CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 21-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2021 |
21-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3672 |
1.3630 |
-0.0042 |
-0.3% |
1.3900 |
| High |
1.3690 |
1.3725 |
0.0035 |
0.3% |
1.3913 |
| Low |
1.3573 |
1.3593 |
0.0020 |
0.1% |
1.3762 |
| Close |
1.3627 |
1.3717 |
0.0090 |
0.7% |
1.3770 |
| Range |
0.0117 |
0.0132 |
0.0015 |
12.8% |
0.0151 |
| ATR |
0.0099 |
0.0102 |
0.0002 |
2.4% |
0.0000 |
| Volume |
132,652 |
94,462 |
-38,190 |
-28.8% |
450,187 |
|
| Daily Pivots for day following 21-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4074 |
1.4028 |
1.3790 |
|
| R3 |
1.3942 |
1.3896 |
1.3753 |
|
| R2 |
1.3810 |
1.3810 |
1.3741 |
|
| R1 |
1.3764 |
1.3764 |
1.3729 |
1.3787 |
| PP |
1.3678 |
1.3678 |
1.3678 |
1.3690 |
| S1 |
1.3632 |
1.3632 |
1.3705 |
1.3655 |
| S2 |
1.3546 |
1.3546 |
1.3693 |
|
| S3 |
1.3414 |
1.3500 |
1.3681 |
|
| S4 |
1.3282 |
1.3368 |
1.3644 |
|
|
| 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% |
0.0113 |
0.8% |
44% |
False |
False |
116,549 |
| 10 |
1.3913 |
1.3573 |
0.0340 |
2.5% |
0.0105 |
0.8% |
42% |
False |
False |
103,385 |
| 20 |
1.4004 |
1.3573 |
0.0431 |
3.1% |
0.0096 |
0.7% |
33% |
False |
False |
96,894 |
| 40 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0098 |
0.7% |
21% |
False |
False |
76,620 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0094 |
0.7% |
21% |
False |
False |
51,128 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0093 |
0.7% |
21% |
False |
False |
38,361 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0093 |
0.7% |
21% |
False |
False |
30,698 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0092 |
0.7% |
21% |
False |
False |
25,583 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4286 |
|
2.618 |
1.4071 |
|
1.618 |
1.3939 |
|
1.000 |
1.3857 |
|
0.618 |
1.3807 |
|
HIGH |
1.3725 |
|
0.618 |
1.3675 |
|
0.500 |
1.3659 |
|
0.382 |
1.3643 |
|
LOW |
1.3593 |
|
0.618 |
1.3511 |
|
1.000 |
1.3461 |
|
1.618 |
1.3379 |
|
2.618 |
1.3247 |
|
4.250 |
1.3032 |
|
|
| Fisher Pivots for day following 21-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3698 |
1.3702 |
| PP |
1.3678 |
1.3688 |
| S1 |
1.3659 |
1.3673 |
|