CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 16-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2021 |
16-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3815 |
1.3867 |
0.0052 |
0.4% |
1.3874 |
| High |
1.3877 |
1.3880 |
0.0003 |
0.0% |
1.3895 |
| Low |
1.3791 |
1.3828 |
0.0037 |
0.3% |
1.3791 |
| Close |
1.3869 |
1.3838 |
-0.0031 |
-0.2% |
1.3869 |
| Range |
0.0086 |
0.0052 |
-0.0034 |
-39.5% |
0.0104 |
| ATR |
0.0083 |
0.0081 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
58,714 |
65,501 |
6,787 |
11.6% |
307,506 |
|
| Daily Pivots for day following 16-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4005 |
1.3973 |
1.3867 |
|
| R3 |
1.3953 |
1.3921 |
1.3852 |
|
| R2 |
1.3901 |
1.3901 |
1.3848 |
|
| R1 |
1.3869 |
1.3869 |
1.3843 |
1.3859 |
| PP |
1.3849 |
1.3849 |
1.3849 |
1.3844 |
| S1 |
1.3817 |
1.3817 |
1.3833 |
1.3807 |
| S2 |
1.3797 |
1.3797 |
1.3828 |
|
| S3 |
1.3745 |
1.3765 |
1.3824 |
|
| S4 |
1.3693 |
1.3713 |
1.3809 |
|
|
| Weekly Pivots for week ending 13-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4164 |
1.4120 |
1.3926 |
|
| R3 |
1.4060 |
1.4016 |
1.3898 |
|
| R2 |
1.3956 |
1.3956 |
1.3888 |
|
| R1 |
1.3912 |
1.3912 |
1.3879 |
1.3882 |
| PP |
1.3852 |
1.3852 |
1.3852 |
1.3837 |
| S1 |
1.3808 |
1.3808 |
1.3859 |
1.3778 |
| S2 |
1.3748 |
1.3748 |
1.3850 |
|
| S3 |
1.3644 |
1.3704 |
1.3840 |
|
| S4 |
1.3540 |
1.3600 |
1.3812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3889 |
1.3791 |
0.0098 |
0.7% |
0.0071 |
0.5% |
48% |
False |
False |
63,163 |
| 10 |
1.3959 |
1.3791 |
0.0168 |
1.2% |
0.0069 |
0.5% |
28% |
False |
False |
64,913 |
| 20 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0081 |
0.6% |
64% |
False |
False |
78,636 |
| 40 |
1.4004 |
1.3573 |
0.0431 |
3.1% |
0.0089 |
0.6% |
61% |
False |
False |
87,227 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0091 |
0.7% |
39% |
False |
False |
73,523 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
39% |
False |
False |
55,167 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.6% |
39% |
False |
False |
44,145 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0092 |
0.7% |
39% |
False |
False |
36,796 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4101 |
|
2.618 |
1.4016 |
|
1.618 |
1.3964 |
|
1.000 |
1.3932 |
|
0.618 |
1.3912 |
|
HIGH |
1.3880 |
|
0.618 |
1.3860 |
|
0.500 |
1.3854 |
|
0.382 |
1.3848 |
|
LOW |
1.3828 |
|
0.618 |
1.3796 |
|
1.000 |
1.3776 |
|
1.618 |
1.3744 |
|
2.618 |
1.3692 |
|
4.250 |
1.3607 |
|
|
| Fisher Pivots for day following 16-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3854 |
1.3837 |
| PP |
1.3849 |
1.3836 |
| S1 |
1.3843 |
1.3836 |
|