CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 17-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2021 |
17-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4052 |
1.4099 |
0.0047 |
0.3% |
1.3999 |
| High |
1.4111 |
1.4148 |
0.0037 |
0.3% |
1.4167 |
| Low |
1.4036 |
1.4077 |
0.0041 |
0.3% |
1.3999 |
| Close |
1.4101 |
1.4145 |
0.0044 |
0.3% |
1.4101 |
| Range |
0.0075 |
0.0071 |
-0.0004 |
-5.3% |
0.0168 |
| ATR |
0.0093 |
0.0092 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
71,428 |
67,331 |
-4,097 |
-5.7% |
493,792 |
|
| Daily Pivots for day following 17-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4336 |
1.4312 |
1.4184 |
|
| R3 |
1.4265 |
1.4241 |
1.4165 |
|
| R2 |
1.4194 |
1.4194 |
1.4158 |
|
| R1 |
1.4170 |
1.4170 |
1.4152 |
1.4182 |
| PP |
1.4123 |
1.4123 |
1.4123 |
1.4130 |
| S1 |
1.4099 |
1.4099 |
1.4138 |
1.4111 |
| S2 |
1.4052 |
1.4052 |
1.4132 |
|
| S3 |
1.3981 |
1.4028 |
1.4125 |
|
| S4 |
1.3910 |
1.3957 |
1.4106 |
|
|
| 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 |
1.4006 |
0.0161 |
1.1% |
0.0077 |
0.5% |
86% |
False |
False |
86,498 |
| 10 |
1.4167 |
1.3839 |
0.0328 |
2.3% |
0.0087 |
0.6% |
93% |
False |
False |
96,564 |
| 20 |
1.4167 |
1.3801 |
0.0366 |
2.6% |
0.0088 |
0.6% |
94% |
False |
False |
87,430 |
| 40 |
1.4167 |
1.3671 |
0.0496 |
3.5% |
0.0091 |
0.6% |
96% |
False |
False |
81,542 |
| 60 |
1.4248 |
1.3671 |
0.0577 |
4.1% |
0.0098 |
0.7% |
82% |
False |
False |
67,257 |
| 80 |
1.4248 |
1.3577 |
0.0671 |
4.7% |
0.0096 |
0.7% |
85% |
False |
False |
50,537 |
| 100 |
1.4248 |
1.3328 |
0.0920 |
6.5% |
0.0100 |
0.7% |
89% |
False |
False |
40,470 |
| 120 |
1.4248 |
1.3166 |
0.1082 |
7.6% |
0.0101 |
0.7% |
90% |
False |
False |
33,732 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4450 |
|
2.618 |
1.4334 |
|
1.618 |
1.4263 |
|
1.000 |
1.4219 |
|
0.618 |
1.4192 |
|
HIGH |
1.4148 |
|
0.618 |
1.4121 |
|
0.500 |
1.4113 |
|
0.382 |
1.4104 |
|
LOW |
1.4077 |
|
0.618 |
1.4033 |
|
1.000 |
1.4006 |
|
1.618 |
1.3962 |
|
2.618 |
1.3891 |
|
4.250 |
1.3775 |
|
|
| Fisher Pivots for day following 17-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4134 |
1.4122 |
| PP |
1.4123 |
1.4100 |
| S1 |
1.4113 |
1.4077 |
|