CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3760 |
1.3673 |
-0.0087 |
-0.6% |
1.3900 |
| High |
1.3760 |
1.3691 |
-0.0069 |
-0.5% |
1.3913 |
| Low |
1.3662 |
1.3576 |
-0.0086 |
-0.6% |
1.3767 |
| Close |
1.3662 |
1.3629 |
-0.0033 |
-0.2% |
1.3772 |
| Range |
0.0098 |
0.0115 |
0.0017 |
17.3% |
0.0146 |
| ATR |
0.0093 |
0.0094 |
0.0002 |
1.7% |
0.0000 |
| Volume |
137 |
96 |
-41 |
-29.9% |
212 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3977 |
1.3918 |
1.3692 |
|
| R3 |
1.3862 |
1.3803 |
1.3661 |
|
| R2 |
1.3747 |
1.3747 |
1.3650 |
|
| R1 |
1.3688 |
1.3688 |
1.3640 |
1.3660 |
| PP |
1.3632 |
1.3632 |
1.3632 |
1.3618 |
| S1 |
1.3573 |
1.3573 |
1.3618 |
1.3545 |
| S2 |
1.3517 |
1.3517 |
1.3608 |
|
| S3 |
1.3402 |
1.3458 |
1.3597 |
|
| S4 |
1.3287 |
1.3343 |
1.3566 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4255 |
1.4160 |
1.3852 |
|
| R3 |
1.4109 |
1.4014 |
1.3812 |
|
| R2 |
1.3963 |
1.3963 |
1.3799 |
|
| R1 |
1.3868 |
1.3868 |
1.3785 |
1.3843 |
| PP |
1.3817 |
1.3817 |
1.3817 |
1.3805 |
| S1 |
1.3722 |
1.3722 |
1.3759 |
1.3697 |
| S2 |
1.3671 |
1.3671 |
1.3745 |
|
| S3 |
1.3525 |
1.3576 |
1.3732 |
|
| S4 |
1.3379 |
1.3430 |
1.3692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3902 |
1.3576 |
0.0326 |
2.4% |
0.0098 |
0.7% |
16% |
False |
True |
70 |
| 10 |
1.3913 |
1.3576 |
0.0337 |
2.5% |
0.0095 |
0.7% |
16% |
False |
True |
54 |
| 20 |
1.4001 |
1.3576 |
0.0425 |
3.1% |
0.0089 |
0.7% |
12% |
False |
True |
45 |
| 40 |
1.4251 |
1.3576 |
0.0675 |
5.0% |
0.0091 |
0.7% |
8% |
False |
True |
44 |
| 60 |
1.4251 |
1.3576 |
0.0675 |
5.0% |
0.0086 |
0.6% |
8% |
False |
True |
38 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
5.0% |
0.0086 |
0.6% |
8% |
False |
True |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4180 |
|
2.618 |
1.3992 |
|
1.618 |
1.3877 |
|
1.000 |
1.3806 |
|
0.618 |
1.3762 |
|
HIGH |
1.3691 |
|
0.618 |
1.3647 |
|
0.500 |
1.3634 |
|
0.382 |
1.3620 |
|
LOW |
1.3576 |
|
0.618 |
1.3505 |
|
1.000 |
1.3461 |
|
1.618 |
1.3390 |
|
2.618 |
1.3275 |
|
4.250 |
1.3087 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3634 |
1.3721 |
| PP |
1.3632 |
1.3690 |
| S1 |
1.3631 |
1.3660 |
|