CME British Pound Future December 2021
| Trading Metrics calculated at close of trading on 02-Sep-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2021 |
02-Sep-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3757 |
1.3773 |
0.0016 |
0.1% |
1.3621 |
| High |
1.3800 |
1.3844 |
0.0044 |
0.3% |
1.3782 |
| Low |
1.3734 |
1.3770 |
0.0036 |
0.3% |
1.3621 |
| Close |
1.3781 |
1.3841 |
0.0060 |
0.4% |
1.3771 |
| Range |
0.0066 |
0.0074 |
0.0008 |
12.1% |
0.0161 |
| ATR |
0.0076 |
0.0075 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,280 |
1,638 |
358 |
28.0% |
2,656 |
|
| Daily Pivots for day following 02-Sep-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4040 |
1.4015 |
1.3882 |
|
| R3 |
1.3966 |
1.3941 |
1.3861 |
|
| R2 |
1.3892 |
1.3892 |
1.3855 |
|
| R1 |
1.3867 |
1.3867 |
1.3848 |
1.3880 |
| PP |
1.3818 |
1.3818 |
1.3818 |
1.3825 |
| S1 |
1.3793 |
1.3793 |
1.3834 |
1.3806 |
| S2 |
1.3744 |
1.3744 |
1.3827 |
|
| S3 |
1.3670 |
1.3719 |
1.3821 |
|
| S4 |
1.3596 |
1.3645 |
1.3800 |
|
|
| 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 |
1.3844 |
1.3682 |
0.0162 |
1.2% |
0.0069 |
0.5% |
98% |
True |
False |
1,695 |
| 10 |
1.3844 |
1.3606 |
0.0238 |
1.7% |
0.0069 |
0.5% |
99% |
True |
False |
1,012 |
| 20 |
1.3935 |
1.3606 |
0.0329 |
2.4% |
0.0072 |
0.5% |
71% |
False |
False |
575 |
| 40 |
1.3986 |
1.3576 |
0.0410 |
3.0% |
0.0081 |
0.6% |
65% |
False |
False |
322 |
| 60 |
1.4186 |
1.3576 |
0.0610 |
4.4% |
0.0085 |
0.6% |
43% |
False |
False |
231 |
| 80 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
39% |
False |
False |
179 |
| 100 |
1.4251 |
1.3576 |
0.0675 |
4.9% |
0.0083 |
0.6% |
39% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4159 |
|
2.618 |
1.4038 |
|
1.618 |
1.3964 |
|
1.000 |
1.3918 |
|
0.618 |
1.3890 |
|
HIGH |
1.3844 |
|
0.618 |
1.3816 |
|
0.500 |
1.3807 |
|
0.382 |
1.3798 |
|
LOW |
1.3770 |
|
0.618 |
1.3724 |
|
1.000 |
1.3696 |
|
1.618 |
1.3650 |
|
2.618 |
1.3576 |
|
4.250 |
1.3456 |
|
|
| Fisher Pivots for day following 02-Sep-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3830 |
1.3824 |
| PP |
1.3818 |
1.3806 |
| S1 |
1.3807 |
1.3789 |
|