CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 03-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2021 |
03-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3896 |
1.3887 |
-0.0009 |
-0.1% |
1.3751 |
| High |
1.3933 |
1.3940 |
0.0007 |
0.1% |
1.3985 |
| Low |
1.3877 |
1.3884 |
0.0007 |
0.1% |
1.3739 |
| Close |
1.3893 |
1.3917 |
0.0024 |
0.2% |
1.3893 |
| Range |
0.0056 |
0.0056 |
0.0000 |
0.0% |
0.0246 |
| ATR |
0.0094 |
0.0092 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
68,467 |
58,719 |
-9,748 |
-14.2% |
456,294 |
|
| Daily Pivots for day following 03-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4082 |
1.4055 |
1.3948 |
|
| R3 |
1.4026 |
1.3999 |
1.3932 |
|
| R2 |
1.3970 |
1.3970 |
1.3927 |
|
| R1 |
1.3943 |
1.3943 |
1.3922 |
1.3957 |
| PP |
1.3914 |
1.3914 |
1.3914 |
1.3920 |
| S1 |
1.3887 |
1.3887 |
1.3912 |
1.3901 |
| S2 |
1.3858 |
1.3858 |
1.3907 |
|
| S3 |
1.3802 |
1.3831 |
1.3902 |
|
| S4 |
1.3746 |
1.3775 |
1.3886 |
|
|
| 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 |
1.3844 |
0.0141 |
1.0% |
0.0073 |
0.5% |
52% |
False |
False |
79,237 |
| 10 |
1.3985 |
1.3593 |
0.0392 |
2.8% |
0.0088 |
0.6% |
83% |
False |
False |
84,965 |
| 20 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0095 |
0.7% |
83% |
False |
False |
94,151 |
| 40 |
1.4191 |
1.3573 |
0.0618 |
4.4% |
0.0096 |
0.7% |
56% |
False |
False |
94,752 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0094 |
0.7% |
51% |
False |
False |
63,700 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
51% |
False |
False |
47,792 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
51% |
False |
False |
38,246 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
51% |
False |
False |
31,876 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4178 |
|
2.618 |
1.4087 |
|
1.618 |
1.4031 |
|
1.000 |
1.3996 |
|
0.618 |
1.3975 |
|
HIGH |
1.3940 |
|
0.618 |
1.3919 |
|
0.500 |
1.3912 |
|
0.382 |
1.3905 |
|
LOW |
1.3884 |
|
0.618 |
1.3849 |
|
1.000 |
1.3828 |
|
1.618 |
1.3793 |
|
2.618 |
1.3737 |
|
4.250 |
1.3646 |
|
|
| Fisher Pivots for day following 03-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3915 |
1.3931 |
| PP |
1.3914 |
1.3926 |
| S1 |
1.3912 |
1.3922 |
|