CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 01-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2021 |
01-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4203 |
1.4194 |
-0.0009 |
-0.1% |
1.4150 |
| High |
1.4208 |
1.4256 |
0.0048 |
0.3% |
1.4221 |
| Low |
1.4136 |
1.4146 |
0.0010 |
0.1% |
1.4091 |
| Close |
1.4196 |
1.4159 |
-0.0037 |
-0.3% |
1.4196 |
| Range |
0.0072 |
0.0110 |
0.0038 |
52.8% |
0.0130 |
| ATR |
0.0090 |
0.0092 |
0.0001 |
1.5% |
0.0000 |
| Volume |
88,501 |
148,126 |
59,625 |
67.4% |
395,931 |
|
| Daily Pivots for day following 01-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4517 |
1.4448 |
1.4220 |
|
| R3 |
1.4407 |
1.4338 |
1.4189 |
|
| R2 |
1.4297 |
1.4297 |
1.4179 |
|
| R1 |
1.4228 |
1.4228 |
1.4169 |
1.4208 |
| PP |
1.4187 |
1.4187 |
1.4187 |
1.4177 |
| S1 |
1.4118 |
1.4118 |
1.4149 |
1.4098 |
| S2 |
1.4077 |
1.4077 |
1.4139 |
|
| S3 |
1.3967 |
1.4008 |
1.4129 |
|
| S4 |
1.3857 |
1.3898 |
1.4099 |
|
|
| 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 |
1.4256 |
1.4091 |
0.0165 |
1.2% |
0.0094 |
0.7% |
41% |
True |
False |
97,310 |
| 10 |
1.4256 |
1.4091 |
0.0165 |
1.2% |
0.0091 |
0.6% |
41% |
True |
False |
88,705 |
| 20 |
1.4256 |
1.3839 |
0.0417 |
2.9% |
0.0089 |
0.6% |
77% |
True |
False |
92,635 |
| 40 |
1.4256 |
1.3671 |
0.0585 |
4.1% |
0.0092 |
0.6% |
83% |
True |
False |
85,540 |
| 60 |
1.4256 |
1.3671 |
0.0585 |
4.1% |
0.0093 |
0.7% |
83% |
True |
False |
81,650 |
| 80 |
1.4256 |
1.3671 |
0.0585 |
4.1% |
0.0095 |
0.7% |
83% |
True |
False |
61,576 |
| 100 |
1.4256 |
1.3465 |
0.0791 |
5.6% |
0.0096 |
0.7% |
88% |
True |
False |
49,331 |
| 120 |
1.4256 |
1.3166 |
0.1090 |
7.7% |
0.0102 |
0.7% |
91% |
True |
False |
41,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4724 |
|
2.618 |
1.4544 |
|
1.618 |
1.4434 |
|
1.000 |
1.4366 |
|
0.618 |
1.4324 |
|
HIGH |
1.4256 |
|
0.618 |
1.4214 |
|
0.500 |
1.4201 |
|
0.382 |
1.4188 |
|
LOW |
1.4146 |
|
0.618 |
1.4078 |
|
1.000 |
1.4036 |
|
1.618 |
1.3968 |
|
2.618 |
1.3858 |
|
4.250 |
1.3679 |
|
|
| Fisher Pivots for day following 01-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4201 |
1.4174 |
| PP |
1.4187 |
1.4169 |
| S1 |
1.4173 |
1.4164 |
|