CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 30-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2021 |
30-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3906 |
1.3962 |
0.0056 |
0.4% |
1.3751 |
| High |
1.3984 |
1.3985 |
0.0001 |
0.0% |
1.3985 |
| Low |
1.3899 |
1.3889 |
-0.0010 |
-0.1% |
1.3739 |
| Close |
1.3972 |
1.3893 |
-0.0079 |
-0.6% |
1.3893 |
| Range |
0.0085 |
0.0096 |
0.0011 |
12.9% |
0.0246 |
| ATR |
0.0097 |
0.0097 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
79,326 |
98,268 |
18,942 |
23.9% |
456,294 |
|
| Daily Pivots for day following 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4210 |
1.4148 |
1.3946 |
|
| R3 |
1.4114 |
1.4052 |
1.3919 |
|
| R2 |
1.4018 |
1.4018 |
1.3911 |
|
| R1 |
1.3956 |
1.3956 |
1.3902 |
1.3939 |
| PP |
1.3922 |
1.3922 |
1.3922 |
1.3914 |
| S1 |
1.3860 |
1.3860 |
1.3884 |
1.3843 |
| S2 |
1.3826 |
1.3826 |
1.3875 |
|
| S3 |
1.3730 |
1.3764 |
1.3867 |
|
| S4 |
1.3634 |
1.3668 |
1.3840 |
|
|
| Weekly Pivots for week ending 30-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4610 |
1.4498 |
1.4028 |
|
| R3 |
1.4364 |
1.4252 |
1.3961 |
|
| R2 |
1.4118 |
1.4118 |
1.3938 |
|
| R1 |
1.4006 |
1.4006 |
1.3916 |
1.4062 |
| PP |
1.3872 |
1.3872 |
1.3872 |
1.3901 |
| S1 |
1.3760 |
1.3760 |
1.3870 |
1.3816 |
| S2 |
1.3626 |
1.3626 |
1.3848 |
|
| S3 |
1.3380 |
1.3514 |
1.3825 |
|
| S4 |
1.3134 |
1.3268 |
1.3758 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3985 |
1.3739 |
0.0246 |
1.8% |
0.0096 |
0.7% |
63% |
True |
False |
91,258 |
| 10 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0100 |
0.7% |
78% |
True |
False |
100,182 |
| 20 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0101 |
0.7% |
78% |
True |
False |
99,649 |
| 40 |
1.4202 |
1.3573 |
0.0629 |
4.5% |
0.0098 |
0.7% |
51% |
False |
False |
92,005 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0095 |
0.7% |
47% |
False |
False |
61,585 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
47% |
False |
False |
46,205 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
47% |
False |
False |
36,978 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
47% |
False |
False |
30,816 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4393 |
|
2.618 |
1.4236 |
|
1.618 |
1.4140 |
|
1.000 |
1.4081 |
|
0.618 |
1.4044 |
|
HIGH |
1.3985 |
|
0.618 |
1.3948 |
|
0.500 |
1.3937 |
|
0.382 |
1.3926 |
|
LOW |
1.3889 |
|
0.618 |
1.3830 |
|
1.000 |
1.3793 |
|
1.618 |
1.3734 |
|
2.618 |
1.3638 |
|
4.250 |
1.3481 |
|
|
| Fisher Pivots for day following 30-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3937 |
1.3915 |
| PP |
1.3922 |
1.3907 |
| S1 |
1.3908 |
1.3900 |
|