CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3840 |
1.3855 |
0.0015 |
0.1% |
1.3760 |
| High |
1.3894 |
1.3870 |
-0.0024 |
-0.2% |
1.3894 |
| Low |
1.3820 |
1.3770 |
-0.0050 |
-0.4% |
1.3734 |
| Close |
1.3882 |
1.3789 |
-0.0093 |
-0.7% |
1.3882 |
| Range |
0.0074 |
0.0100 |
0.0026 |
35.1% |
0.0160 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
3.5% |
0.0000 |
| Volume |
4,448 |
39,733 |
35,285 |
793.3% |
11,650 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4110 |
1.4049 |
1.3844 |
|
| R3 |
1.4010 |
1.3949 |
1.3817 |
|
| R2 |
1.3910 |
1.3910 |
1.3807 |
|
| R1 |
1.3849 |
1.3849 |
1.3798 |
1.3830 |
| PP |
1.3810 |
1.3810 |
1.3810 |
1.3800 |
| S1 |
1.3749 |
1.3749 |
1.3780 |
1.3730 |
| S2 |
1.3710 |
1.3710 |
1.3771 |
|
| S3 |
1.3610 |
1.3649 |
1.3762 |
|
| S4 |
1.3510 |
1.3549 |
1.3734 |
|
|
| 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% |
0.0075 |
0.5% |
34% |
False |
False |
10,176 |
| 10 |
1.3894 |
1.3682 |
0.0212 |
1.5% |
0.0071 |
0.5% |
50% |
False |
False |
5,362 |
| 20 |
1.3894 |
1.3606 |
0.0288 |
2.1% |
0.0074 |
0.5% |
64% |
False |
False |
2,775 |
| 40 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0080 |
0.6% |
52% |
False |
False |
1,425 |
| 60 |
1.4132 |
1.3576 |
0.0556 |
4.0% |
0.0085 |
0.6% |
38% |
False |
False |
965 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
32% |
False |
False |
731 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
32% |
False |
False |
607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4295 |
|
2.618 |
1.4132 |
|
1.618 |
1.4032 |
|
1.000 |
1.3970 |
|
0.618 |
1.3932 |
|
HIGH |
1.3870 |
|
0.618 |
1.3832 |
|
0.500 |
1.3820 |
|
0.382 |
1.3808 |
|
LOW |
1.3770 |
|
0.618 |
1.3708 |
|
1.000 |
1.3670 |
|
1.618 |
1.3608 |
|
2.618 |
1.3508 |
|
4.250 |
1.3345 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3820 |
1.3832 |
| PP |
1.3810 |
1.3818 |
| S1 |
1.3799 |
1.3803 |
|