CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 12-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2021 |
12-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3841 |
1.3866 |
0.0025 |
0.2% |
1.3896 |
| High |
1.3889 |
1.3879 |
-0.0010 |
-0.1% |
1.3959 |
| Low |
1.3803 |
1.3794 |
-0.0009 |
-0.1% |
1.3862 |
| Close |
1.3866 |
1.3801 |
-0.0065 |
-0.5% |
1.3875 |
| Range |
0.0086 |
0.0085 |
-0.0001 |
-1.2% |
0.0097 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.2% |
0.0000 |
| Volume |
73,001 |
61,844 |
-11,157 |
-15.3% |
344,591 |
|
| Daily Pivots for day following 12-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4080 |
1.4025 |
1.3848 |
|
| R3 |
1.3995 |
1.3940 |
1.3824 |
|
| R2 |
1.3910 |
1.3910 |
1.3817 |
|
| R1 |
1.3855 |
1.3855 |
1.3809 |
1.3840 |
| PP |
1.3825 |
1.3825 |
1.3825 |
1.3817 |
| S1 |
1.3770 |
1.3770 |
1.3793 |
1.3755 |
| S2 |
1.3740 |
1.3740 |
1.3785 |
|
| S3 |
1.3655 |
1.3685 |
1.3778 |
|
| S4 |
1.3570 |
1.3600 |
1.3754 |
|
|
| 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 |
1.3934 |
1.3794 |
0.0140 |
1.0% |
0.0069 |
0.5% |
5% |
False |
True |
61,824 |
| 10 |
1.3985 |
1.3794 |
0.0191 |
1.4% |
0.0070 |
0.5% |
4% |
False |
True |
69,165 |
| 20 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0086 |
0.6% |
55% |
False |
False |
84,596 |
| 40 |
1.4012 |
1.3573 |
0.0439 |
3.2% |
0.0092 |
0.7% |
52% |
False |
False |
91,118 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
34% |
False |
False |
71,456 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.7% |
34% |
False |
False |
53,615 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.7% |
34% |
False |
False |
42,905 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
34% |
False |
False |
35,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4240 |
|
2.618 |
1.4102 |
|
1.618 |
1.4017 |
|
1.000 |
1.3964 |
|
0.618 |
1.3932 |
|
HIGH |
1.3879 |
|
0.618 |
1.3847 |
|
0.500 |
1.3837 |
|
0.382 |
1.3826 |
|
LOW |
1.3794 |
|
0.618 |
1.3741 |
|
1.000 |
1.3709 |
|
1.618 |
1.3656 |
|
2.618 |
1.3571 |
|
4.250 |
1.3433 |
|
|
| Fisher Pivots for day following 12-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3837 |
1.3842 |
| PP |
1.3825 |
1.3828 |
| S1 |
1.3813 |
1.3815 |
|