CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 23-Jun-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2021 |
23-Jun-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3937 |
1.3949 |
0.0012 |
0.1% |
1.4112 |
| High |
1.3966 |
1.4004 |
0.0038 |
0.3% |
1.4135 |
| Low |
1.3863 |
1.3926 |
0.0063 |
0.5% |
1.3792 |
| Close |
1.3943 |
1.3965 |
0.0022 |
0.2% |
1.3820 |
| Range |
0.0103 |
0.0078 |
-0.0025 |
-24.3% |
0.0343 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
86,918 |
81,941 |
-4,977 |
-5.7% |
540,789 |
|
| Daily Pivots for day following 23-Jun-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4199 |
1.4160 |
1.4008 |
|
| R3 |
1.4121 |
1.4082 |
1.3986 |
|
| R2 |
1.4043 |
1.4043 |
1.3979 |
|
| R1 |
1.4004 |
1.4004 |
1.3972 |
1.4024 |
| PP |
1.3965 |
1.3965 |
1.3965 |
1.3975 |
| S1 |
1.3926 |
1.3926 |
1.3958 |
1.3946 |
| S2 |
1.3887 |
1.3887 |
1.3951 |
|
| S3 |
1.3809 |
1.3848 |
1.3944 |
|
| S4 |
1.3731 |
1.3770 |
1.3922 |
|
|
| 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 |
1.4012 |
1.3788 |
0.0224 |
1.6% |
0.0120 |
0.9% |
79% |
False |
False |
113,481 |
| 10 |
1.4187 |
1.3788 |
0.0399 |
2.9% |
0.0110 |
0.8% |
44% |
False |
False |
105,465 |
| 20 |
1.4253 |
1.3788 |
0.0465 |
3.3% |
0.0100 |
0.7% |
38% |
False |
False |
60,431 |
| 40 |
1.4253 |
1.3788 |
0.0465 |
3.3% |
0.0094 |
0.7% |
38% |
False |
False |
30,292 |
| 60 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0092 |
0.7% |
50% |
False |
False |
20,215 |
| 80 |
1.4253 |
1.3677 |
0.0576 |
4.1% |
0.0092 |
0.7% |
50% |
False |
False |
15,174 |
| 100 |
1.4253 |
1.3585 |
0.0668 |
4.8% |
0.0091 |
0.6% |
57% |
False |
False |
12,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4336 |
|
2.618 |
1.4208 |
|
1.618 |
1.4130 |
|
1.000 |
1.4082 |
|
0.618 |
1.4052 |
|
HIGH |
1.4004 |
|
0.618 |
1.3974 |
|
0.500 |
1.3965 |
|
0.382 |
1.3956 |
|
LOW |
1.3926 |
|
0.618 |
1.3878 |
|
1.000 |
1.3848 |
|
1.618 |
1.3800 |
|
2.618 |
1.3722 |
|
4.250 |
1.3595 |
|
|
| Fisher Pivots for day following 23-Jun-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3965 |
1.3942 |
| PP |
1.3965 |
1.3919 |
| S1 |
1.3965 |
1.3896 |
|