CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 06-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2021 |
06-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3576 |
1.3631 |
0.0055 |
0.4% |
1.3569 |
| High |
1.3648 |
1.3677 |
0.0029 |
0.2% |
1.3693 |
| Low |
1.3559 |
1.3538 |
-0.0021 |
-0.2% |
1.3439 |
| Close |
1.3633 |
1.3606 |
-0.0027 |
-0.2% |
1.3659 |
| Range |
0.0089 |
0.0139 |
0.0050 |
56.2% |
0.0254 |
| ATR |
0.0140 |
0.0140 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
68,850 |
96,585 |
27,735 |
40.3% |
316,146 |
|
| Daily Pivots for day following 06-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4024 |
1.3954 |
1.3682 |
|
| R3 |
1.3885 |
1.3815 |
1.3644 |
|
| R2 |
1.3746 |
1.3746 |
1.3631 |
|
| R1 |
1.3676 |
1.3676 |
1.3619 |
1.3642 |
| PP |
1.3607 |
1.3607 |
1.3607 |
1.3590 |
| S1 |
1.3537 |
1.3537 |
1.3593 |
1.3503 |
| S2 |
1.3468 |
1.3468 |
1.3581 |
|
| S3 |
1.3329 |
1.3398 |
1.3568 |
|
| S4 |
1.3190 |
1.3259 |
1.3530 |
|
|
| 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 |
1.3499 |
0.0211 |
1.6% |
0.0122 |
0.9% |
51% |
False |
False |
88,834 |
| 10 |
1.3710 |
1.3319 |
0.0391 |
2.9% |
0.0133 |
1.0% |
73% |
False |
False |
95,469 |
| 20 |
1.3710 |
1.3146 |
0.0564 |
4.1% |
0.0147 |
1.1% |
82% |
False |
False |
105,865 |
| 40 |
1.3710 |
1.3119 |
0.0591 |
4.3% |
0.0127 |
0.9% |
82% |
False |
False |
55,058 |
| 60 |
1.3710 |
1.2865 |
0.0845 |
6.2% |
0.0126 |
0.9% |
88% |
False |
False |
36,755 |
| 80 |
1.3710 |
1.2690 |
0.1020 |
7.5% |
0.0124 |
0.9% |
90% |
False |
False |
27,626 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4268 |
|
2.618 |
1.4041 |
|
1.618 |
1.3902 |
|
1.000 |
1.3816 |
|
0.618 |
1.3763 |
|
HIGH |
1.3677 |
|
0.618 |
1.3624 |
|
0.500 |
1.3608 |
|
0.382 |
1.3591 |
|
LOW |
1.3538 |
|
0.618 |
1.3452 |
|
1.000 |
1.3399 |
|
1.618 |
1.3313 |
|
2.618 |
1.3174 |
|
4.250 |
1.2947 |
|
|
| Fisher Pivots for day following 06-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3608 |
1.3624 |
| PP |
1.3607 |
1.3618 |
| S1 |
1.3607 |
1.3612 |
|