CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 26-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2021 |
26-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3733 |
1.3761 |
0.0028 |
0.2% |
1.3867 |
| High |
1.3768 |
1.3769 |
0.0001 |
0.0% |
1.3880 |
| Low |
1.3697 |
1.3689 |
-0.0008 |
-0.1% |
1.3602 |
| Close |
1.3762 |
1.3695 |
-0.0067 |
-0.5% |
1.3623 |
| Range |
0.0071 |
0.0080 |
0.0009 |
12.7% |
0.0278 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
63,865 |
61,503 |
-2,362 |
-3.7% |
416,932 |
|
| Daily Pivots for day following 26-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3958 |
1.3906 |
1.3739 |
|
| R3 |
1.3878 |
1.3826 |
1.3717 |
|
| R2 |
1.3798 |
1.3798 |
1.3710 |
|
| R1 |
1.3746 |
1.3746 |
1.3702 |
1.3732 |
| PP |
1.3718 |
1.3718 |
1.3718 |
1.3711 |
| S1 |
1.3666 |
1.3666 |
1.3688 |
1.3652 |
| S2 |
1.3638 |
1.3638 |
1.3680 |
|
| S3 |
1.3558 |
1.3586 |
1.3673 |
|
| S4 |
1.3478 |
1.3506 |
1.3651 |
|
|
| 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 |
1.3769 |
1.3602 |
0.0167 |
1.2% |
0.0073 |
0.5% |
56% |
True |
False |
73,744 |
| 10 |
1.3880 |
1.3602 |
0.0278 |
2.0% |
0.0080 |
0.6% |
33% |
False |
False |
76,338 |
| 20 |
1.3985 |
1.3602 |
0.0383 |
2.8% |
0.0075 |
0.5% |
24% |
False |
False |
72,751 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0088 |
0.6% |
30% |
False |
False |
86,199 |
| 60 |
1.4203 |
1.3573 |
0.0630 |
4.6% |
0.0091 |
0.7% |
19% |
False |
False |
83,974 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0090 |
0.7% |
18% |
False |
False |
63,150 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0089 |
0.7% |
18% |
False |
False |
50,532 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
5.0% |
0.0090 |
0.7% |
18% |
False |
False |
42,121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4109 |
|
2.618 |
1.3978 |
|
1.618 |
1.3898 |
|
1.000 |
1.3849 |
|
0.618 |
1.3818 |
|
HIGH |
1.3769 |
|
0.618 |
1.3738 |
|
0.500 |
1.3729 |
|
0.382 |
1.3720 |
|
LOW |
1.3689 |
|
0.618 |
1.3640 |
|
1.000 |
1.3609 |
|
1.618 |
1.3560 |
|
2.618 |
1.3480 |
|
4.250 |
1.3349 |
|
|
| Fisher Pivots for day following 26-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3729 |
1.3729 |
| PP |
1.3718 |
1.3718 |
| S1 |
1.3706 |
1.3706 |
|