CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 04-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2021 |
04-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3887 |
1.3916 |
0.0029 |
0.2% |
1.3751 |
| High |
1.3940 |
1.3959 |
0.0019 |
0.1% |
1.3985 |
| Low |
1.3884 |
1.3885 |
0.0001 |
0.0% |
1.3739 |
| Close |
1.3917 |
1.3890 |
-0.0027 |
-0.2% |
1.3893 |
| Range |
0.0056 |
0.0074 |
0.0018 |
32.1% |
0.0246 |
| ATR |
0.0092 |
0.0090 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
58,719 |
66,033 |
7,314 |
12.5% |
456,294 |
|
| Daily Pivots for day following 04-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4133 |
1.4086 |
1.3931 |
|
| R3 |
1.4059 |
1.4012 |
1.3910 |
|
| R2 |
1.3985 |
1.3985 |
1.3904 |
|
| R1 |
1.3938 |
1.3938 |
1.3897 |
1.3925 |
| PP |
1.3911 |
1.3911 |
1.3911 |
1.3905 |
| S1 |
1.3864 |
1.3864 |
1.3883 |
1.3851 |
| S2 |
1.3837 |
1.3837 |
1.3876 |
|
| S3 |
1.3763 |
1.3790 |
1.3870 |
|
| S4 |
1.3689 |
1.3716 |
1.3849 |
|
|
| 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 |
1.3877 |
0.0108 |
0.8% |
0.0073 |
0.5% |
12% |
False |
False |
74,162 |
| 10 |
1.3985 |
1.3692 |
0.0293 |
2.1% |
0.0082 |
0.6% |
68% |
False |
False |
82,122 |
| 20 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0094 |
0.7% |
77% |
False |
False |
92,754 |
| 40 |
1.4191 |
1.3573 |
0.0618 |
4.4% |
0.0096 |
0.7% |
51% |
False |
False |
95,317 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
47% |
False |
False |
64,799 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
47% |
False |
False |
48,617 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
47% |
False |
False |
38,906 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
47% |
False |
False |
32,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4274 |
|
2.618 |
1.4153 |
|
1.618 |
1.4079 |
|
1.000 |
1.4033 |
|
0.618 |
1.4005 |
|
HIGH |
1.3959 |
|
0.618 |
1.3931 |
|
0.500 |
1.3922 |
|
0.382 |
1.3913 |
|
LOW |
1.3885 |
|
0.618 |
1.3839 |
|
1.000 |
1.3811 |
|
1.618 |
1.3765 |
|
2.618 |
1.3691 |
|
4.250 |
1.3571 |
|
|
| Fisher Pivots for day following 04-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3922 |
1.3918 |
| PP |
1.3911 |
1.3909 |
| S1 |
1.3901 |
1.3899 |
|