CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 20-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2021 |
20-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3769 |
1.3672 |
-0.0097 |
-0.7% |
1.3900 |
| High |
1.3773 |
1.3690 |
-0.0083 |
-0.6% |
1.3913 |
| Low |
1.3655 |
1.3573 |
-0.0082 |
-0.6% |
1.3762 |
| Close |
1.3660 |
1.3627 |
-0.0033 |
-0.2% |
1.3770 |
| Range |
0.0118 |
0.0117 |
-0.0001 |
-0.8% |
0.0151 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
1.4% |
0.0000 |
| Volume |
146,696 |
132,652 |
-14,044 |
-9.6% |
450,187 |
|
| Daily Pivots for day following 20-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3981 |
1.3921 |
1.3691 |
|
| R3 |
1.3864 |
1.3804 |
1.3659 |
|
| R2 |
1.3747 |
1.3747 |
1.3648 |
|
| R1 |
1.3687 |
1.3687 |
1.3638 |
1.3659 |
| PP |
1.3630 |
1.3630 |
1.3630 |
1.3616 |
| S1 |
1.3570 |
1.3570 |
1.3616 |
1.3542 |
| S2 |
1.3513 |
1.3513 |
1.3606 |
|
| S3 |
1.3396 |
1.3453 |
1.3595 |
|
| S4 |
1.3279 |
1.3336 |
1.3563 |
|
|
| Weekly Pivots for week ending 16-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4268 |
1.4170 |
1.3853 |
|
| R3 |
1.4117 |
1.4019 |
1.3812 |
|
| R2 |
1.3966 |
1.3966 |
1.3798 |
|
| R1 |
1.3868 |
1.3868 |
1.3784 |
1.3842 |
| PP |
1.3815 |
1.3815 |
1.3815 |
1.3802 |
| S1 |
1.3717 |
1.3717 |
1.3756 |
1.3691 |
| S2 |
1.3664 |
1.3664 |
1.3742 |
|
| S3 |
1.3513 |
1.3566 |
1.3728 |
|
| S4 |
1.3362 |
1.3415 |
1.3687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3901 |
1.3573 |
0.0328 |
2.4% |
0.0105 |
0.8% |
16% |
False |
True |
115,074 |
| 10 |
1.3913 |
1.3573 |
0.0340 |
2.5% |
0.0101 |
0.7% |
16% |
False |
True |
103,336 |
| 20 |
1.4004 |
1.3573 |
0.0431 |
3.2% |
0.0095 |
0.7% |
13% |
False |
True |
96,517 |
| 40 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0096 |
0.7% |
8% |
False |
True |
74,279 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0093 |
0.7% |
8% |
False |
True |
49,554 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0092 |
0.7% |
8% |
False |
True |
37,181 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0093 |
0.7% |
8% |
False |
True |
29,754 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0091 |
0.7% |
8% |
False |
True |
24,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4187 |
|
2.618 |
1.3996 |
|
1.618 |
1.3879 |
|
1.000 |
1.3807 |
|
0.618 |
1.3762 |
|
HIGH |
1.3690 |
|
0.618 |
1.3645 |
|
0.500 |
1.3632 |
|
0.382 |
1.3618 |
|
LOW |
1.3573 |
|
0.618 |
1.3501 |
|
1.000 |
1.3456 |
|
1.618 |
1.3384 |
|
2.618 |
1.3267 |
|
4.250 |
1.3076 |
|
|
| Fisher Pivots for day following 20-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3632 |
1.3719 |
| PP |
1.3630 |
1.3688 |
| S1 |
1.3629 |
1.3658 |
|