CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 28-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2021 |
28-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4121 |
1.4203 |
0.0082 |
0.6% |
1.4150 |
| High |
1.4221 |
1.4208 |
-0.0013 |
-0.1% |
1.4221 |
| Low |
1.4091 |
1.4136 |
0.0045 |
0.3% |
1.4091 |
| Close |
1.4212 |
1.4196 |
-0.0016 |
-0.1% |
1.4196 |
| Range |
0.0130 |
0.0072 |
-0.0058 |
-44.6% |
0.0130 |
| ATR |
0.0092 |
0.0090 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
99,007 |
88,501 |
-10,506 |
-10.6% |
395,931 |
|
| Daily Pivots for day following 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4396 |
1.4368 |
1.4236 |
|
| R3 |
1.4324 |
1.4296 |
1.4216 |
|
| R2 |
1.4252 |
1.4252 |
1.4209 |
|
| R1 |
1.4224 |
1.4224 |
1.4203 |
1.4202 |
| PP |
1.4180 |
1.4180 |
1.4180 |
1.4169 |
| S1 |
1.4152 |
1.4152 |
1.4189 |
1.4130 |
| S2 |
1.4108 |
1.4108 |
1.4183 |
|
| S3 |
1.4036 |
1.4080 |
1.4176 |
|
| S4 |
1.3964 |
1.4008 |
1.4156 |
|
|
| Weekly Pivots for week ending 28-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4559 |
1.4508 |
1.4268 |
|
| R3 |
1.4429 |
1.4378 |
1.4232 |
|
| R2 |
1.4299 |
1.4299 |
1.4220 |
|
| R1 |
1.4248 |
1.4248 |
1.4208 |
1.4274 |
| PP |
1.4169 |
1.4169 |
1.4169 |
1.4182 |
| S1 |
1.4118 |
1.4118 |
1.4184 |
1.4144 |
| S2 |
1.4039 |
1.4039 |
1.4172 |
|
| S3 |
1.3909 |
1.3988 |
1.4160 |
|
| S4 |
1.3779 |
1.3858 |
1.4125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4221 |
1.4091 |
0.0130 |
0.9% |
0.0084 |
0.6% |
81% |
False |
False |
79,186 |
| 10 |
1.4235 |
1.4077 |
0.0158 |
1.1% |
0.0087 |
0.6% |
75% |
False |
False |
80,625 |
| 20 |
1.4235 |
1.3801 |
0.0434 |
3.1% |
0.0090 |
0.6% |
91% |
False |
False |
88,851 |
| 40 |
1.4235 |
1.3671 |
0.0564 |
4.0% |
0.0091 |
0.6% |
93% |
False |
False |
82,881 |
| 60 |
1.4235 |
1.3671 |
0.0564 |
4.0% |
0.0094 |
0.7% |
93% |
False |
False |
79,252 |
| 80 |
1.4248 |
1.3577 |
0.0671 |
4.7% |
0.0095 |
0.7% |
92% |
False |
False |
59,744 |
| 100 |
1.4248 |
1.3465 |
0.0783 |
5.5% |
0.0097 |
0.7% |
93% |
False |
False |
47,850 |
| 120 |
1.4248 |
1.3166 |
0.1082 |
7.6% |
0.0103 |
0.7% |
95% |
False |
False |
39,889 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4514 |
|
2.618 |
1.4396 |
|
1.618 |
1.4324 |
|
1.000 |
1.4280 |
|
0.618 |
1.4252 |
|
HIGH |
1.4208 |
|
0.618 |
1.4180 |
|
0.500 |
1.4172 |
|
0.382 |
1.4164 |
|
LOW |
1.4136 |
|
0.618 |
1.4092 |
|
1.000 |
1.4064 |
|
1.618 |
1.4020 |
|
2.618 |
1.3948 |
|
4.250 |
1.3830 |
|
|
| Fisher Pivots for day following 28-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4188 |
1.4183 |
| PP |
1.4180 |
1.4169 |
| S1 |
1.4172 |
1.4156 |
|