CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3622 |
1.3722 |
0.0100 |
0.7% |
1.3867 |
| High |
1.3733 |
1.3749 |
0.0016 |
0.1% |
1.3880 |
| Low |
1.3614 |
1.3694 |
0.0080 |
0.6% |
1.3602 |
| Close |
1.3731 |
1.3731 |
0.0000 |
0.0% |
1.3623 |
| Range |
0.0119 |
0.0055 |
-0.0064 |
-53.8% |
0.0278 |
| ATR |
0.0085 |
0.0083 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
89,008 |
73,361 |
-15,647 |
-17.6% |
416,932 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3890 |
1.3865 |
1.3761 |
|
| R3 |
1.3835 |
1.3810 |
1.3746 |
|
| R2 |
1.3780 |
1.3780 |
1.3741 |
|
| R1 |
1.3755 |
1.3755 |
1.3736 |
1.3768 |
| PP |
1.3725 |
1.3725 |
1.3725 |
1.3731 |
| S1 |
1.3700 |
1.3700 |
1.3726 |
1.3713 |
| S2 |
1.3670 |
1.3670 |
1.3721 |
|
| S3 |
1.3615 |
1.3645 |
1.3716 |
|
| S4 |
1.3560 |
1.3590 |
1.3701 |
|
|
| 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 |
1.3787 |
1.3602 |
0.0185 |
1.3% |
0.0079 |
0.6% |
70% |
False |
False |
84,995 |
| 10 |
1.3889 |
1.3602 |
0.0287 |
2.1% |
0.0082 |
0.6% |
45% |
False |
False |
77,286 |
| 20 |
1.3985 |
1.3602 |
0.0383 |
2.8% |
0.0075 |
0.5% |
34% |
False |
False |
75,020 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0088 |
0.6% |
38% |
False |
False |
87,104 |
| 60 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0091 |
0.7% |
23% |
False |
False |
82,012 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0090 |
0.7% |
23% |
False |
False |
61,586 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0090 |
0.7% |
23% |
False |
False |
49,281 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0090 |
0.7% |
23% |
False |
False |
41,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3983 |
|
2.618 |
1.3893 |
|
1.618 |
1.3838 |
|
1.000 |
1.3804 |
|
0.618 |
1.3783 |
|
HIGH |
1.3749 |
|
0.618 |
1.3728 |
|
0.500 |
1.3722 |
|
0.382 |
1.3715 |
|
LOW |
1.3694 |
|
0.618 |
1.3660 |
|
1.000 |
1.3639 |
|
1.618 |
1.3605 |
|
2.618 |
1.3550 |
|
4.250 |
1.3460 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3728 |
1.3713 |
| PP |
1.3725 |
1.3694 |
| S1 |
1.3722 |
1.3676 |
|