CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3764 |
1.3691 |
-0.0073 |
-0.5% |
1.3621 |
| High |
1.3769 |
1.3782 |
0.0013 |
0.1% |
1.3782 |
| Low |
1.3693 |
1.3682 |
-0.0011 |
-0.1% |
1.3621 |
| Close |
1.3697 |
1.3771 |
0.0074 |
0.5% |
1.3771 |
| Range |
0.0076 |
0.0100 |
0.0024 |
31.6% |
0.0161 |
| ATR |
0.0079 |
0.0080 |
0.0002 |
1.9% |
0.0000 |
| Volume |
237 |
1,274 |
1,037 |
437.6% |
2,656 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4045 |
1.4008 |
1.3826 |
|
| R3 |
1.3945 |
1.3908 |
1.3799 |
|
| R2 |
1.3845 |
1.3845 |
1.3789 |
|
| R1 |
1.3808 |
1.3808 |
1.3780 |
1.3827 |
| PP |
1.3745 |
1.3745 |
1.3745 |
1.3754 |
| S1 |
1.3708 |
1.3708 |
1.3762 |
1.3727 |
| S2 |
1.3645 |
1.3645 |
1.3753 |
|
| S3 |
1.3545 |
1.3608 |
1.3744 |
|
| S4 |
1.3445 |
1.3508 |
1.3716 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4208 |
1.4150 |
1.3860 |
|
| R3 |
1.4047 |
1.3989 |
1.3815 |
|
| R2 |
1.3886 |
1.3886 |
1.3801 |
|
| R1 |
1.3828 |
1.3828 |
1.3786 |
1.3857 |
| PP |
1.3725 |
1.3725 |
1.3725 |
1.3739 |
| S1 |
1.3667 |
1.3667 |
1.3756 |
1.3696 |
| S2 |
1.3564 |
1.3564 |
1.3741 |
|
| S3 |
1.3403 |
1.3506 |
1.3727 |
|
| S4 |
1.3242 |
1.3345 |
1.3682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3782 |
1.3621 |
0.0161 |
1.2% |
0.0082 |
0.6% |
93% |
True |
False |
531 |
| 10 |
1.3881 |
1.3606 |
0.0275 |
2.0% |
0.0077 |
0.6% |
60% |
False |
False |
385 |
| 20 |
1.3960 |
1.3606 |
0.0354 |
2.6% |
0.0072 |
0.5% |
47% |
False |
False |
229 |
| 40 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0084 |
0.6% |
48% |
False |
False |
147 |
| 60 |
1.4201 |
1.3576 |
0.0625 |
4.5% |
0.0086 |
0.6% |
31% |
False |
False |
113 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0085 |
0.6% |
29% |
False |
False |
93 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
29% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4207 |
|
2.618 |
1.4044 |
|
1.618 |
1.3944 |
|
1.000 |
1.3882 |
|
0.618 |
1.3844 |
|
HIGH |
1.3782 |
|
0.618 |
1.3744 |
|
0.500 |
1.3732 |
|
0.382 |
1.3720 |
|
LOW |
1.3682 |
|
0.618 |
1.3620 |
|
1.000 |
1.3582 |
|
1.618 |
1.3520 |
|
2.618 |
1.3420 |
|
4.250 |
1.3257 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3758 |
1.3758 |
| PP |
1.3745 |
1.3745 |
| S1 |
1.3732 |
1.3732 |
|