CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 22-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2021 |
22-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3630 |
1.3717 |
0.0087 |
0.6% |
1.3900 |
| High |
1.3725 |
1.3789 |
0.0064 |
0.5% |
1.3913 |
| Low |
1.3593 |
1.3692 |
0.0099 |
0.7% |
1.3762 |
| Close |
1.3717 |
1.3776 |
0.0059 |
0.4% |
1.3770 |
| Range |
0.0132 |
0.0097 |
-0.0035 |
-26.5% |
0.0151 |
| ATR |
0.0102 |
0.0101 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
94,462 |
104,672 |
10,210 |
10.8% |
450,187 |
|
| Daily Pivots for day following 22-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4043 |
1.4007 |
1.3829 |
|
| R3 |
1.3946 |
1.3910 |
1.3803 |
|
| R2 |
1.3849 |
1.3849 |
1.3794 |
|
| R1 |
1.3813 |
1.3813 |
1.3785 |
1.3831 |
| PP |
1.3752 |
1.3752 |
1.3752 |
1.3762 |
| S1 |
1.3716 |
1.3716 |
1.3767 |
1.3734 |
| S2 |
1.3655 |
1.3655 |
1.3758 |
|
| S3 |
1.3558 |
1.3619 |
1.3749 |
|
| S4 |
1.3461 |
1.3522 |
1.3723 |
|
|
| 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 |
1.3864 |
1.3573 |
0.0291 |
2.1% |
0.0113 |
0.8% |
70% |
False |
False |
115,043 |
| 10 |
1.3913 |
1.3573 |
0.0340 |
2.5% |
0.0109 |
0.8% |
60% |
False |
False |
103,959 |
| 20 |
1.3988 |
1.3573 |
0.0415 |
3.0% |
0.0097 |
0.7% |
49% |
False |
False |
98,031 |
| 40 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0098 |
0.7% |
30% |
False |
False |
79,231 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0095 |
0.7% |
30% |
False |
False |
52,872 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
30% |
False |
False |
39,669 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
30% |
False |
False |
31,745 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
30% |
False |
False |
26,455 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4201 |
|
2.618 |
1.4043 |
|
1.618 |
1.3946 |
|
1.000 |
1.3886 |
|
0.618 |
1.3849 |
|
HIGH |
1.3789 |
|
0.618 |
1.3752 |
|
0.500 |
1.3741 |
|
0.382 |
1.3729 |
|
LOW |
1.3692 |
|
0.618 |
1.3632 |
|
1.000 |
1.3595 |
|
1.618 |
1.3535 |
|
2.618 |
1.3438 |
|
4.250 |
1.3280 |
|
|
| Fisher Pivots for day following 22-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3764 |
1.3744 |
| PP |
1.3752 |
1.3713 |
| S1 |
1.3741 |
1.3681 |
|