CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 21-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2021 |
21-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4118 |
1.4188 |
0.0070 |
0.5% |
1.4099 |
| High |
1.4193 |
1.4235 |
0.0042 |
0.3% |
1.4235 |
| Low |
1.4101 |
1.4140 |
0.0039 |
0.3% |
1.4077 |
| Close |
1.4187 |
1.4156 |
-0.0031 |
-0.2% |
1.4156 |
| Range |
0.0092 |
0.0095 |
0.0003 |
3.3% |
0.0158 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
0.2% |
0.0000 |
| Volume |
71,758 |
86,860 |
15,102 |
21.0% |
410,326 |
|
| Daily Pivots for day following 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4462 |
1.4404 |
1.4208 |
|
| R3 |
1.4367 |
1.4309 |
1.4182 |
|
| R2 |
1.4272 |
1.4272 |
1.4173 |
|
| R1 |
1.4214 |
1.4214 |
1.4165 |
1.4196 |
| PP |
1.4177 |
1.4177 |
1.4177 |
1.4168 |
| S1 |
1.4119 |
1.4119 |
1.4147 |
1.4101 |
| S2 |
1.4082 |
1.4082 |
1.4139 |
|
| S3 |
1.3987 |
1.4024 |
1.4130 |
|
| S4 |
1.3892 |
1.3929 |
1.4104 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4630 |
1.4551 |
1.4243 |
|
| R3 |
1.4472 |
1.4393 |
1.4199 |
|
| R2 |
1.4314 |
1.4314 |
1.4185 |
|
| R1 |
1.4235 |
1.4235 |
1.4170 |
1.4275 |
| PP |
1.4156 |
1.4156 |
1.4156 |
1.4176 |
| S1 |
1.4077 |
1.4077 |
1.4142 |
1.4117 |
| S2 |
1.3998 |
1.3998 |
1.4127 |
|
| S3 |
1.3840 |
1.3919 |
1.4113 |
|
| S4 |
1.3682 |
1.3761 |
1.4069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4235 |
1.4077 |
0.0158 |
1.1% |
0.0090 |
0.6% |
50% |
True |
False |
82,065 |
| 10 |
1.4235 |
1.3999 |
0.0236 |
1.7% |
0.0092 |
0.7% |
67% |
True |
False |
90,411 |
| 20 |
1.4235 |
1.3801 |
0.0434 |
3.1% |
0.0090 |
0.6% |
82% |
True |
False |
89,225 |
| 40 |
1.4235 |
1.3671 |
0.0564 |
4.0% |
0.0092 |
0.6% |
86% |
True |
False |
82,291 |
| 60 |
1.4235 |
1.3671 |
0.0564 |
4.0% |
0.0096 |
0.7% |
86% |
True |
False |
72,878 |
| 80 |
1.4248 |
1.3577 |
0.0671 |
4.7% |
0.0096 |
0.7% |
86% |
False |
False |
54,819 |
| 100 |
1.4248 |
1.3465 |
0.0783 |
5.5% |
0.0098 |
0.7% |
88% |
False |
False |
43,894 |
| 120 |
1.4248 |
1.3166 |
0.1082 |
7.6% |
0.0103 |
0.7% |
91% |
False |
False |
36,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4639 |
|
2.618 |
1.4484 |
|
1.618 |
1.4389 |
|
1.000 |
1.4330 |
|
0.618 |
1.4294 |
|
HIGH |
1.4235 |
|
0.618 |
1.4199 |
|
0.500 |
1.4188 |
|
0.382 |
1.4176 |
|
LOW |
1.4140 |
|
0.618 |
1.4081 |
|
1.000 |
1.4045 |
|
1.618 |
1.3986 |
|
2.618 |
1.3891 |
|
4.250 |
1.3736 |
|
|
| Fisher Pivots for day following 21-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4188 |
1.4166 |
| PP |
1.4177 |
1.4163 |
| S1 |
1.4167 |
1.4159 |
|