CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 03-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2021 |
03-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3773 |
1.3840 |
0.0067 |
0.5% |
1.3760 |
| High |
1.3844 |
1.3894 |
0.0050 |
0.4% |
1.3894 |
| Low |
1.3770 |
1.3820 |
0.0050 |
0.4% |
1.3734 |
| Close |
1.3841 |
1.3882 |
0.0041 |
0.3% |
1.3882 |
| Range |
0.0074 |
0.0074 |
0.0000 |
0.0% |
0.0160 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,638 |
4,448 |
2,810 |
171.6% |
11,650 |
|
| Daily Pivots for day following 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4087 |
1.4059 |
1.3923 |
|
| R3 |
1.4013 |
1.3985 |
1.3902 |
|
| R2 |
1.3939 |
1.3939 |
1.3896 |
|
| R1 |
1.3911 |
1.3911 |
1.3889 |
1.3925 |
| PP |
1.3865 |
1.3865 |
1.3865 |
1.3873 |
| S1 |
1.3837 |
1.3837 |
1.3875 |
1.3851 |
| S2 |
1.3791 |
1.3791 |
1.3868 |
|
| S3 |
1.3717 |
1.3763 |
1.3862 |
|
| S4 |
1.3643 |
1.3689 |
1.3841 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4317 |
1.4259 |
1.3970 |
|
| R3 |
1.4157 |
1.4099 |
1.3926 |
|
| R2 |
1.3997 |
1.3997 |
1.3911 |
|
| R1 |
1.3939 |
1.3939 |
1.3897 |
1.3968 |
| PP |
1.3837 |
1.3837 |
1.3837 |
1.3851 |
| S1 |
1.3779 |
1.3779 |
1.3867 |
1.3808 |
| S2 |
1.3677 |
1.3677 |
1.3853 |
|
| S3 |
1.3517 |
1.3619 |
1.3838 |
|
| S4 |
1.3357 |
1.3459 |
1.3794 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3894 |
1.3734 |
0.0160 |
1.2% |
0.0063 |
0.5% |
93% |
True |
False |
2,330 |
| 10 |
1.3894 |
1.3621 |
0.0273 |
2.0% |
0.0073 |
0.5% |
96% |
True |
False |
1,430 |
| 20 |
1.3897 |
1.3606 |
0.0291 |
2.1% |
0.0072 |
0.5% |
95% |
False |
False |
790 |
| 40 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0079 |
0.6% |
75% |
False |
False |
432 |
| 60 |
1.4186 |
1.3576 |
0.0610 |
4.4% |
0.0084 |
0.6% |
50% |
False |
False |
305 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
45% |
False |
False |
234 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
45% |
False |
False |
209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4209 |
|
2.618 |
1.4088 |
|
1.618 |
1.4014 |
|
1.000 |
1.3968 |
|
0.618 |
1.3940 |
|
HIGH |
1.3894 |
|
0.618 |
1.3866 |
|
0.500 |
1.3857 |
|
0.382 |
1.3848 |
|
LOW |
1.3820 |
|
0.618 |
1.3774 |
|
1.000 |
1.3746 |
|
1.618 |
1.3700 |
|
2.618 |
1.3626 |
|
4.250 |
1.3506 |
|
|
| Fisher Pivots for day following 03-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3874 |
1.3859 |
| PP |
1.3865 |
1.3837 |
| S1 |
1.3857 |
1.3814 |
|