CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 20-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2021 |
20-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3747 |
1.3640 |
-0.0107 |
-0.8% |
1.3867 |
| High |
1.3759 |
1.3642 |
-0.0117 |
-0.9% |
1.3880 |
| Low |
1.3633 |
1.3602 |
-0.0031 |
-0.2% |
1.3602 |
| Close |
1.3639 |
1.3623 |
-0.0016 |
-0.1% |
1.3623 |
| Range |
0.0126 |
0.0040 |
-0.0086 |
-68.3% |
0.0278 |
| ATR |
0.0085 |
0.0082 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
102,683 |
80,983 |
-21,700 |
-21.1% |
416,932 |
|
| Daily Pivots for day following 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3742 |
1.3723 |
1.3645 |
|
| R3 |
1.3702 |
1.3683 |
1.3634 |
|
| R2 |
1.3662 |
1.3662 |
1.3630 |
|
| R1 |
1.3643 |
1.3643 |
1.3627 |
1.3633 |
| PP |
1.3622 |
1.3622 |
1.3622 |
1.3617 |
| S1 |
1.3603 |
1.3603 |
1.3619 |
1.3593 |
| S2 |
1.3582 |
1.3582 |
1.3616 |
|
| S3 |
1.3542 |
1.3563 |
1.3612 |
|
| S4 |
1.3502 |
1.3523 |
1.3601 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4536 |
1.4357 |
1.3776 |
|
| R3 |
1.4258 |
1.4079 |
1.3699 |
|
| R2 |
1.3980 |
1.3980 |
1.3674 |
|
| R1 |
1.3801 |
1.3801 |
1.3648 |
1.3752 |
| PP |
1.3702 |
1.3702 |
1.3702 |
1.3677 |
| S1 |
1.3523 |
1.3523 |
1.3598 |
1.3474 |
| S2 |
1.3424 |
1.3424 |
1.3572 |
|
| S3 |
1.3146 |
1.3245 |
1.3547 |
|
| S4 |
1.2868 |
1.2967 |
1.3470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3880 |
1.3602 |
0.0278 |
2.0% |
0.0078 |
0.6% |
8% |
False |
True |
83,386 |
| 10 |
1.3895 |
1.3602 |
0.0293 |
2.2% |
0.0075 |
0.5% |
7% |
False |
True |
72,443 |
| 20 |
1.3985 |
1.3602 |
0.0383 |
2.8% |
0.0078 |
0.6% |
5% |
False |
True |
76,266 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0087 |
0.6% |
12% |
False |
False |
86,524 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0091 |
0.7% |
7% |
False |
False |
79,352 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0090 |
0.7% |
7% |
False |
False |
59,558 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0090 |
0.7% |
7% |
False |
False |
47,658 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0090 |
0.7% |
7% |
False |
False |
39,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3812 |
|
2.618 |
1.3747 |
|
1.618 |
1.3707 |
|
1.000 |
1.3682 |
|
0.618 |
1.3667 |
|
HIGH |
1.3642 |
|
0.618 |
1.3627 |
|
0.500 |
1.3622 |
|
0.382 |
1.3617 |
|
LOW |
1.3602 |
|
0.618 |
1.3577 |
|
1.000 |
1.3562 |
|
1.618 |
1.3537 |
|
2.618 |
1.3497 |
|
4.250 |
1.3432 |
|
|
| Fisher Pivots for day following 20-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3623 |
1.3695 |
| PP |
1.3622 |
1.3671 |
| S1 |
1.3622 |
1.3647 |
|