CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 02-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2021 |
02-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3962 |
1.3896 |
-0.0066 |
-0.5% |
1.3751 |
| High |
1.3985 |
1.3933 |
-0.0052 |
-0.4% |
1.3985 |
| Low |
1.3889 |
1.3877 |
-0.0012 |
-0.1% |
1.3739 |
| Close |
1.3893 |
1.3893 |
0.0000 |
0.0% |
1.3893 |
| Range |
0.0096 |
0.0056 |
-0.0040 |
-41.7% |
0.0246 |
| ATR |
0.0097 |
0.0094 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
98,268 |
68,467 |
-29,801 |
-30.3% |
456,294 |
|
| Daily Pivots for day following 02-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4069 |
1.4037 |
1.3924 |
|
| R3 |
1.4013 |
1.3981 |
1.3908 |
|
| R2 |
1.3957 |
1.3957 |
1.3903 |
|
| R1 |
1.3925 |
1.3925 |
1.3898 |
1.3913 |
| PP |
1.3901 |
1.3901 |
1.3901 |
1.3895 |
| S1 |
1.3869 |
1.3869 |
1.3888 |
1.3857 |
| S2 |
1.3845 |
1.3845 |
1.3883 |
|
| S3 |
1.3789 |
1.3813 |
1.3878 |
|
| S4 |
1.3733 |
1.3757 |
1.3862 |
|
|
| 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 |
1.3768 |
0.0217 |
1.6% |
0.0087 |
0.6% |
58% |
False |
False |
88,601 |
| 10 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0094 |
0.7% |
78% |
False |
False |
92,359 |
| 20 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0098 |
0.7% |
78% |
False |
False |
98,596 |
| 40 |
1.4193 |
1.3573 |
0.0620 |
4.5% |
0.0096 |
0.7% |
52% |
False |
False |
93,636 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0095 |
0.7% |
47% |
False |
False |
62,724 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
47% |
False |
False |
47,060 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
47% |
False |
False |
37,662 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
47% |
False |
False |
31,387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4171 |
|
2.618 |
1.4080 |
|
1.618 |
1.4024 |
|
1.000 |
1.3989 |
|
0.618 |
1.3968 |
|
HIGH |
1.3933 |
|
0.618 |
1.3912 |
|
0.500 |
1.3905 |
|
0.382 |
1.3898 |
|
LOW |
1.3877 |
|
0.618 |
1.3842 |
|
1.000 |
1.3821 |
|
1.618 |
1.3786 |
|
2.618 |
1.3730 |
|
4.250 |
1.3639 |
|
|
| Fisher Pivots for day following 02-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3905 |
1.3931 |
| PP |
1.3901 |
1.3918 |
| S1 |
1.3897 |
1.3906 |
|