CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 05-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2021 |
05-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3910 |
1.3887 |
-0.0023 |
-0.2% |
1.3878 |
| High |
1.3914 |
1.3928 |
0.0014 |
0.1% |
1.3979 |
| Low |
1.3839 |
1.3877 |
0.0038 |
0.3% |
1.3803 |
| Close |
1.3893 |
1.3910 |
0.0017 |
0.1% |
1.3811 |
| Range |
0.0075 |
0.0051 |
-0.0024 |
-32.0% |
0.0176 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
92,883 |
69,099 |
-23,784 |
-25.6% |
403,422 |
|
| Daily Pivots for day following 05-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4058 |
1.4035 |
1.3938 |
|
| R3 |
1.4007 |
1.3984 |
1.3924 |
|
| R2 |
1.3956 |
1.3956 |
1.3919 |
|
| R1 |
1.3933 |
1.3933 |
1.3915 |
1.3945 |
| PP |
1.3905 |
1.3905 |
1.3905 |
1.3911 |
| S1 |
1.3882 |
1.3882 |
1.3905 |
1.3894 |
| S2 |
1.3854 |
1.3854 |
1.3901 |
|
| S3 |
1.3803 |
1.3831 |
1.3896 |
|
| S4 |
1.3752 |
1.3780 |
1.3882 |
|
|
| Weekly Pivots for week ending 30-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4392 |
1.4278 |
1.3908 |
|
| R3 |
1.4216 |
1.4102 |
1.3859 |
|
| R2 |
1.4040 |
1.4040 |
1.3843 |
|
| R1 |
1.3926 |
1.3926 |
1.3827 |
1.3895 |
| PP |
1.3864 |
1.3864 |
1.3864 |
1.3849 |
| S1 |
1.3750 |
1.3750 |
1.3795 |
1.3719 |
| S2 |
1.3688 |
1.3688 |
1.3779 |
|
| S3 |
1.3512 |
1.3574 |
1.3763 |
|
| S4 |
1.3336 |
1.3398 |
1.3714 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3979 |
1.3801 |
0.0178 |
1.3% |
0.0092 |
0.7% |
61% |
False |
False |
88,418 |
| 10 |
1.3979 |
1.3801 |
0.0178 |
1.3% |
0.0087 |
0.6% |
61% |
False |
False |
80,018 |
| 20 |
1.4012 |
1.3671 |
0.0341 |
2.5% |
0.0089 |
0.6% |
70% |
False |
False |
77,166 |
| 40 |
1.4012 |
1.3671 |
0.0341 |
2.5% |
0.0094 |
0.7% |
70% |
False |
False |
78,472 |
| 60 |
1.4248 |
1.3671 |
0.0577 |
4.1% |
0.0097 |
0.7% |
41% |
False |
False |
53,920 |
| 80 |
1.4248 |
1.3465 |
0.0783 |
5.6% |
0.0097 |
0.7% |
57% |
False |
False |
40,528 |
| 100 |
1.4248 |
1.3166 |
0.1082 |
7.8% |
0.0105 |
0.8% |
69% |
False |
False |
32,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4145 |
|
2.618 |
1.4062 |
|
1.618 |
1.4011 |
|
1.000 |
1.3979 |
|
0.618 |
1.3960 |
|
HIGH |
1.3928 |
|
0.618 |
1.3909 |
|
0.500 |
1.3903 |
|
0.382 |
1.3896 |
|
LOW |
1.3877 |
|
0.618 |
1.3845 |
|
1.000 |
1.3826 |
|
1.618 |
1.3794 |
|
2.618 |
1.3743 |
|
4.250 |
1.3660 |
|
|
| Fisher Pivots for day following 05-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3908 |
1.3896 |
| PP |
1.3905 |
1.3882 |
| S1 |
1.3903 |
1.3868 |
|