CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 31-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3760 |
1.3762 |
0.0002 |
0.0% |
1.3621 |
| High |
1.3777 |
1.3809 |
0.0032 |
0.2% |
1.3782 |
| Low |
1.3737 |
1.3746 |
0.0009 |
0.1% |
1.3621 |
| Close |
1.3770 |
1.3760 |
-0.0010 |
-0.1% |
1.3771 |
| Range |
0.0040 |
0.0063 |
0.0023 |
57.5% |
0.0161 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
501 |
3,783 |
3,282 |
655.1% |
2,656 |
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3961 |
1.3923 |
1.3795 |
|
| R3 |
1.3898 |
1.3860 |
1.3777 |
|
| R2 |
1.3835 |
1.3835 |
1.3772 |
|
| R1 |
1.3797 |
1.3797 |
1.3766 |
1.3785 |
| PP |
1.3772 |
1.3772 |
1.3772 |
1.3765 |
| S1 |
1.3734 |
1.3734 |
1.3754 |
1.3722 |
| S2 |
1.3709 |
1.3709 |
1.3748 |
|
| S3 |
1.3646 |
1.3671 |
1.3743 |
|
| S4 |
1.3583 |
1.3608 |
1.3725 |
|
|
| 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 |
1.3809 |
1.3682 |
0.0127 |
0.9% |
0.0069 |
0.5% |
61% |
True |
False |
1,186 |
| 10 |
1.3809 |
1.3606 |
0.0203 |
1.5% |
0.0071 |
0.5% |
76% |
True |
False |
759 |
| 20 |
1.3960 |
1.3606 |
0.0354 |
2.6% |
0.0072 |
0.5% |
44% |
False |
False |
437 |
| 40 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0081 |
0.6% |
45% |
False |
False |
251 |
| 60 |
1.4189 |
1.3576 |
0.0613 |
4.5% |
0.0084 |
0.6% |
30% |
False |
False |
183 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
27% |
False |
False |
146 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
27% |
False |
False |
137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4077 |
|
2.618 |
1.3974 |
|
1.618 |
1.3911 |
|
1.000 |
1.3872 |
|
0.618 |
1.3848 |
|
HIGH |
1.3809 |
|
0.618 |
1.3785 |
|
0.500 |
1.3778 |
|
0.382 |
1.3770 |
|
LOW |
1.3746 |
|
0.618 |
1.3707 |
|
1.000 |
1.3683 |
|
1.618 |
1.3644 |
|
2.618 |
1.3581 |
|
4.250 |
1.3478 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3778 |
1.3755 |
| PP |
1.3772 |
1.3750 |
| S1 |
1.3766 |
1.3746 |
|