CME British Pound Future September 2021
| Trading Metrics calculated at close of trading on 08-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2021 |
08-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3859 |
1.3789 |
-0.0070 |
-0.5% |
1.3753 |
| High |
1.3869 |
1.3791 |
-0.0078 |
-0.6% |
1.3893 |
| Low |
1.3768 |
1.3726 |
-0.0042 |
-0.3% |
1.3731 |
| Close |
1.3787 |
1.3780 |
-0.0007 |
-0.1% |
1.3880 |
| Range |
0.0101 |
0.0065 |
-0.0036 |
-35.6% |
0.0162 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
129,402 |
147,382 |
17,980 |
13.9% |
342,312 |
|
| Daily Pivots for day following 08-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3961 |
1.3935 |
1.3816 |
|
| R3 |
1.3896 |
1.3870 |
1.3798 |
|
| R2 |
1.3831 |
1.3831 |
1.3792 |
|
| R1 |
1.3805 |
1.3805 |
1.3786 |
1.3786 |
| PP |
1.3766 |
1.3766 |
1.3766 |
1.3756 |
| S1 |
1.3740 |
1.3740 |
1.3774 |
1.3721 |
| S2 |
1.3701 |
1.3701 |
1.3768 |
|
| S3 |
1.3636 |
1.3675 |
1.3762 |
|
| S4 |
1.3571 |
1.3610 |
1.3744 |
|
|
| 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 |
1.3726 |
0.0167 |
1.2% |
0.0076 |
0.6% |
32% |
False |
True |
97,245 |
| 10 |
1.3893 |
1.3680 |
0.0213 |
1.5% |
0.0074 |
0.5% |
47% |
False |
False |
83,257 |
| 20 |
1.3893 |
1.3602 |
0.0291 |
2.1% |
0.0078 |
0.6% |
61% |
False |
False |
80,271 |
| 40 |
1.3985 |
1.3573 |
0.0412 |
3.0% |
0.0082 |
0.6% |
50% |
False |
False |
84,045 |
| 60 |
1.4135 |
1.3573 |
0.0562 |
4.1% |
0.0089 |
0.6% |
37% |
False |
False |
88,553 |
| 80 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
30% |
False |
False |
71,979 |
| 100 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0089 |
0.6% |
30% |
False |
False |
57,599 |
| 120 |
1.4253 |
1.3573 |
0.0680 |
4.9% |
0.0088 |
0.6% |
30% |
False |
False |
48,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4067 |
|
2.618 |
1.3961 |
|
1.618 |
1.3896 |
|
1.000 |
1.3856 |
|
0.618 |
1.3831 |
|
HIGH |
1.3791 |
|
0.618 |
1.3766 |
|
0.500 |
1.3759 |
|
0.382 |
1.3751 |
|
LOW |
1.3726 |
|
0.618 |
1.3686 |
|
1.000 |
1.3661 |
|
1.618 |
1.3621 |
|
2.618 |
1.3556 |
|
4.250 |
1.3450 |
|
|
| Fisher Pivots for day following 08-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3773 |
1.3810 |
| PP |
1.3766 |
1.3800 |
| S1 |
1.3759 |
1.3790 |
|