CME British Pound Future September 2021


Trading Metrics calculated at close of trading on 24-Jun-2021
Day Change Summary
Previous Current
23-Jun-2021 24-Jun-2021 Change Change % Previous Week
Open 1.3949 1.3965 0.0016 0.1% 1.4112
High 1.4004 1.3988 -0.0016 -0.1% 1.4135
Low 1.3926 1.3891 -0.0035 -0.3% 1.3792
Close 1.3965 1.3930 -0.0035 -0.3% 1.3820
Range 0.0078 0.0097 0.0019 24.4% 0.0343
ATR 0.0100 0.0100 0.0000 -0.2% 0.0000
Volume 81,941 91,911 9,970 12.2% 540,789
Daily Pivots for day following 24-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.4227 1.4176 1.3983
R3 1.4130 1.4079 1.3957
R2 1.4033 1.4033 1.3948
R1 1.3982 1.3982 1.3939 1.3959
PP 1.3936 1.3936 1.3936 1.3925
S1 1.3885 1.3885 1.3921 1.3862
S2 1.3839 1.3839 1.3912
S3 1.3742 1.3788 1.3903
S4 1.3645 1.3691 1.3877
Weekly Pivots for week ending 18-Jun-2021
Classic Woodie Camarilla DeMark
R4 1.4945 1.4725 1.4009
R3 1.4602 1.4382 1.3914
R2 1.4259 1.4259 1.3883
R1 1.4039 1.4039 1.3851 1.3978
PP 1.3916 1.3916 1.3916 1.3885
S1 1.3696 1.3696 1.3789 1.3635
S2 1.3573 1.3573 1.3757
S3 1.3230 1.3353 1.3726
S4 1.2887 1.3010 1.3631
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4004 1.3788 0.0216 1.6% 0.0117 0.8% 66% False False 102,777
10 1.4187 1.3788 0.0399 2.9% 0.0109 0.8% 36% False False 102,168
20 1.4253 1.3788 0.0465 3.3% 0.0101 0.7% 31% False False 65,001
40 1.4253 1.3788 0.0465 3.3% 0.0094 0.7% 31% False False 32,589
60 1.4253 1.3677 0.0576 4.1% 0.0092 0.7% 44% False False 21,746
80 1.4253 1.3677 0.0576 4.1% 0.0092 0.7% 44% False False 16,323
100 1.4253 1.3585 0.0668 4.8% 0.0091 0.7% 52% False False 13,059
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4400
2.618 1.4242
1.618 1.4145
1.000 1.4085
0.618 1.4048
HIGH 1.3988
0.618 1.3951
0.500 1.3940
0.382 1.3928
LOW 1.3891
0.618 1.3831
1.000 1.3794
1.618 1.3734
2.618 1.3637
4.250 1.3479
Fisher Pivots for day following 24-Jun-2021
Pivot 1 day 3 day
R1 1.3940 1.3934
PP 1.3936 1.3932
S1 1.3933 1.3931

These figures are updated between 7pm and 10pm EST after a trading day.

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