CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 23-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2021 |
23-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3640 |
1.3622 |
-0.0018 |
-0.1% |
1.3867 |
| High |
1.3642 |
1.3733 |
0.0091 |
0.7% |
1.3880 |
| Low |
1.3602 |
1.3614 |
0.0012 |
0.1% |
1.3602 |
| Close |
1.3623 |
1.3731 |
0.0108 |
0.8% |
1.3623 |
| Range |
0.0040 |
0.0119 |
0.0079 |
197.5% |
0.0278 |
| ATR |
0.0082 |
0.0085 |
0.0003 |
3.2% |
0.0000 |
| Volume |
80,983 |
89,008 |
8,025 |
9.9% |
416,932 |
|
| Daily Pivots for day following 23-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4050 |
1.4009 |
1.3796 |
|
| R3 |
1.3931 |
1.3890 |
1.3764 |
|
| R2 |
1.3812 |
1.3812 |
1.3753 |
|
| R1 |
1.3771 |
1.3771 |
1.3742 |
1.3792 |
| PP |
1.3693 |
1.3693 |
1.3693 |
1.3703 |
| S1 |
1.3652 |
1.3652 |
1.3720 |
1.3673 |
| S2 |
1.3574 |
1.3574 |
1.3709 |
|
| S3 |
1.3455 |
1.3533 |
1.3698 |
|
| S4 |
1.3336 |
1.3414 |
1.3666 |
|
|
| 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 |
1.3845 |
1.3602 |
0.0243 |
1.8% |
0.0092 |
0.7% |
53% |
False |
False |
88,087 |
| 10 |
1.3889 |
1.3602 |
0.0287 |
2.1% |
0.0081 |
0.6% |
45% |
False |
False |
75,625 |
| 20 |
1.3985 |
1.3602 |
0.0383 |
2.8% |
0.0079 |
0.6% |
34% |
False |
False |
76,628 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0088 |
0.6% |
38% |
False |
False |
87,125 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0091 |
0.7% |
23% |
False |
False |
80,799 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0091 |
0.7% |
23% |
False |
False |
60,670 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0090 |
0.7% |
23% |
False |
False |
48,548 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0091 |
0.7% |
23% |
False |
False |
40,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4239 |
|
2.618 |
1.4045 |
|
1.618 |
1.3926 |
|
1.000 |
1.3852 |
|
0.618 |
1.3807 |
|
HIGH |
1.3733 |
|
0.618 |
1.3688 |
|
0.500 |
1.3674 |
|
0.382 |
1.3659 |
|
LOW |
1.3614 |
|
0.618 |
1.3540 |
|
1.000 |
1.3495 |
|
1.618 |
1.3421 |
|
2.618 |
1.3302 |
|
4.250 |
1.3108 |
|
|
| Fisher Pivots for day following 23-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3712 |
1.3714 |
| PP |
1.3693 |
1.3697 |
| S1 |
1.3674 |
1.3681 |
|