CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 13-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2021 |
13-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3841 |
1.3842 |
0.0001 |
0.0% |
1.3859 |
| High |
1.3888 |
1.3888 |
0.0000 |
0.0% |
1.3888 |
| Low |
1.3828 |
1.3798 |
-0.0030 |
-0.2% |
1.3726 |
| Close |
1.3845 |
1.3834 |
-0.0011 |
-0.1% |
1.3845 |
| Range |
0.0060 |
0.0090 |
0.0030 |
50.0% |
0.0162 |
| ATR |
0.0080 |
0.0080 |
0.0001 |
0.9% |
0.0000 |
| Volume |
119,284 |
8,247 |
-111,037 |
-93.1% |
515,352 |
|
| Daily Pivots for day following 13-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4110 |
1.4062 |
1.3884 |
|
| R3 |
1.4020 |
1.3972 |
1.3859 |
|
| R2 |
1.3930 |
1.3930 |
1.3851 |
|
| R1 |
1.3882 |
1.3882 |
1.3842 |
1.3861 |
| PP |
1.3840 |
1.3840 |
1.3840 |
1.3830 |
| S1 |
1.3792 |
1.3792 |
1.3826 |
1.3771 |
| S2 |
1.3750 |
1.3750 |
1.3818 |
|
| S3 |
1.3660 |
1.3702 |
1.3809 |
|
| S4 |
1.3570 |
1.3612 |
1.3785 |
|
|
| Weekly Pivots for week ending 10-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4306 |
1.4237 |
1.3934 |
|
| R3 |
1.4144 |
1.4075 |
1.3890 |
|
| R2 |
1.3982 |
1.3982 |
1.3875 |
|
| R1 |
1.3913 |
1.3913 |
1.3860 |
1.3867 |
| PP |
1.3820 |
1.3820 |
1.3820 |
1.3796 |
| S1 |
1.3751 |
1.3751 |
1.3830 |
1.3705 |
| S2 |
1.3658 |
1.3658 |
1.3815 |
|
| S3 |
1.3496 |
1.3589 |
1.3800 |
|
| S4 |
1.3334 |
1.3427 |
1.3756 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3888 |
1.3726 |
0.0162 |
1.2% |
0.0085 |
0.6% |
67% |
True |
False |
104,719 |
| 10 |
1.3893 |
1.3726 |
0.0167 |
1.2% |
0.0075 |
0.5% |
65% |
False |
False |
86,591 |
| 20 |
1.3893 |
1.3602 |
0.0291 |
2.1% |
0.0078 |
0.6% |
80% |
False |
False |
82,934 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0082 |
0.6% |
63% |
False |
False |
82,815 |
| 60 |
1.4004 |
1.3573 |
0.0431 |
3.1% |
0.0087 |
0.6% |
61% |
False |
False |
86,945 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
38% |
False |
False |
75,059 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
38% |
False |
False |
60,066 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
38% |
False |
False |
50,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4271 |
|
2.618 |
1.4124 |
|
1.618 |
1.4034 |
|
1.000 |
1.3978 |
|
0.618 |
1.3944 |
|
HIGH |
1.3888 |
|
0.618 |
1.3854 |
|
0.500 |
1.3843 |
|
0.382 |
1.3832 |
|
LOW |
1.3798 |
|
0.618 |
1.3742 |
|
1.000 |
1.3708 |
|
1.618 |
1.3652 |
|
2.618 |
1.3562 |
|
4.250 |
1.3416 |
|
|
| Fisher Pivots for day following 13-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3843 |
1.3830 |
| PP |
1.3840 |
1.3825 |
| S1 |
1.3837 |
1.3821 |
|