CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 27-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2021 |
27-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3761 |
1.3698 |
-0.0063 |
-0.5% |
1.3622 |
| High |
1.3769 |
1.3783 |
0.0014 |
0.1% |
1.3783 |
| Low |
1.3689 |
1.3680 |
-0.0009 |
-0.1% |
1.3614 |
| Close |
1.3695 |
1.3769 |
0.0074 |
0.5% |
1.3769 |
| Range |
0.0080 |
0.0103 |
0.0023 |
28.8% |
0.0169 |
| ATR |
0.0082 |
0.0083 |
0.0002 |
1.9% |
0.0000 |
| Volume |
61,503 |
88,112 |
26,609 |
43.3% |
375,849 |
|
| Daily Pivots for day following 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4053 |
1.4014 |
1.3826 |
|
| R3 |
1.3950 |
1.3911 |
1.3797 |
|
| R2 |
1.3847 |
1.3847 |
1.3788 |
|
| R1 |
1.3808 |
1.3808 |
1.3778 |
1.3828 |
| PP |
1.3744 |
1.3744 |
1.3744 |
1.3754 |
| S1 |
1.3705 |
1.3705 |
1.3760 |
1.3725 |
| S2 |
1.3641 |
1.3641 |
1.3750 |
|
| S3 |
1.3538 |
1.3602 |
1.3741 |
|
| S4 |
1.3435 |
1.3499 |
1.3712 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4229 |
1.4168 |
1.3862 |
|
| R3 |
1.4060 |
1.3999 |
1.3815 |
|
| R2 |
1.3891 |
1.3891 |
1.3800 |
|
| R1 |
1.3830 |
1.3830 |
1.3784 |
1.3861 |
| PP |
1.3722 |
1.3722 |
1.3722 |
1.3737 |
| S1 |
1.3661 |
1.3661 |
1.3754 |
1.3692 |
| S2 |
1.3553 |
1.3553 |
1.3738 |
|
| S3 |
1.3384 |
1.3492 |
1.3723 |
|
| S4 |
1.3215 |
1.3323 |
1.3676 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3783 |
1.3614 |
0.0169 |
1.2% |
0.0086 |
0.6% |
92% |
True |
False |
75,169 |
| 10 |
1.3880 |
1.3602 |
0.0278 |
2.0% |
0.0082 |
0.6% |
60% |
False |
False |
79,278 |
| 20 |
1.3959 |
1.3602 |
0.0357 |
2.6% |
0.0076 |
0.5% |
47% |
False |
False |
72,243 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0088 |
0.6% |
48% |
False |
False |
85,946 |
| 60 |
1.4202 |
1.3573 |
0.0629 |
4.6% |
0.0090 |
0.7% |
31% |
False |
False |
85,418 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.7% |
29% |
False |
False |
64,249 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
29% |
False |
False |
51,412 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0090 |
0.7% |
29% |
False |
False |
42,856 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4221 |
|
2.618 |
1.4053 |
|
1.618 |
1.3950 |
|
1.000 |
1.3886 |
|
0.618 |
1.3847 |
|
HIGH |
1.3783 |
|
0.618 |
1.3744 |
|
0.500 |
1.3732 |
|
0.382 |
1.3719 |
|
LOW |
1.3680 |
|
0.618 |
1.3616 |
|
1.000 |
1.3577 |
|
1.618 |
1.3513 |
|
2.618 |
1.3410 |
|
4.250 |
1.3242 |
|
|
| Fisher Pivots for day following 27-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3757 |
1.3757 |
| PP |
1.3744 |
1.3744 |
| S1 |
1.3732 |
1.3732 |
|