CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 26-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2021 |
26-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3763 |
1.3751 |
-0.0012 |
-0.1% |
1.3769 |
| High |
1.3782 |
1.3836 |
0.0054 |
0.4% |
1.3789 |
| Low |
1.3721 |
1.3739 |
0.0018 |
0.1% |
1.3573 |
| Close |
1.3755 |
1.3816 |
0.0061 |
0.4% |
1.3755 |
| Range |
0.0061 |
0.0097 |
0.0036 |
59.0% |
0.0216 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
67,044 |
81,754 |
14,710 |
21.9% |
545,526 |
|
| Daily Pivots for day following 26-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4088 |
1.4049 |
1.3869 |
|
| R3 |
1.3991 |
1.3952 |
1.3843 |
|
| R2 |
1.3894 |
1.3894 |
1.3834 |
|
| R1 |
1.3855 |
1.3855 |
1.3825 |
1.3875 |
| PP |
1.3797 |
1.3797 |
1.3797 |
1.3807 |
| S1 |
1.3758 |
1.3758 |
1.3807 |
1.3778 |
| S2 |
1.3700 |
1.3700 |
1.3798 |
|
| S3 |
1.3603 |
1.3661 |
1.3789 |
|
| S4 |
1.3506 |
1.3564 |
1.3763 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4354 |
1.4270 |
1.3874 |
|
| R3 |
1.4138 |
1.4054 |
1.3814 |
|
| R2 |
1.3922 |
1.3922 |
1.3795 |
|
| R1 |
1.3838 |
1.3838 |
1.3775 |
1.3772 |
| PP |
1.3706 |
1.3706 |
1.3706 |
1.3673 |
| S1 |
1.3622 |
1.3622 |
1.3735 |
1.3556 |
| S2 |
1.3490 |
1.3490 |
1.3715 |
|
| S3 |
1.3274 |
1.3406 |
1.3696 |
|
| S4 |
1.3058 |
1.3190 |
1.3636 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3836 |
1.3573 |
0.0263 |
1.9% |
0.0101 |
0.7% |
92% |
True |
False |
96,116 |
| 10 |
1.3907 |
1.3573 |
0.0334 |
2.4% |
0.0102 |
0.7% |
73% |
False |
False |
100,435 |
| 20 |
1.3943 |
1.3573 |
0.0370 |
2.7% |
0.0097 |
0.7% |
66% |
False |
False |
97,621 |
| 40 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0097 |
0.7% |
36% |
False |
False |
82,885 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0095 |
0.7% |
36% |
False |
False |
55,350 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
36% |
False |
False |
41,528 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
36% |
False |
False |
33,233 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0091 |
0.7% |
36% |
False |
False |
27,695 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4248 |
|
2.618 |
1.4090 |
|
1.618 |
1.3993 |
|
1.000 |
1.3933 |
|
0.618 |
1.3896 |
|
HIGH |
1.3836 |
|
0.618 |
1.3799 |
|
0.500 |
1.3788 |
|
0.382 |
1.3776 |
|
LOW |
1.3739 |
|
0.618 |
1.3679 |
|
1.000 |
1.3642 |
|
1.618 |
1.3582 |
|
2.618 |
1.3485 |
|
4.250 |
1.3327 |
|
|
| Fisher Pivots for day following 26-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3807 |
1.3799 |
| PP |
1.3797 |
1.3781 |
| S1 |
1.3788 |
1.3764 |
|