CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 15-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2021 |
15-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4112 |
1.4113 |
0.0001 |
0.0% |
1.4162 |
| High |
1.4126 |
1.4130 |
0.0004 |
0.0% |
1.4193 |
| Low |
1.4071 |
1.4036 |
-0.0035 |
-0.2% |
1.4073 |
| Close |
1.4112 |
1.4083 |
-0.0029 |
-0.2% |
1.4108 |
| Range |
0.0055 |
0.0094 |
0.0039 |
70.9% |
0.0120 |
| ATR |
0.0087 |
0.0088 |
0.0000 |
0.6% |
0.0000 |
| Volume |
63,082 |
93,979 |
30,897 |
49.0% |
364,682 |
|
| Daily Pivots for day following 15-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4365 |
1.4318 |
1.4135 |
|
| R3 |
1.4271 |
1.4224 |
1.4109 |
|
| R2 |
1.4177 |
1.4177 |
1.4100 |
|
| R1 |
1.4130 |
1.4130 |
1.4092 |
1.4107 |
| PP |
1.4083 |
1.4083 |
1.4083 |
1.4071 |
| S1 |
1.4036 |
1.4036 |
1.4074 |
1.4013 |
| S2 |
1.3989 |
1.3989 |
1.4066 |
|
| S3 |
1.3895 |
1.3942 |
1.4057 |
|
| S4 |
1.3801 |
1.3848 |
1.4031 |
|
|
| Weekly Pivots for week ending 11-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4485 |
1.4416 |
1.4174 |
|
| R3 |
1.4365 |
1.4296 |
1.4141 |
|
| R2 |
1.4245 |
1.4245 |
1.4130 |
|
| R1 |
1.4176 |
1.4176 |
1.4119 |
1.4151 |
| PP |
1.4125 |
1.4125 |
1.4125 |
1.4112 |
| S1 |
1.4056 |
1.4056 |
1.4097 |
1.4031 |
| S2 |
1.4005 |
1.4005 |
1.4086 |
|
| S3 |
1.3885 |
1.3936 |
1.4075 |
|
| S4 |
1.3765 |
1.3816 |
1.4042 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4191 |
1.4036 |
0.0155 |
1.1% |
0.0085 |
0.6% |
30% |
False |
True |
92,850 |
| 10 |
1.4203 |
1.4036 |
0.0167 |
1.2% |
0.0088 |
0.6% |
28% |
False |
True |
53,204 |
| 20 |
1.4253 |
1.4036 |
0.0217 |
1.5% |
0.0088 |
0.6% |
22% |
False |
True |
26,950 |
| 40 |
1.4253 |
1.3807 |
0.0446 |
3.2% |
0.0086 |
0.6% |
62% |
False |
False |
13,516 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0087 |
0.6% |
70% |
False |
False |
9,031 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0091 |
0.6% |
70% |
False |
False |
6,783 |
| 100 |
1.4253 |
1.3585 |
0.0668 |
4.7% |
0.0088 |
0.6% |
75% |
False |
False |
5,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4530 |
|
2.618 |
1.4376 |
|
1.618 |
1.4282 |
|
1.000 |
1.4224 |
|
0.618 |
1.4188 |
|
HIGH |
1.4130 |
|
0.618 |
1.4094 |
|
0.500 |
1.4083 |
|
0.382 |
1.4072 |
|
LOW |
1.4036 |
|
0.618 |
1.3978 |
|
1.000 |
1.3942 |
|
1.618 |
1.3884 |
|
2.618 |
1.3790 |
|
4.250 |
1.3637 |
|
|
| Fisher Pivots for day following 15-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4083 |
1.4112 |
| PP |
1.4083 |
1.4102 |
| S1 |
1.4083 |
1.4093 |
|