CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 27-Jul-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2021 |
27-Jul-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3766 |
1.3816 |
0.0050 |
0.4% |
1.3760 |
| High |
1.3836 |
1.3897 |
0.0061 |
0.4% |
1.3790 |
| Low |
1.3742 |
1.3771 |
0.0029 |
0.2% |
1.3576 |
| Close |
1.3818 |
1.3891 |
0.0073 |
0.5% |
1.3757 |
| Range |
0.0094 |
0.0126 |
0.0032 |
34.0% |
0.0214 |
| ATR |
0.0094 |
0.0096 |
0.0002 |
2.4% |
0.0000 |
| Volume |
26 |
86 |
60 |
230.8% |
487 |
|
| Daily Pivots for day following 27-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4231 |
1.4187 |
1.3960 |
|
| R3 |
1.4105 |
1.4061 |
1.3926 |
|
| R2 |
1.3979 |
1.3979 |
1.3914 |
|
| R1 |
1.3935 |
1.3935 |
1.3903 |
1.3957 |
| PP |
1.3853 |
1.3853 |
1.3853 |
1.3864 |
| S1 |
1.3809 |
1.3809 |
1.3879 |
1.3831 |
| S2 |
1.3727 |
1.3727 |
1.3868 |
|
| S3 |
1.3601 |
1.3683 |
1.3856 |
|
| S4 |
1.3475 |
1.3557 |
1.3822 |
|
|
| Weekly Pivots for week ending 23-Jul-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4350 |
1.4267 |
1.3875 |
|
| R3 |
1.4136 |
1.4053 |
1.3816 |
|
| R2 |
1.3922 |
1.3922 |
1.3796 |
|
| R1 |
1.3839 |
1.3839 |
1.3777 |
1.3774 |
| PP |
1.3708 |
1.3708 |
1.3708 |
1.3675 |
| S1 |
1.3625 |
1.3625 |
1.3737 |
1.3560 |
| S2 |
1.3494 |
1.3494 |
1.3718 |
|
| S3 |
1.3280 |
1.3411 |
1.3698 |
|
| S4 |
1.3066 |
1.3197 |
1.3639 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3897 |
1.3596 |
0.0301 |
2.2% |
0.0100 |
0.7% |
98% |
True |
False |
73 |
| 10 |
1.3902 |
1.3576 |
0.0326 |
2.3% |
0.0099 |
0.7% |
97% |
False |
False |
71 |
| 20 |
1.3913 |
1.3576 |
0.0337 |
2.4% |
0.0094 |
0.7% |
93% |
False |
False |
57 |
| 40 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0094 |
0.7% |
47% |
False |
False |
52 |
| 60 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0088 |
0.6% |
47% |
False |
False |
44 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0087 |
0.6% |
47% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4433 |
|
2.618 |
1.4227 |
|
1.618 |
1.4101 |
|
1.000 |
1.4023 |
|
0.618 |
1.3975 |
|
HIGH |
1.3897 |
|
0.618 |
1.3849 |
|
0.500 |
1.3834 |
|
0.382 |
1.3819 |
|
LOW |
1.3771 |
|
0.618 |
1.3693 |
|
1.000 |
1.3645 |
|
1.618 |
1.3567 |
|
2.618 |
1.3441 |
|
4.250 |
1.3236 |
|
|
| Fisher Pivots for day following 27-Jul-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3872 |
1.3864 |
| PP |
1.3853 |
1.3838 |
| S1 |
1.3834 |
1.3811 |
|