CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 05-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2021 |
05-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3667 |
1.3576 |
-0.0091 |
-0.7% |
1.3569 |
| High |
1.3710 |
1.3648 |
-0.0062 |
-0.5% |
1.3693 |
| Low |
1.3547 |
1.3559 |
0.0012 |
0.1% |
1.3439 |
| Close |
1.3572 |
1.3633 |
0.0061 |
0.4% |
1.3659 |
| Range |
0.0163 |
0.0089 |
-0.0074 |
-45.4% |
0.0254 |
| ATR |
0.0144 |
0.0140 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
112,268 |
68,850 |
-43,418 |
-38.7% |
316,146 |
|
| Daily Pivots for day following 05-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3880 |
1.3846 |
1.3682 |
|
| R3 |
1.3791 |
1.3757 |
1.3657 |
|
| R2 |
1.3702 |
1.3702 |
1.3649 |
|
| R1 |
1.3668 |
1.3668 |
1.3641 |
1.3685 |
| PP |
1.3613 |
1.3613 |
1.3613 |
1.3622 |
| S1 |
1.3579 |
1.3579 |
1.3625 |
1.3596 |
| S2 |
1.3524 |
1.3524 |
1.3617 |
|
| S3 |
1.3435 |
1.3490 |
1.3609 |
|
| S4 |
1.3346 |
1.3401 |
1.3584 |
|
|
| 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 |
1.3459 |
0.0251 |
1.8% |
0.0108 |
0.8% |
69% |
False |
False |
84,814 |
| 10 |
1.3710 |
1.3200 |
0.0510 |
3.7% |
0.0151 |
1.1% |
85% |
False |
False |
103,568 |
| 20 |
1.3710 |
1.3146 |
0.0564 |
4.1% |
0.0150 |
1.1% |
86% |
False |
False |
103,546 |
| 40 |
1.3710 |
1.3106 |
0.0604 |
4.4% |
0.0126 |
0.9% |
87% |
False |
False |
52,648 |
| 60 |
1.3710 |
1.2865 |
0.0845 |
6.2% |
0.0126 |
0.9% |
91% |
False |
False |
35,145 |
| 80 |
1.3710 |
1.2690 |
0.1020 |
7.5% |
0.0123 |
0.9% |
92% |
False |
False |
26,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4026 |
|
2.618 |
1.3881 |
|
1.618 |
1.3792 |
|
1.000 |
1.3737 |
|
0.618 |
1.3703 |
|
HIGH |
1.3648 |
|
0.618 |
1.3614 |
|
0.500 |
1.3604 |
|
0.382 |
1.3593 |
|
LOW |
1.3559 |
|
0.618 |
1.3504 |
|
1.000 |
1.3470 |
|
1.618 |
1.3415 |
|
2.618 |
1.3326 |
|
4.250 |
1.3181 |
|
|
| Fisher Pivots for day following 05-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3623 |
1.3632 |
| PP |
1.3613 |
1.3630 |
| S1 |
1.3604 |
1.3629 |
|