CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 12-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2021 |
12-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4120 |
1.4148 |
0.0028 |
0.2% |
1.3816 |
| High |
1.4167 |
1.4154 |
-0.0013 |
-0.1% |
1.4007 |
| Low |
1.4104 |
1.4050 |
-0.0054 |
-0.4% |
1.3801 |
| Close |
1.4158 |
1.4061 |
-0.0097 |
-0.7% |
1.3997 |
| Range |
0.0063 |
0.0104 |
0.0041 |
65.1% |
0.0206 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
0.9% |
0.0000 |
| Volume |
93,385 |
110,130 |
16,745 |
17.9% |
476,975 |
|
| Daily Pivots for day following 12-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4400 |
1.4335 |
1.4118 |
|
| R3 |
1.4296 |
1.4231 |
1.4090 |
|
| R2 |
1.4192 |
1.4192 |
1.4080 |
|
| R1 |
1.4127 |
1.4127 |
1.4071 |
1.4108 |
| PP |
1.4088 |
1.4088 |
1.4088 |
1.4079 |
| S1 |
1.4023 |
1.4023 |
1.4051 |
1.4004 |
| S2 |
1.3984 |
1.3984 |
1.4042 |
|
| S3 |
1.3880 |
1.3919 |
1.4032 |
|
| S4 |
1.3776 |
1.3815 |
1.4004 |
|
|
| Weekly Pivots for week ending 07-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4553 |
1.4481 |
1.4110 |
|
| R3 |
1.4347 |
1.4275 |
1.4054 |
|
| R2 |
1.4141 |
1.4141 |
1.4035 |
|
| R1 |
1.4069 |
1.4069 |
1.4016 |
1.4105 |
| PP |
1.3935 |
1.3935 |
1.3935 |
1.3953 |
| S1 |
1.3863 |
1.3863 |
1.3978 |
1.3899 |
| S2 |
1.3729 |
1.3729 |
1.3959 |
|
| S3 |
1.3523 |
1.3657 |
1.3940 |
|
| S4 |
1.3317 |
1.3451 |
1.3884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4167 |
1.3858 |
0.0309 |
2.2% |
0.0106 |
0.8% |
66% |
False |
False |
114,938 |
| 10 |
1.4167 |
1.3801 |
0.0366 |
2.6% |
0.0099 |
0.7% |
71% |
False |
False |
101,678 |
| 20 |
1.4167 |
1.3718 |
0.0449 |
3.2% |
0.0096 |
0.7% |
76% |
False |
False |
88,504 |
| 40 |
1.4167 |
1.3671 |
0.0496 |
3.5% |
0.0094 |
0.7% |
79% |
False |
False |
82,677 |
| 60 |
1.4248 |
1.3671 |
0.0577 |
4.1% |
0.0100 |
0.7% |
68% |
False |
False |
63,474 |
| 80 |
1.4248 |
1.3531 |
0.0717 |
5.1% |
0.0097 |
0.7% |
74% |
False |
False |
47,681 |
| 100 |
1.4248 |
1.3207 |
0.1041 |
7.4% |
0.0104 |
0.7% |
82% |
False |
False |
38,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4596 |
|
2.618 |
1.4426 |
|
1.618 |
1.4322 |
|
1.000 |
1.4258 |
|
0.618 |
1.4218 |
|
HIGH |
1.4154 |
|
0.618 |
1.4114 |
|
0.500 |
1.4102 |
|
0.382 |
1.4090 |
|
LOW |
1.4050 |
|
0.618 |
1.3986 |
|
1.000 |
1.3946 |
|
1.618 |
1.3882 |
|
2.618 |
1.3778 |
|
4.250 |
1.3608 |
|
|
| Fisher Pivots for day following 12-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4102 |
1.4083 |
| PP |
1.4088 |
1.4076 |
| S1 |
1.4075 |
1.4068 |
|