CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 25-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2021 |
25-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3722 |
1.3733 |
0.0011 |
0.1% |
1.3867 |
| High |
1.3749 |
1.3768 |
0.0019 |
0.1% |
1.3880 |
| Low |
1.3694 |
1.3697 |
0.0003 |
0.0% |
1.3602 |
| Close |
1.3731 |
1.3762 |
0.0031 |
0.2% |
1.3623 |
| Range |
0.0055 |
0.0071 |
0.0016 |
29.1% |
0.0278 |
| ATR |
0.0083 |
0.0082 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
73,361 |
63,865 |
-9,496 |
-12.9% |
416,932 |
|
| Daily Pivots for day following 25-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3955 |
1.3930 |
1.3801 |
|
| R3 |
1.3884 |
1.3859 |
1.3782 |
|
| R2 |
1.3813 |
1.3813 |
1.3775 |
|
| R1 |
1.3788 |
1.3788 |
1.3769 |
1.3801 |
| PP |
1.3742 |
1.3742 |
1.3742 |
1.3749 |
| S1 |
1.3717 |
1.3717 |
1.3755 |
1.3730 |
| S2 |
1.3671 |
1.3671 |
1.3749 |
|
| S3 |
1.3600 |
1.3646 |
1.3742 |
|
| S4 |
1.3529 |
1.3575 |
1.3723 |
|
|
| 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 |
1.3768 |
1.3602 |
0.0166 |
1.2% |
0.0082 |
0.6% |
96% |
True |
False |
81,980 |
| 10 |
1.3880 |
1.3602 |
0.0278 |
2.0% |
0.0081 |
0.6% |
58% |
False |
False |
76,372 |
| 20 |
1.3985 |
1.3602 |
0.0383 |
2.8% |
0.0075 |
0.5% |
42% |
False |
False |
73,642 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0088 |
0.6% |
46% |
False |
False |
86,880 |
| 60 |
1.4203 |
1.3573 |
0.0630 |
4.6% |
0.0091 |
0.7% |
30% |
False |
False |
83,042 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
28% |
False |
False |
62,382 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.7% |
28% |
False |
False |
49,919 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.7% |
28% |
False |
False |
41,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4070 |
|
2.618 |
1.3954 |
|
1.618 |
1.3883 |
|
1.000 |
1.3839 |
|
0.618 |
1.3812 |
|
HIGH |
1.3768 |
|
0.618 |
1.3741 |
|
0.500 |
1.3733 |
|
0.382 |
1.3724 |
|
LOW |
1.3697 |
|
0.618 |
1.3653 |
|
1.000 |
1.3626 |
|
1.618 |
1.3582 |
|
2.618 |
1.3511 |
|
4.250 |
1.3395 |
|
|
| Fisher Pivots for day following 25-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3752 |
1.3738 |
| PP |
1.3742 |
1.3715 |
| S1 |
1.3733 |
1.3691 |
|