CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 29-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2021 |
29-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3884 |
1.3906 |
0.0022 |
0.2% |
1.3769 |
| High |
1.3915 |
1.3984 |
0.0069 |
0.5% |
1.3789 |
| Low |
1.3844 |
1.3899 |
0.0055 |
0.4% |
1.3573 |
| Close |
1.3908 |
1.3972 |
0.0064 |
0.5% |
1.3755 |
| Range |
0.0071 |
0.0085 |
0.0014 |
19.7% |
0.0216 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
91,409 |
79,326 |
-12,083 |
-13.2% |
545,526 |
|
| Daily Pivots for day following 29-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4207 |
1.4174 |
1.4019 |
|
| R3 |
1.4122 |
1.4089 |
1.3995 |
|
| R2 |
1.4037 |
1.4037 |
1.3988 |
|
| R1 |
1.4004 |
1.4004 |
1.3980 |
1.4021 |
| PP |
1.3952 |
1.3952 |
1.3952 |
1.3960 |
| S1 |
1.3919 |
1.3919 |
1.3964 |
1.3936 |
| S2 |
1.3867 |
1.3867 |
1.3956 |
|
| S3 |
1.3782 |
1.3834 |
1.3949 |
|
| S4 |
1.3697 |
1.3749 |
1.3925 |
|
|
| 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 |
1.3984 |
1.3721 |
0.0263 |
1.9% |
0.0089 |
0.6% |
95% |
True |
False |
85,014 |
| 10 |
1.3984 |
1.3573 |
0.0411 |
2.9% |
0.0101 |
0.7% |
97% |
True |
False |
100,028 |
| 20 |
1.3984 |
1.3573 |
0.0411 |
2.9% |
0.0100 |
0.7% |
97% |
True |
False |
99,647 |
| 40 |
1.4203 |
1.3573 |
0.0630 |
4.5% |
0.0098 |
0.7% |
63% |
False |
False |
89,586 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0094 |
0.7% |
59% |
False |
False |
59,949 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
59% |
False |
False |
44,978 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
59% |
False |
False |
35,995 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
59% |
False |
False |
29,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4345 |
|
2.618 |
1.4207 |
|
1.618 |
1.4122 |
|
1.000 |
1.4069 |
|
0.618 |
1.4037 |
|
HIGH |
1.3984 |
|
0.618 |
1.3952 |
|
0.500 |
1.3942 |
|
0.382 |
1.3931 |
|
LOW |
1.3899 |
|
0.618 |
1.3846 |
|
1.000 |
1.3814 |
|
1.618 |
1.3761 |
|
2.618 |
1.3676 |
|
4.250 |
1.3538 |
|
|
| Fisher Pivots for day following 29-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3962 |
1.3940 |
| PP |
1.3952 |
1.3908 |
| S1 |
1.3942 |
1.3876 |
|