CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 08-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2021 |
08-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3616 |
1.3572 |
-0.0044 |
-0.3% |
1.3667 |
| High |
1.3638 |
1.3642 |
0.0004 |
0.0% |
1.3710 |
| Low |
1.3537 |
1.3544 |
0.0007 |
0.1% |
1.3537 |
| Close |
1.3576 |
1.3568 |
-0.0008 |
-0.1% |
1.3568 |
| Range |
0.0101 |
0.0098 |
-0.0003 |
-3.0% |
0.0173 |
| ATR |
0.0137 |
0.0135 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
81,321 |
88,869 |
7,548 |
9.3% |
447,893 |
|
| Daily Pivots for day following 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3879 |
1.3821 |
1.3622 |
|
| R3 |
1.3781 |
1.3723 |
1.3595 |
|
| R2 |
1.3683 |
1.3683 |
1.3586 |
|
| R1 |
1.3625 |
1.3625 |
1.3577 |
1.3605 |
| PP |
1.3585 |
1.3585 |
1.3585 |
1.3575 |
| S1 |
1.3527 |
1.3527 |
1.3559 |
1.3507 |
| S2 |
1.3487 |
1.3487 |
1.3550 |
|
| S3 |
1.3389 |
1.3429 |
1.3541 |
|
| S4 |
1.3291 |
1.3331 |
1.3514 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4124 |
1.4019 |
1.3663 |
|
| R3 |
1.3951 |
1.3846 |
1.3616 |
|
| R2 |
1.3778 |
1.3778 |
1.3600 |
|
| R1 |
1.3673 |
1.3673 |
1.3584 |
1.3639 |
| PP |
1.3605 |
1.3605 |
1.3605 |
1.3588 |
| S1 |
1.3500 |
1.3500 |
1.3552 |
1.3466 |
| S2 |
1.3432 |
1.3432 |
1.3536 |
|
| S3 |
1.3259 |
1.3327 |
1.3520 |
|
| S4 |
1.3086 |
1.3154 |
1.3473 |
|
|
| 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% |
0.0118 |
0.9% |
18% |
False |
False |
89,578 |
| 10 |
1.3710 |
1.3439 |
0.0271 |
2.0% |
0.0115 |
0.8% |
48% |
False |
False |
82,932 |
| 20 |
1.3710 |
1.3146 |
0.0564 |
4.2% |
0.0145 |
1.1% |
75% |
False |
False |
107,263 |
| 40 |
1.3710 |
1.3119 |
0.0591 |
4.4% |
0.0127 |
0.9% |
76% |
False |
False |
59,302 |
| 60 |
1.3710 |
1.2865 |
0.0845 |
6.2% |
0.0126 |
0.9% |
83% |
False |
False |
39,589 |
| 80 |
1.3710 |
1.2690 |
0.1020 |
7.5% |
0.0124 |
0.9% |
86% |
False |
False |
29,753 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4059 |
|
2.618 |
1.3899 |
|
1.618 |
1.3801 |
|
1.000 |
1.3740 |
|
0.618 |
1.3703 |
|
HIGH |
1.3642 |
|
0.618 |
1.3605 |
|
0.500 |
1.3593 |
|
0.382 |
1.3581 |
|
LOW |
1.3544 |
|
0.618 |
1.3483 |
|
1.000 |
1.3446 |
|
1.618 |
1.3385 |
|
2.618 |
1.3287 |
|
4.250 |
1.3128 |
|
|
| Fisher Pivots for day following 08-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3593 |
1.3607 |
| PP |
1.3585 |
1.3594 |
| S1 |
1.3576 |
1.3581 |
|