CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 07-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2021 |
07-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3836 |
1.3859 |
0.0023 |
0.2% |
1.3753 |
| High |
1.3893 |
1.3869 |
-0.0024 |
-0.2% |
1.3893 |
| Low |
1.3818 |
1.3768 |
-0.0050 |
-0.4% |
1.3731 |
| Close |
1.3880 |
1.3787 |
-0.0093 |
-0.7% |
1.3880 |
| Range |
0.0075 |
0.0101 |
0.0026 |
34.7% |
0.0162 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
3.2% |
0.0000 |
| Volume |
75,059 |
129,402 |
54,343 |
72.4% |
342,312 |
|
| Daily Pivots for day following 07-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4111 |
1.4050 |
1.3843 |
|
| R3 |
1.4010 |
1.3949 |
1.3815 |
|
| R2 |
1.3909 |
1.3909 |
1.3806 |
|
| R1 |
1.3848 |
1.3848 |
1.3796 |
1.3828 |
| PP |
1.3808 |
1.3808 |
1.3808 |
1.3798 |
| S1 |
1.3747 |
1.3747 |
1.3778 |
1.3727 |
| S2 |
1.3707 |
1.3707 |
1.3768 |
|
| S3 |
1.3606 |
1.3646 |
1.3759 |
|
| S4 |
1.3505 |
1.3545 |
1.3731 |
|
|
| Weekly Pivots for week ending 03-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4321 |
1.4262 |
1.3969 |
|
| R3 |
1.4159 |
1.4100 |
1.3925 |
|
| R2 |
1.3997 |
1.3997 |
1.3910 |
|
| R1 |
1.3938 |
1.3938 |
1.3895 |
1.3968 |
| PP |
1.3835 |
1.3835 |
1.3835 |
1.3849 |
| S1 |
1.3776 |
1.3776 |
1.3865 |
1.3806 |
| S2 |
1.3673 |
1.3673 |
1.3850 |
|
| S3 |
1.3511 |
1.3614 |
1.3835 |
|
| S4 |
1.3349 |
1.3452 |
1.3791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3893 |
1.3731 |
0.0162 |
1.2% |
0.0076 |
0.6% |
35% |
False |
False |
85,926 |
| 10 |
1.3893 |
1.3680 |
0.0213 |
1.5% |
0.0073 |
0.5% |
50% |
False |
False |
75,855 |
| 20 |
1.3893 |
1.3602 |
0.0291 |
2.1% |
0.0077 |
0.6% |
64% |
False |
False |
75,740 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0083 |
0.6% |
52% |
False |
False |
82,387 |
| 60 |
1.4135 |
1.3573 |
0.0562 |
4.1% |
0.0089 |
0.6% |
38% |
False |
False |
87,148 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
31% |
False |
False |
70,138 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
31% |
False |
False |
56,126 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
31% |
False |
False |
46,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4298 |
|
2.618 |
1.4133 |
|
1.618 |
1.4032 |
|
1.000 |
1.3970 |
|
0.618 |
1.3931 |
|
HIGH |
1.3869 |
|
0.618 |
1.3830 |
|
0.500 |
1.3819 |
|
0.382 |
1.3807 |
|
LOW |
1.3768 |
|
0.618 |
1.3706 |
|
1.000 |
1.3667 |
|
1.618 |
1.3605 |
|
2.618 |
1.3504 |
|
4.250 |
1.3339 |
|
|
| Fisher Pivots for day following 07-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3819 |
1.3831 |
| PP |
1.3808 |
1.3816 |
| S1 |
1.3798 |
1.3802 |
|