CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 22-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2021 |
22-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3798 |
1.3937 |
0.0139 |
1.0% |
1.4112 |
| High |
1.3939 |
1.3966 |
0.0027 |
0.2% |
1.4135 |
| Low |
1.3788 |
1.3863 |
0.0075 |
0.5% |
1.3792 |
| Close |
1.3932 |
1.3943 |
0.0011 |
0.1% |
1.3820 |
| Range |
0.0151 |
0.0103 |
-0.0048 |
-31.8% |
0.0343 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
0.1% |
0.0000 |
| Volume |
118,685 |
86,918 |
-31,767 |
-26.8% |
540,789 |
|
| Daily Pivots for day following 22-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4233 |
1.4191 |
1.4000 |
|
| R3 |
1.4130 |
1.4088 |
1.3971 |
|
| R2 |
1.4027 |
1.4027 |
1.3962 |
|
| R1 |
1.3985 |
1.3985 |
1.3952 |
1.4006 |
| PP |
1.3924 |
1.3924 |
1.3924 |
1.3935 |
| S1 |
1.3882 |
1.3882 |
1.3934 |
1.3903 |
| S2 |
1.3821 |
1.3821 |
1.3924 |
|
| S3 |
1.3718 |
1.3779 |
1.3915 |
|
| S4 |
1.3615 |
1.3676 |
1.3886 |
|
|
| Weekly Pivots for week ending 18-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4945 |
1.4725 |
1.4009 |
|
| R3 |
1.4602 |
1.4382 |
1.3914 |
|
| R2 |
1.4259 |
1.4259 |
1.3883 |
|
| R1 |
1.4039 |
1.4039 |
1.3851 |
1.3978 |
| PP |
1.3916 |
1.3916 |
1.3916 |
1.3885 |
| S1 |
1.3696 |
1.3696 |
1.3789 |
1.3635 |
| S2 |
1.3573 |
1.3573 |
1.3757 |
|
| S3 |
1.3230 |
1.3353 |
1.3726 |
|
| S4 |
1.2887 |
1.3010 |
1.3631 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4135 |
1.3788 |
0.0347 |
2.5% |
0.0135 |
1.0% |
45% |
False |
False |
117,866 |
| 10 |
1.4191 |
1.3788 |
0.0403 |
2.9% |
0.0110 |
0.8% |
38% |
False |
False |
105,358 |
| 20 |
1.4253 |
1.3788 |
0.0465 |
3.3% |
0.0100 |
0.7% |
33% |
False |
False |
56,345 |
| 40 |
1.4253 |
1.3788 |
0.0465 |
3.3% |
0.0093 |
0.7% |
33% |
False |
False |
28,244 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0092 |
0.7% |
46% |
False |
False |
18,849 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0092 |
0.7% |
46% |
False |
False |
14,149 |
| 100 |
1.4253 |
1.3585 |
0.0668 |
4.8% |
0.0091 |
0.6% |
54% |
False |
False |
11,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4404 |
|
2.618 |
1.4236 |
|
1.618 |
1.4133 |
|
1.000 |
1.4069 |
|
0.618 |
1.4030 |
|
HIGH |
1.3966 |
|
0.618 |
1.3927 |
|
0.500 |
1.3915 |
|
0.382 |
1.3902 |
|
LOW |
1.3863 |
|
0.618 |
1.3799 |
|
1.000 |
1.3760 |
|
1.618 |
1.3696 |
|
2.618 |
1.3593 |
|
4.250 |
1.3425 |
|
|
| Fisher Pivots for day following 22-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3934 |
1.3921 |
| PP |
1.3924 |
1.3899 |
| S1 |
1.3915 |
1.3877 |
|