CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 24-Aug-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2021 |
24-Aug-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3621 |
1.3720 |
0.0099 |
0.7% |
1.3872 |
| High |
1.3735 |
1.3750 |
0.0015 |
0.1% |
1.3881 |
| Low |
1.3621 |
1.3697 |
0.0076 |
0.6% |
1.3606 |
| Close |
1.3733 |
1.3733 |
0.0000 |
0.0% |
1.3625 |
| Range |
0.0114 |
0.0053 |
-0.0061 |
-53.5% |
0.0275 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
418 |
589 |
171 |
40.9% |
1,198 |
|
| Daily Pivots for day following 24-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3886 |
1.3862 |
1.3762 |
|
| R3 |
1.3833 |
1.3809 |
1.3748 |
|
| R2 |
1.3780 |
1.3780 |
1.3743 |
|
| R1 |
1.3756 |
1.3756 |
1.3738 |
1.3768 |
| PP |
1.3727 |
1.3727 |
1.3727 |
1.3733 |
| S1 |
1.3703 |
1.3703 |
1.3728 |
1.3715 |
| S2 |
1.3674 |
1.3674 |
1.3723 |
|
| S3 |
1.3621 |
1.3650 |
1.3718 |
|
| S4 |
1.3568 |
1.3597 |
1.3704 |
|
|
| Weekly Pivots for week ending 20-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4529 |
1.4352 |
1.3776 |
|
| R3 |
1.4254 |
1.4077 |
1.3701 |
|
| R2 |
1.3979 |
1.3979 |
1.3675 |
|
| R1 |
1.3802 |
1.3802 |
1.3650 |
1.3753 |
| PP |
1.3704 |
1.3704 |
1.3704 |
1.3680 |
| S1 |
1.3527 |
1.3527 |
1.3600 |
1.3478 |
| S2 |
1.3429 |
1.3429 |
1.3575 |
|
| S3 |
1.3154 |
1.3252 |
1.3549 |
|
| S4 |
1.2879 |
1.2977 |
1.3474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3788 |
1.3606 |
0.0182 |
1.3% |
0.0073 |
0.5% |
70% |
False |
False |
332 |
| 10 |
1.3890 |
1.3606 |
0.0284 |
2.1% |
0.0078 |
0.6% |
45% |
False |
False |
241 |
| 20 |
1.3986 |
1.3606 |
0.0380 |
2.8% |
0.0072 |
0.5% |
33% |
False |
False |
160 |
| 40 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0083 |
0.6% |
38% |
False |
False |
108 |
| 60 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0086 |
0.6% |
23% |
False |
False |
88 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
23% |
False |
False |
73 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0084 |
0.6% |
23% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3975 |
|
2.618 |
1.3889 |
|
1.618 |
1.3836 |
|
1.000 |
1.3803 |
|
0.618 |
1.3783 |
|
HIGH |
1.3750 |
|
0.618 |
1.3730 |
|
0.500 |
1.3724 |
|
0.382 |
1.3717 |
|
LOW |
1.3697 |
|
0.618 |
1.3664 |
|
1.000 |
1.3644 |
|
1.618 |
1.3611 |
|
2.618 |
1.3558 |
|
4.250 |
1.3472 |
|
|
| Fisher Pivots for day following 24-Aug-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3730 |
1.3715 |
| PP |
1.3727 |
1.3696 |
| S1 |
1.3724 |
1.3678 |
|