CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 06-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2021 |
06-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3887 |
1.3930 |
0.0043 |
0.3% |
1.3896 |
| High |
1.3950 |
1.3934 |
-0.0016 |
-0.1% |
1.3959 |
| Low |
1.3873 |
1.3862 |
-0.0011 |
-0.1% |
1.3862 |
| Close |
1.3934 |
1.3875 |
-0.0059 |
-0.4% |
1.3875 |
| Range |
0.0077 |
0.0072 |
-0.0005 |
-6.5% |
0.0097 |
| ATR |
0.0089 |
0.0088 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
91,044 |
60,328 |
-30,716 |
-33.7% |
344,591 |
|
| Daily Pivots for day following 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4106 |
1.4063 |
1.3915 |
|
| R3 |
1.4034 |
1.3991 |
1.3895 |
|
| R2 |
1.3962 |
1.3962 |
1.3888 |
|
| R1 |
1.3919 |
1.3919 |
1.3882 |
1.3905 |
| PP |
1.3890 |
1.3890 |
1.3890 |
1.3883 |
| S1 |
1.3847 |
1.3847 |
1.3868 |
1.3833 |
| S2 |
1.3818 |
1.3818 |
1.3862 |
|
| S3 |
1.3746 |
1.3775 |
1.3855 |
|
| S4 |
1.3674 |
1.3703 |
1.3835 |
|
|
| Weekly Pivots for week ending 06-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4190 |
1.4129 |
1.3928 |
|
| R3 |
1.4093 |
1.4032 |
1.3902 |
|
| R2 |
1.3996 |
1.3996 |
1.3893 |
|
| R1 |
1.3935 |
1.3935 |
1.3884 |
1.3917 |
| PP |
1.3899 |
1.3899 |
1.3899 |
1.3890 |
| S1 |
1.3838 |
1.3838 |
1.3866 |
1.3820 |
| S2 |
1.3802 |
1.3802 |
1.3857 |
|
| S3 |
1.3705 |
1.3741 |
1.3848 |
|
| S4 |
1.3608 |
1.3644 |
1.3822 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3959 |
1.3862 |
0.0097 |
0.7% |
0.0067 |
0.5% |
13% |
False |
True |
68,918 |
| 10 |
1.3985 |
1.3739 |
0.0246 |
1.8% |
0.0081 |
0.6% |
55% |
False |
False |
80,088 |
| 20 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0090 |
0.7% |
73% |
False |
False |
89,829 |
| 40 |
1.4187 |
1.3573 |
0.0614 |
4.4% |
0.0095 |
0.7% |
49% |
False |
False |
93,958 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
44% |
False |
False |
67,319 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
44% |
False |
False |
50,508 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0091 |
0.7% |
44% |
False |
False |
40,417 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0093 |
0.7% |
44% |
False |
False |
33,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4240 |
|
2.618 |
1.4122 |
|
1.618 |
1.4050 |
|
1.000 |
1.4006 |
|
0.618 |
1.3978 |
|
HIGH |
1.3934 |
|
0.618 |
1.3906 |
|
0.500 |
1.3898 |
|
0.382 |
1.3890 |
|
LOW |
1.3862 |
|
0.618 |
1.3818 |
|
1.000 |
1.3790 |
|
1.618 |
1.3746 |
|
2.618 |
1.3674 |
|
4.250 |
1.3556 |
|
|
| Fisher Pivots for day following 06-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3898 |
1.3911 |
| PP |
1.3890 |
1.3899 |
| S1 |
1.3883 |
1.3887 |
|