CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 14-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2021 |
14-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4057 |
1.4052 |
-0.0005 |
0.0% |
1.3999 |
| High |
1.4078 |
1.4111 |
0.0033 |
0.2% |
1.4167 |
| Low |
1.4006 |
1.4036 |
0.0030 |
0.2% |
1.3999 |
| Close |
1.4044 |
1.4101 |
0.0057 |
0.4% |
1.4101 |
| Range |
0.0072 |
0.0075 |
0.0003 |
4.2% |
0.0168 |
| ATR |
0.0095 |
0.0093 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
90,216 |
71,428 |
-18,788 |
-20.8% |
493,792 |
|
| Daily Pivots for day following 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4308 |
1.4279 |
1.4142 |
|
| R3 |
1.4233 |
1.4204 |
1.4122 |
|
| R2 |
1.4158 |
1.4158 |
1.4115 |
|
| R1 |
1.4129 |
1.4129 |
1.4108 |
1.4144 |
| PP |
1.4083 |
1.4083 |
1.4083 |
1.4090 |
| S1 |
1.4054 |
1.4054 |
1.4094 |
1.4069 |
| S2 |
1.4008 |
1.4008 |
1.4087 |
|
| S3 |
1.3933 |
1.3979 |
1.4080 |
|
| S4 |
1.3858 |
1.3904 |
1.4060 |
|
|
| Weekly Pivots for week ending 14-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4593 |
1.4515 |
1.4193 |
|
| R3 |
1.4425 |
1.4347 |
1.4147 |
|
| R2 |
1.4257 |
1.4257 |
1.4132 |
|
| R1 |
1.4179 |
1.4179 |
1.4116 |
1.4218 |
| PP |
1.4089 |
1.4089 |
1.4089 |
1.4109 |
| S1 |
1.4011 |
1.4011 |
1.4086 |
1.4050 |
| S2 |
1.3921 |
1.3921 |
1.4070 |
|
| S3 |
1.3753 |
1.3843 |
1.4055 |
|
| S4 |
1.3585 |
1.3675 |
1.4009 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4167 |
1.3999 |
0.0168 |
1.2% |
0.0095 |
0.7% |
61% |
False |
False |
98,758 |
| 10 |
1.4167 |
1.3801 |
0.0366 |
2.6% |
0.0094 |
0.7% |
82% |
False |
False |
97,076 |
| 20 |
1.4167 |
1.3801 |
0.0366 |
2.6% |
0.0094 |
0.7% |
82% |
False |
False |
89,686 |
| 40 |
1.4167 |
1.3671 |
0.0496 |
3.5% |
0.0092 |
0.7% |
87% |
False |
False |
82,360 |
| 60 |
1.4248 |
1.3671 |
0.0577 |
4.1% |
0.0098 |
0.7% |
75% |
False |
False |
66,152 |
| 80 |
1.4248 |
1.3577 |
0.0671 |
4.8% |
0.0096 |
0.7% |
78% |
False |
False |
49,697 |
| 100 |
1.4248 |
1.3207 |
0.1041 |
7.4% |
0.0103 |
0.7% |
86% |
False |
False |
39,799 |
| 120 |
1.4248 |
1.3166 |
0.1082 |
7.7% |
0.0101 |
0.7% |
86% |
False |
False |
33,171 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4430 |
|
2.618 |
1.4307 |
|
1.618 |
1.4232 |
|
1.000 |
1.4186 |
|
0.618 |
1.4157 |
|
HIGH |
1.4111 |
|
0.618 |
1.4082 |
|
0.500 |
1.4074 |
|
0.382 |
1.4065 |
|
LOW |
1.4036 |
|
0.618 |
1.3990 |
|
1.000 |
1.3961 |
|
1.618 |
1.3915 |
|
2.618 |
1.3840 |
|
4.250 |
1.3717 |
|
|
| Fisher Pivots for day following 14-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4092 |
1.4094 |
| PP |
1.4083 |
1.4087 |
| S1 |
1.4074 |
1.4080 |
|