CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 04-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2021 |
04-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4169 |
1.4110 |
-0.0059 |
-0.4% |
1.4178 |
| High |
1.4203 |
1.4202 |
-0.0001 |
0.0% |
1.4253 |
| Low |
1.4087 |
1.4084 |
-0.0003 |
0.0% |
1.4084 |
| Close |
1.4097 |
1.4163 |
0.0066 |
0.5% |
1.4163 |
| Range |
0.0116 |
0.0118 |
0.0002 |
1.7% |
0.0169 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.3% |
0.0000 |
| Volume |
1,526 |
3,220 |
1,694 |
111.0% |
12,377 |
|
| Daily Pivots for day following 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4504 |
1.4451 |
1.4228 |
|
| R3 |
1.4386 |
1.4333 |
1.4195 |
|
| R2 |
1.4268 |
1.4268 |
1.4185 |
|
| R1 |
1.4215 |
1.4215 |
1.4174 |
1.4242 |
| PP |
1.4150 |
1.4150 |
1.4150 |
1.4163 |
| S1 |
1.4097 |
1.4097 |
1.4152 |
1.4124 |
| S2 |
1.4032 |
1.4032 |
1.4141 |
|
| S3 |
1.3914 |
1.3979 |
1.4131 |
|
| S4 |
1.3796 |
1.3861 |
1.4098 |
|
|
| Weekly Pivots for week ending 04-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4674 |
1.4587 |
1.4256 |
|
| R3 |
1.4505 |
1.4418 |
1.4209 |
|
| R2 |
1.4336 |
1.4336 |
1.4194 |
|
| R1 |
1.4249 |
1.4249 |
1.4178 |
1.4208 |
| PP |
1.4167 |
1.4167 |
1.4167 |
1.4146 |
| S1 |
1.4080 |
1.4080 |
1.4148 |
1.4039 |
| S2 |
1.3998 |
1.3998 |
1.4132 |
|
| S3 |
1.3829 |
1.3911 |
1.4117 |
|
| S4 |
1.3660 |
1.3742 |
1.4070 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4253 |
1.4084 |
0.0169 |
1.2% |
0.0096 |
0.7% |
47% |
False |
True |
2,593 |
| 10 |
1.4253 |
1.4084 |
0.0169 |
1.2% |
0.0091 |
0.6% |
47% |
False |
True |
1,679 |
| 20 |
1.4253 |
1.3904 |
0.0349 |
2.5% |
0.0091 |
0.6% |
74% |
False |
False |
901 |
| 40 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0089 |
0.6% |
84% |
False |
False |
485 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0089 |
0.6% |
84% |
False |
False |
347 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0090 |
0.6% |
84% |
False |
False |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4704 |
|
2.618 |
1.4511 |
|
1.618 |
1.4393 |
|
1.000 |
1.4320 |
|
0.618 |
1.4275 |
|
HIGH |
1.4202 |
|
0.618 |
1.4157 |
|
0.500 |
1.4143 |
|
0.382 |
1.4129 |
|
LOW |
1.4084 |
|
0.618 |
1.4011 |
|
1.000 |
1.3966 |
|
1.618 |
1.3893 |
|
2.618 |
1.3775 |
|
4.250 |
1.3583 |
|
|
| Fisher Pivots for day following 04-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4156 |
1.4157 |
| PP |
1.4150 |
1.4150 |
| S1 |
1.4143 |
1.4144 |
|