CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 28-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2021 |
28-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3823 |
1.3884 |
0.0061 |
0.4% |
1.3769 |
| High |
1.3897 |
1.3915 |
0.0018 |
0.1% |
1.3789 |
| Low |
1.3768 |
1.3844 |
0.0076 |
0.6% |
1.3573 |
| Close |
1.3889 |
1.3908 |
0.0019 |
0.1% |
1.3755 |
| Range |
0.0129 |
0.0071 |
-0.0058 |
-45.0% |
0.0216 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
105,537 |
91,409 |
-14,128 |
-13.4% |
545,526 |
|
| Daily Pivots for day following 28-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4102 |
1.4076 |
1.3947 |
|
| R3 |
1.4031 |
1.4005 |
1.3928 |
|
| R2 |
1.3960 |
1.3960 |
1.3921 |
|
| R1 |
1.3934 |
1.3934 |
1.3915 |
1.3947 |
| PP |
1.3889 |
1.3889 |
1.3889 |
1.3896 |
| S1 |
1.3863 |
1.3863 |
1.3901 |
1.3876 |
| S2 |
1.3818 |
1.3818 |
1.3895 |
|
| S3 |
1.3747 |
1.3792 |
1.3888 |
|
| S4 |
1.3676 |
1.3721 |
1.3869 |
|
|
| 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 |
1.3915 |
1.3692 |
0.0223 |
1.6% |
0.0091 |
0.7% |
97% |
True |
False |
90,083 |
| 10 |
1.3915 |
1.3573 |
0.0342 |
2.5% |
0.0102 |
0.7% |
98% |
True |
False |
103,316 |
| 20 |
1.3915 |
1.3573 |
0.0342 |
2.5% |
0.0100 |
0.7% |
98% |
True |
False |
100,117 |
| 40 |
1.4203 |
1.3573 |
0.0630 |
4.5% |
0.0098 |
0.7% |
53% |
False |
False |
87,742 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0094 |
0.7% |
49% |
False |
False |
58,628 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
49% |
False |
False |
43,988 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
49% |
False |
False |
35,202 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
49% |
False |
False |
29,336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4217 |
|
2.618 |
1.4101 |
|
1.618 |
1.4030 |
|
1.000 |
1.3986 |
|
0.618 |
1.3959 |
|
HIGH |
1.3915 |
|
0.618 |
1.3888 |
|
0.500 |
1.3880 |
|
0.382 |
1.3871 |
|
LOW |
1.3844 |
|
0.618 |
1.3800 |
|
1.000 |
1.3773 |
|
1.618 |
1.3729 |
|
2.618 |
1.3658 |
|
4.250 |
1.3542 |
|
|
| Fisher Pivots for day following 28-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3899 |
1.3881 |
| PP |
1.3889 |
1.3854 |
| S1 |
1.3880 |
1.3827 |
|