CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 09-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2021 |
09-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3789 |
1.3775 |
-0.0014 |
-0.1% |
1.3753 |
| High |
1.3791 |
1.3862 |
0.0071 |
0.5% |
1.3893 |
| Low |
1.3726 |
1.3754 |
0.0028 |
0.2% |
1.3731 |
| Close |
1.3780 |
1.3838 |
0.0058 |
0.4% |
1.3880 |
| Range |
0.0065 |
0.0108 |
0.0043 |
66.2% |
0.0162 |
| ATR |
0.0079 |
0.0081 |
0.0002 |
2.6% |
0.0000 |
| Volume |
147,382 |
119,284 |
-28,098 |
-19.1% |
342,312 |
|
| Daily Pivots for day following 09-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4142 |
1.4098 |
1.3897 |
|
| R3 |
1.4034 |
1.3990 |
1.3868 |
|
| R2 |
1.3926 |
1.3926 |
1.3858 |
|
| R1 |
1.3882 |
1.3882 |
1.3848 |
1.3904 |
| PP |
1.3818 |
1.3818 |
1.3818 |
1.3829 |
| S1 |
1.3774 |
1.3774 |
1.3828 |
1.3796 |
| S2 |
1.3710 |
1.3710 |
1.3818 |
|
| S3 |
1.3602 |
1.3666 |
1.3808 |
|
| S4 |
1.3494 |
1.3558 |
1.3779 |
|
|
| 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 |
1.3726 |
0.0167 |
1.2% |
0.0084 |
0.6% |
67% |
False |
False |
107,694 |
| 10 |
1.3893 |
1.3680 |
0.0213 |
1.5% |
0.0078 |
0.6% |
74% |
False |
False |
88,799 |
| 20 |
1.3893 |
1.3602 |
0.0291 |
2.1% |
0.0079 |
0.6% |
81% |
False |
False |
82,585 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0083 |
0.6% |
64% |
False |
False |
84,850 |
| 60 |
1.4135 |
1.3573 |
0.0562 |
4.1% |
0.0089 |
0.6% |
47% |
False |
False |
88,974 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
39% |
False |
False |
73,468 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
39% |
False |
False |
58,791 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
39% |
False |
False |
49,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4321 |
|
2.618 |
1.4145 |
|
1.618 |
1.4037 |
|
1.000 |
1.3970 |
|
0.618 |
1.3929 |
|
HIGH |
1.3862 |
|
0.618 |
1.3821 |
|
0.500 |
1.3808 |
|
0.382 |
1.3795 |
|
LOW |
1.3754 |
|
0.618 |
1.3687 |
|
1.000 |
1.3646 |
|
1.618 |
1.3579 |
|
2.618 |
1.3471 |
|
4.250 |
1.3295 |
|
|
| Fisher Pivots for day following 09-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3828 |
1.3825 |
| PP |
1.3818 |
1.3811 |
| S1 |
1.3808 |
1.3798 |
|