |
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
67,346 |
75,059 |
7,713 |
11.5% |
342,312 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4089 |
1.4059 |
1.3921 |
|
| R3 |
1.4014 |
1.3984 |
1.3901 |
|
| R2 |
1.3939 |
1.3939 |
1.3894 |
|
| R1 |
1.3909 |
1.3909 |
1.3887 |
1.3924 |
| PP |
1.3864 |
1.3864 |
1.3864 |
1.3871 |
| S1 |
1.3834 |
1.3834 |
1.3873 |
1.3849 |
| S2 |
1.3789 |
1.3789 |
1.3866 |
|
| S3 |
1.3714 |
1.3759 |
1.3859 |
|
| S4 |
1.3639 |
1.3684 |
1.3839 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4321 |
1.4262 |
1.3969 |
|
| R3 |
1.4159 |
1.4100 |
1.3925 |
|
| R2 |
1.3997 |
1.3997 |
1.3910 |
|
| R1 |
1.3938 |
1.3938 |
1.3895 |
1.3968 |
| PP |
1.3835 |
1.3835 |
1.3835 |
1.3849 |
| S1 |
1.3776 |
1.3776 |
1.3865 |
1.3806 |
| S2 |
1.3673 |
1.3673 |
1.3850 |
|
| S3 |
1.3511 |
1.3614 |
1.3835 |
|
| S4 |
1.3349 |
1.3452 |
1.3791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3893 |
1.3731 |
0.0162 |
1.2% |
0.0064 |
0.5% |
92% |
True |
False |
68,462 |
| 10 |
1.3893 |
1.3614 |
0.0279 |
2.0% |
0.0075 |
0.5% |
95% |
True |
False |
71,816 |
| 20 |
1.3895 |
1.3602 |
0.0293 |
2.1% |
0.0075 |
0.5% |
95% |
False |
False |
72,129 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0083 |
0.6% |
75% |
False |
False |
80,979 |
| 60 |
1.4187 |
1.3573 |
0.0614 |
4.4% |
0.0088 |
0.6% |
50% |
False |
False |
86,682 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
45% |
False |
False |
68,522 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
45% |
False |
False |
54,833 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
45% |
False |
False |
45,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4212 |
|
2.618 |
1.4089 |
|
1.618 |
1.4014 |
|
1.000 |
1.3968 |
|
0.618 |
1.3939 |
|
HIGH |
1.3893 |
|
0.618 |
1.3864 |
|
0.500 |
1.3856 |
|
0.382 |
1.3847 |
|
LOW |
1.3818 |
|
0.618 |
1.3772 |
|
1.000 |
1.3743 |
|
1.618 |
1.3697 |
|
2.618 |
1.3622 |
|
4.250 |
1.3499 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3872 |
1.3857 |
| PP |
1.3864 |
1.3835 |
| S1 |
1.3856 |
1.3812 |
|