CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3728 |
1.3764 |
0.0036 |
0.3% |
1.3872 |
| High |
1.3769 |
1.3769 |
0.0000 |
0.0% |
1.3881 |
| Low |
1.3701 |
1.3693 |
-0.0008 |
-0.1% |
1.3606 |
| Close |
1.3764 |
1.3697 |
-0.0067 |
-0.5% |
1.3625 |
| Range |
0.0068 |
0.0076 |
0.0008 |
11.8% |
0.0275 |
| ATR |
0.0079 |
0.0079 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
138 |
237 |
99 |
71.7% |
1,198 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3948 |
1.3898 |
1.3739 |
|
| R3 |
1.3872 |
1.3822 |
1.3718 |
|
| R2 |
1.3796 |
1.3796 |
1.3711 |
|
| R1 |
1.3746 |
1.3746 |
1.3704 |
1.3733 |
| PP |
1.3720 |
1.3720 |
1.3720 |
1.3713 |
| S1 |
1.3670 |
1.3670 |
1.3690 |
1.3657 |
| S2 |
1.3644 |
1.3644 |
1.3683 |
|
| S3 |
1.3568 |
1.3594 |
1.3676 |
|
| S4 |
1.3492 |
1.3518 |
1.3655 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4529 |
1.4352 |
1.3776 |
|
| R3 |
1.4254 |
1.4077 |
1.3701 |
|
| R2 |
1.3979 |
1.3979 |
1.3675 |
|
| R1 |
1.3802 |
1.3802 |
1.3650 |
1.3753 |
| PP |
1.3704 |
1.3704 |
1.3704 |
1.3680 |
| S1 |
1.3527 |
1.3527 |
1.3600 |
1.3478 |
| S2 |
1.3429 |
1.3429 |
1.3575 |
|
| S3 |
1.3154 |
1.3252 |
1.3549 |
|
| S4 |
1.2879 |
1.2977 |
1.3474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3769 |
1.3606 |
0.0163 |
1.2% |
0.0069 |
0.5% |
56% |
True |
False |
330 |
| 10 |
1.3881 |
1.3606 |
0.0275 |
2.0% |
0.0075 |
0.6% |
33% |
False |
False |
267 |
| 20 |
1.3986 |
1.3606 |
0.0380 |
2.8% |
0.0072 |
0.5% |
24% |
False |
False |
168 |
| 40 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0084 |
0.6% |
30% |
False |
False |
116 |
| 60 |
1.4203 |
1.3576 |
0.0627 |
4.6% |
0.0086 |
0.6% |
19% |
False |
False |
92 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
18% |
False |
False |
77 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
18% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4092 |
|
2.618 |
1.3968 |
|
1.618 |
1.3892 |
|
1.000 |
1.3845 |
|
0.618 |
1.3816 |
|
HIGH |
1.3769 |
|
0.618 |
1.3740 |
|
0.500 |
1.3731 |
|
0.382 |
1.3722 |
|
LOW |
1.3693 |
|
0.618 |
1.3646 |
|
1.000 |
1.3617 |
|
1.618 |
1.3570 |
|
2.618 |
1.3494 |
|
4.250 |
1.3370 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3731 |
1.3731 |
| PP |
1.3720 |
1.3720 |
| S1 |
1.3708 |
1.3708 |
|