CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 01-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2021 |
01-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3762 |
1.3757 |
-0.0005 |
0.0% |
1.3621 |
| High |
1.3809 |
1.3800 |
-0.0009 |
-0.1% |
1.3782 |
| Low |
1.3746 |
1.3734 |
-0.0012 |
-0.1% |
1.3621 |
| Close |
1.3760 |
1.3781 |
0.0021 |
0.2% |
1.3771 |
| Range |
0.0063 |
0.0066 |
0.0003 |
4.8% |
0.0161 |
| ATR |
0.0076 |
0.0076 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
3,783 |
1,280 |
-2,503 |
-66.2% |
2,656 |
|
| Daily Pivots for day following 01-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3970 |
1.3941 |
1.3817 |
|
| R3 |
1.3904 |
1.3875 |
1.3799 |
|
| R2 |
1.3838 |
1.3838 |
1.3793 |
|
| R1 |
1.3809 |
1.3809 |
1.3787 |
1.3824 |
| PP |
1.3772 |
1.3772 |
1.3772 |
1.3779 |
| S1 |
1.3743 |
1.3743 |
1.3775 |
1.3758 |
| S2 |
1.3706 |
1.3706 |
1.3769 |
|
| S3 |
1.3640 |
1.3677 |
1.3763 |
|
| S4 |
1.3574 |
1.3611 |
1.3745 |
|
|
| Weekly Pivots for week ending 27-Aug-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4208 |
1.4150 |
1.3860 |
|
| R3 |
1.4047 |
1.3989 |
1.3815 |
|
| R2 |
1.3886 |
1.3886 |
1.3801 |
|
| R1 |
1.3828 |
1.3828 |
1.3786 |
1.3857 |
| PP |
1.3725 |
1.3725 |
1.3725 |
1.3739 |
| S1 |
1.3667 |
1.3667 |
1.3756 |
1.3696 |
| S2 |
1.3564 |
1.3564 |
1.3741 |
|
| S3 |
1.3403 |
1.3506 |
1.3727 |
|
| S4 |
1.3242 |
1.3345 |
1.3682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3809 |
1.3682 |
0.0127 |
0.9% |
0.0069 |
0.5% |
78% |
False |
False |
1,415 |
| 10 |
1.3809 |
1.3606 |
0.0203 |
1.5% |
0.0072 |
0.5% |
86% |
False |
False |
868 |
| 20 |
1.3951 |
1.3606 |
0.0345 |
2.5% |
0.0072 |
0.5% |
51% |
False |
False |
498 |
| 40 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0081 |
0.6% |
50% |
False |
False |
282 |
| 60 |
1.4189 |
1.3576 |
0.0613 |
4.4% |
0.0085 |
0.6% |
33% |
False |
False |
204 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
30% |
False |
False |
162 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
30% |
False |
False |
150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4081 |
|
2.618 |
1.3973 |
|
1.618 |
1.3907 |
|
1.000 |
1.3866 |
|
0.618 |
1.3841 |
|
HIGH |
1.3800 |
|
0.618 |
1.3775 |
|
0.500 |
1.3767 |
|
0.382 |
1.3759 |
|
LOW |
1.3734 |
|
0.618 |
1.3693 |
|
1.000 |
1.3668 |
|
1.618 |
1.3627 |
|
2.618 |
1.3561 |
|
4.250 |
1.3454 |
|
|
| Fisher Pivots for day following 01-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3776 |
1.3778 |
| PP |
1.3772 |
1.3775 |
| S1 |
1.3767 |
1.3772 |
|