CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 11-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2021 |
11-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3850 |
1.3841 |
-0.0009 |
-0.1% |
1.3896 |
| High |
1.3875 |
1.3889 |
0.0014 |
0.1% |
1.3959 |
| Low |
1.3828 |
1.3803 |
-0.0025 |
-0.2% |
1.3862 |
| Close |
1.3842 |
1.3866 |
0.0024 |
0.2% |
1.3875 |
| Range |
0.0047 |
0.0086 |
0.0039 |
83.0% |
0.0097 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.3% |
0.0000 |
| Volume |
56,755 |
73,001 |
16,246 |
28.6% |
344,591 |
|
| Daily Pivots for day following 11-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4111 |
1.4074 |
1.3913 |
|
| R3 |
1.4025 |
1.3988 |
1.3890 |
|
| R2 |
1.3939 |
1.3939 |
1.3882 |
|
| R1 |
1.3902 |
1.3902 |
1.3874 |
1.3921 |
| PP |
1.3853 |
1.3853 |
1.3853 |
1.3862 |
| S1 |
1.3816 |
1.3816 |
1.3858 |
1.3835 |
| S2 |
1.3767 |
1.3767 |
1.3850 |
|
| S3 |
1.3681 |
1.3730 |
1.3842 |
|
| S4 |
1.3595 |
1.3644 |
1.3819 |
|
|
| 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 |
1.3950 |
1.3803 |
0.0147 |
1.1% |
0.0067 |
0.5% |
43% |
False |
True |
67,664 |
| 10 |
1.3985 |
1.3803 |
0.0182 |
1.3% |
0.0070 |
0.5% |
35% |
False |
True |
70,913 |
| 20 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0086 |
0.6% |
71% |
False |
False |
87,114 |
| 40 |
1.4135 |
1.3573 |
0.0562 |
4.1% |
0.0094 |
0.7% |
52% |
False |
False |
92,169 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
43% |
False |
False |
70,429 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.6% |
43% |
False |
False |
52,842 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.6% |
43% |
False |
False |
42,286 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
43% |
False |
False |
35,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4255 |
|
2.618 |
1.4114 |
|
1.618 |
1.4028 |
|
1.000 |
1.3975 |
|
0.618 |
1.3942 |
|
HIGH |
1.3889 |
|
0.618 |
1.3856 |
|
0.500 |
1.3846 |
|
0.382 |
1.3836 |
|
LOW |
1.3803 |
|
0.618 |
1.3750 |
|
1.000 |
1.3717 |
|
1.618 |
1.3664 |
|
2.618 |
1.3578 |
|
4.250 |
1.3438 |
|
|
| Fisher Pivots for day following 11-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3859 |
1.3860 |
| PP |
1.3853 |
1.3855 |
| S1 |
1.3846 |
1.3849 |
|