CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 04-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2020 |
04-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3618 |
1.3667 |
0.0049 |
0.4% |
1.3569 |
| High |
1.3693 |
1.3710 |
0.0017 |
0.1% |
1.3693 |
| Low |
1.3610 |
1.3547 |
-0.0063 |
-0.5% |
1.3439 |
| Close |
1.3659 |
1.3572 |
-0.0087 |
-0.6% |
1.3659 |
| Range |
0.0083 |
0.0163 |
0.0080 |
96.4% |
0.0254 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
1.0% |
0.0000 |
| Volume |
80,237 |
112,268 |
32,031 |
39.9% |
316,146 |
|
| Daily Pivots for day following 04-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4099 |
1.3998 |
1.3662 |
|
| R3 |
1.3936 |
1.3835 |
1.3617 |
|
| R2 |
1.3773 |
1.3773 |
1.3602 |
|
| R1 |
1.3672 |
1.3672 |
1.3587 |
1.3641 |
| PP |
1.3610 |
1.3610 |
1.3610 |
1.3594 |
| S1 |
1.3509 |
1.3509 |
1.3557 |
1.3478 |
| S2 |
1.3447 |
1.3447 |
1.3542 |
|
| S3 |
1.3284 |
1.3346 |
1.3527 |
|
| S4 |
1.3121 |
1.3183 |
1.3482 |
|
|
| Weekly Pivots for week ending 01-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4359 |
1.4263 |
1.3799 |
|
| R3 |
1.4105 |
1.4009 |
1.3729 |
|
| R2 |
1.3851 |
1.3851 |
1.3706 |
|
| R1 |
1.3755 |
1.3755 |
1.3682 |
1.3803 |
| PP |
1.3597 |
1.3597 |
1.3597 |
1.3621 |
| S1 |
1.3501 |
1.3501 |
1.3636 |
1.3549 |
| S2 |
1.3343 |
1.3343 |
1.3612 |
|
| S3 |
1.3089 |
1.3247 |
1.3589 |
|
| S4 |
1.2835 |
1.2993 |
1.3519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3710 |
1.3439 |
0.0271 |
2.0% |
0.0121 |
0.9% |
49% |
True |
False |
85,682 |
| 10 |
1.3710 |
1.3200 |
0.0510 |
3.8% |
0.0154 |
1.1% |
73% |
True |
False |
106,054 |
| 20 |
1.3710 |
1.3146 |
0.0564 |
4.2% |
0.0152 |
1.1% |
76% |
True |
False |
100,690 |
| 40 |
1.3710 |
1.2952 |
0.0758 |
5.6% |
0.0129 |
1.0% |
82% |
True |
False |
50,937 |
| 60 |
1.3710 |
1.2865 |
0.0845 |
6.2% |
0.0126 |
0.9% |
84% |
True |
False |
33,998 |
| 80 |
1.3710 |
1.2690 |
0.1020 |
7.5% |
0.0125 |
0.9% |
86% |
True |
False |
25,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4403 |
|
2.618 |
1.4137 |
|
1.618 |
1.3974 |
|
1.000 |
1.3873 |
|
0.618 |
1.3811 |
|
HIGH |
1.3710 |
|
0.618 |
1.3648 |
|
0.500 |
1.3629 |
|
0.382 |
1.3609 |
|
LOW |
1.3547 |
|
0.618 |
1.3446 |
|
1.000 |
1.3384 |
|
1.618 |
1.3283 |
|
2.618 |
1.3120 |
|
4.250 |
1.2854 |
|
|
| Fisher Pivots for day following 04-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3629 |
1.3605 |
| PP |
1.3610 |
1.3594 |
| S1 |
1.3591 |
1.3583 |
|