CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 07-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2021 |
07-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3631 |
1.3616 |
-0.0015 |
-0.1% |
1.3569 |
| High |
1.3677 |
1.3638 |
-0.0039 |
-0.3% |
1.3693 |
| Low |
1.3538 |
1.3537 |
-0.0001 |
0.0% |
1.3439 |
| Close |
1.3606 |
1.3576 |
-0.0030 |
-0.2% |
1.3659 |
| Range |
0.0139 |
0.0101 |
-0.0038 |
-27.3% |
0.0254 |
| ATR |
0.0140 |
0.0137 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
96,585 |
81,321 |
-15,264 |
-15.8% |
316,146 |
|
| Daily Pivots for day following 07-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3887 |
1.3832 |
1.3632 |
|
| R3 |
1.3786 |
1.3731 |
1.3604 |
|
| R2 |
1.3685 |
1.3685 |
1.3595 |
|
| R1 |
1.3630 |
1.3630 |
1.3585 |
1.3607 |
| PP |
1.3584 |
1.3584 |
1.3584 |
1.3572 |
| S1 |
1.3529 |
1.3529 |
1.3567 |
1.3506 |
| S2 |
1.3483 |
1.3483 |
1.3557 |
|
| S3 |
1.3382 |
1.3428 |
1.3548 |
|
| S4 |
1.3281 |
1.3327 |
1.3520 |
|
|
| 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 |
1.3537 |
0.0173 |
1.3% |
0.0115 |
0.8% |
23% |
False |
True |
87,852 |
| 10 |
1.3710 |
1.3378 |
0.0332 |
2.4% |
0.0126 |
0.9% |
60% |
False |
False |
91,145 |
| 20 |
1.3710 |
1.3146 |
0.0564 |
4.2% |
0.0146 |
1.1% |
76% |
False |
False |
106,975 |
| 40 |
1.3710 |
1.3119 |
0.0591 |
4.4% |
0.0128 |
0.9% |
77% |
False |
False |
57,086 |
| 60 |
1.3710 |
1.2865 |
0.0845 |
6.2% |
0.0127 |
0.9% |
84% |
False |
False |
38,109 |
| 80 |
1.3710 |
1.2690 |
0.1020 |
7.5% |
0.0124 |
0.9% |
87% |
False |
False |
28,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4067 |
|
2.618 |
1.3902 |
|
1.618 |
1.3801 |
|
1.000 |
1.3739 |
|
0.618 |
1.3700 |
|
HIGH |
1.3638 |
|
0.618 |
1.3599 |
|
0.500 |
1.3588 |
|
0.382 |
1.3576 |
|
LOW |
1.3537 |
|
0.618 |
1.3475 |
|
1.000 |
1.3436 |
|
1.618 |
1.3374 |
|
2.618 |
1.3273 |
|
4.250 |
1.3108 |
|
|
| Fisher Pivots for day following 07-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3588 |
1.3607 |
| PP |
1.3584 |
1.3597 |
| S1 |
1.3580 |
1.3586 |
|