CME British Pound Future September 2021
Trading Metrics calculated at close of trading on 18-Aug-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2021 |
18-Aug-2021 |
Change |
Change % |
Previous Week |
Open |
1.3843 |
1.3745 |
-0.0098 |
-0.7% |
1.3874 |
High |
1.3845 |
1.3787 |
-0.0058 |
-0.4% |
1.3895 |
Low |
1.3727 |
1.3732 |
0.0005 |
0.0% |
1.3791 |
Close |
1.3737 |
1.3763 |
0.0026 |
0.2% |
1.3869 |
Range |
0.0118 |
0.0055 |
-0.0063 |
-53.4% |
0.0104 |
ATR |
0.0084 |
0.0082 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
88,823 |
78,942 |
-9,881 |
-11.1% |
307,506 |
|
Daily Pivots for day following 18-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3926 |
1.3899 |
1.3793 |
|
R3 |
1.3871 |
1.3844 |
1.3778 |
|
R2 |
1.3816 |
1.3816 |
1.3773 |
|
R1 |
1.3789 |
1.3789 |
1.3768 |
1.3803 |
PP |
1.3761 |
1.3761 |
1.3761 |
1.3767 |
S1 |
1.3734 |
1.3734 |
1.3758 |
1.3748 |
S2 |
1.3706 |
1.3706 |
1.3753 |
|
S3 |
1.3651 |
1.3679 |
1.3748 |
|
S4 |
1.3596 |
1.3624 |
1.3733 |
|
|
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 |
1.3880 |
1.3727 |
0.0153 |
1.1% |
0.0079 |
0.6% |
24% |
False |
False |
70,764 |
10 |
1.3950 |
1.3727 |
0.0223 |
1.6% |
0.0073 |
0.5% |
16% |
False |
False |
69,214 |
20 |
1.3985 |
1.3692 |
0.0293 |
2.1% |
0.0078 |
0.6% |
24% |
False |
False |
75,668 |
40 |
1.4004 |
1.3573 |
0.0431 |
3.1% |
0.0087 |
0.6% |
44% |
False |
False |
86,281 |
60 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0091 |
0.7% |
28% |
False |
False |
76,303 |
80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.7% |
28% |
False |
False |
57,263 |
100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.7% |
28% |
False |
False |
45,822 |
120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0091 |
0.7% |
28% |
False |
False |
38,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4021 |
2.618 |
1.3931 |
1.618 |
1.3876 |
1.000 |
1.3842 |
0.618 |
1.3821 |
HIGH |
1.3787 |
0.618 |
1.3766 |
0.500 |
1.3760 |
0.382 |
1.3753 |
LOW |
1.3732 |
0.618 |
1.3698 |
1.000 |
1.3677 |
1.618 |
1.3643 |
2.618 |
1.3588 |
4.250 |
1.3498 |
|
|
Fisher Pivots for day following 18-Aug-2021 |
Pivot |
1 day |
3 day |
R1 |
1.3762 |
1.3804 |
PP |
1.3761 |
1.3790 |
S1 |
1.3760 |
1.3777 |
|