CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 05-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2021 |
05-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3916 |
1.3887 |
-0.0029 |
-0.2% |
1.3751 |
| High |
1.3959 |
1.3950 |
-0.0009 |
-0.1% |
1.3985 |
| Low |
1.3885 |
1.3873 |
-0.0012 |
-0.1% |
1.3739 |
| Close |
1.3890 |
1.3934 |
0.0044 |
0.3% |
1.3893 |
| Range |
0.0074 |
0.0077 |
0.0003 |
4.1% |
0.0246 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
66,033 |
91,044 |
25,011 |
37.9% |
456,294 |
|
| Daily Pivots for day following 05-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4150 |
1.4119 |
1.3976 |
|
| R3 |
1.4073 |
1.4042 |
1.3955 |
|
| R2 |
1.3996 |
1.3996 |
1.3948 |
|
| R1 |
1.3965 |
1.3965 |
1.3941 |
1.3981 |
| PP |
1.3919 |
1.3919 |
1.3919 |
1.3927 |
| S1 |
1.3888 |
1.3888 |
1.3927 |
1.3904 |
| S2 |
1.3842 |
1.3842 |
1.3920 |
|
| S3 |
1.3765 |
1.3811 |
1.3913 |
|
| S4 |
1.3688 |
1.3734 |
1.3892 |
|
|
| 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 |
1.3873 |
0.0112 |
0.8% |
0.0072 |
0.5% |
54% |
False |
True |
76,506 |
| 10 |
1.3985 |
1.3721 |
0.0264 |
1.9% |
0.0080 |
0.6% |
81% |
False |
False |
80,760 |
| 20 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0094 |
0.7% |
88% |
False |
False |
92,359 |
| 40 |
1.4187 |
1.3573 |
0.0614 |
4.4% |
0.0096 |
0.7% |
59% |
False |
False |
95,572 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
53% |
False |
False |
66,315 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
53% |
False |
False |
49,755 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
53% |
False |
False |
39,816 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
53% |
False |
False |
33,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4277 |
|
2.618 |
1.4152 |
|
1.618 |
1.4075 |
|
1.000 |
1.4027 |
|
0.618 |
1.3998 |
|
HIGH |
1.3950 |
|
0.618 |
1.3921 |
|
0.500 |
1.3912 |
|
0.382 |
1.3902 |
|
LOW |
1.3873 |
|
0.618 |
1.3825 |
|
1.000 |
1.3796 |
|
1.618 |
1.3748 |
|
2.618 |
1.3671 |
|
4.250 |
1.3546 |
|
|
| Fisher Pivots for day following 05-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3927 |
1.3928 |
| PP |
1.3919 |
1.3922 |
| S1 |
1.3912 |
1.3916 |
|