CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 31-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2021 |
31-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3753 |
1.3759 |
0.0006 |
0.0% |
1.3622 |
| High |
1.3776 |
1.3808 |
0.0032 |
0.2% |
1.3783 |
| Low |
1.3734 |
1.3744 |
0.0010 |
0.1% |
1.3614 |
| Close |
1.3768 |
1.3758 |
-0.0010 |
-0.1% |
1.3769 |
| Range |
0.0042 |
0.0064 |
0.0022 |
52.4% |
0.0169 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
42,084 |
90,787 |
48,703 |
115.7% |
375,849 |
|
| Daily Pivots for day following 31-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3962 |
1.3924 |
1.3793 |
|
| R3 |
1.3898 |
1.3860 |
1.3776 |
|
| R2 |
1.3834 |
1.3834 |
1.3770 |
|
| R1 |
1.3796 |
1.3796 |
1.3764 |
1.3783 |
| PP |
1.3770 |
1.3770 |
1.3770 |
1.3764 |
| S1 |
1.3732 |
1.3732 |
1.3752 |
1.3719 |
| S2 |
1.3706 |
1.3706 |
1.3746 |
|
| S3 |
1.3642 |
1.3668 |
1.3740 |
|
| S4 |
1.3578 |
1.3604 |
1.3723 |
|
|
| 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 |
1.3808 |
1.3680 |
0.0128 |
0.9% |
0.0072 |
0.5% |
61% |
True |
False |
69,270 |
| 10 |
1.3808 |
1.3602 |
0.0206 |
1.5% |
0.0076 |
0.5% |
76% |
True |
False |
77,132 |
| 20 |
1.3959 |
1.3602 |
0.0357 |
2.6% |
0.0075 |
0.5% |
44% |
False |
False |
72,528 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0085 |
0.6% |
45% |
False |
False |
83,339 |
| 60 |
1.4191 |
1.3573 |
0.0618 |
4.5% |
0.0089 |
0.6% |
30% |
False |
False |
87,344 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
27% |
False |
False |
65,907 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
27% |
False |
False |
52,739 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
27% |
False |
False |
43,959 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4080 |
|
2.618 |
1.3976 |
|
1.618 |
1.3912 |
|
1.000 |
1.3872 |
|
0.618 |
1.3848 |
|
HIGH |
1.3808 |
|
0.618 |
1.3784 |
|
0.500 |
1.3776 |
|
0.382 |
1.3768 |
|
LOW |
1.3744 |
|
0.618 |
1.3704 |
|
1.000 |
1.3680 |
|
1.618 |
1.3640 |
|
2.618 |
1.3576 |
|
4.250 |
1.3472 |
|
|
| Fisher Pivots for day following 31-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3776 |
1.3753 |
| PP |
1.3770 |
1.3749 |
| S1 |
1.3764 |
1.3744 |
|