CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 27-May-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2021 |
27-May-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4150 |
1.4110 |
-0.0040 |
-0.3% |
1.4106 |
| High |
1.4177 |
1.4220 |
0.0043 |
0.3% |
1.4236 |
| Low |
1.4115 |
1.4093 |
-0.0022 |
-0.2% |
1.4081 |
| Close |
1.4126 |
1.4213 |
0.0087 |
0.6% |
1.4158 |
| Range |
0.0062 |
0.0127 |
0.0065 |
104.8% |
0.0155 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.4% |
0.0000 |
| Volume |
504 |
2,148 |
1,644 |
326.2% |
768 |
|
| Daily Pivots for day following 27-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4556 |
1.4512 |
1.4283 |
|
| R3 |
1.4429 |
1.4385 |
1.4248 |
|
| R2 |
1.4302 |
1.4302 |
1.4236 |
|
| R1 |
1.4258 |
1.4258 |
1.4225 |
1.4280 |
| PP |
1.4175 |
1.4175 |
1.4175 |
1.4187 |
| S1 |
1.4131 |
1.4131 |
1.4201 |
1.4153 |
| S2 |
1.4048 |
1.4048 |
1.4190 |
|
| S3 |
1.3921 |
1.4004 |
1.4178 |
|
| S4 |
1.3794 |
1.3877 |
1.4143 |
|
|
| Weekly Pivots for week ending 21-May-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4623 |
1.4546 |
1.4243 |
|
| R3 |
1.4468 |
1.4391 |
1.4201 |
|
| R2 |
1.4313 |
1.4313 |
1.4186 |
|
| R1 |
1.4236 |
1.4236 |
1.4172 |
1.4275 |
| PP |
1.4158 |
1.4158 |
1.4158 |
1.4178 |
| S1 |
1.4081 |
1.4081 |
1.4144 |
1.4120 |
| S2 |
1.4003 |
1.4003 |
1.4130 |
|
| S3 |
1.3848 |
1.3926 |
1.4115 |
|
| S4 |
1.3693 |
1.3771 |
1.4073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4236 |
1.4093 |
0.0143 |
1.0% |
0.0087 |
0.6% |
84% |
False |
True |
766 |
| 10 |
1.4236 |
1.4040 |
0.0196 |
1.4% |
0.0085 |
0.6% |
88% |
False |
False |
456 |
| 20 |
1.4236 |
1.3807 |
0.0429 |
3.0% |
0.0091 |
0.6% |
95% |
False |
False |
282 |
| 40 |
1.4236 |
1.3677 |
0.0559 |
3.9% |
0.0088 |
0.6% |
96% |
False |
False |
171 |
| 60 |
1.4236 |
1.3677 |
0.0559 |
3.9% |
0.0090 |
0.6% |
96% |
False |
False |
132 |
| 80 |
1.4236 |
1.3585 |
0.0651 |
4.6% |
0.0088 |
0.6% |
96% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4760 |
|
2.618 |
1.4552 |
|
1.618 |
1.4425 |
|
1.000 |
1.4347 |
|
0.618 |
1.4298 |
|
HIGH |
1.4220 |
|
0.618 |
1.4171 |
|
0.500 |
1.4157 |
|
0.382 |
1.4142 |
|
LOW |
1.4093 |
|
0.618 |
1.4015 |
|
1.000 |
1.3966 |
|
1.618 |
1.3888 |
|
2.618 |
1.3761 |
|
4.250 |
1.3553 |
|
|
| Fisher Pivots for day following 27-May-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4194 |
1.4194 |
| PP |
1.4175 |
1.4175 |
| S1 |
1.4157 |
1.4157 |
|