CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 11-Jan-2021
Day Change Summary
Previous Current
08-Jan-2021 11-Jan-2021 Change Change % Previous Week
Open 1.3572 1.3562 -0.0010 -0.1% 1.3667
High 1.3642 1.3574 -0.0068 -0.5% 1.3710
Low 1.3544 1.3456 -0.0088 -0.6% 1.3537
Close 1.3568 1.3532 -0.0036 -0.3% 1.3568
Range 0.0098 0.0118 0.0020 20.4% 0.0173
ATR 0.0135 0.0133 -0.0001 -0.9% 0.0000
Volume 88,869 69,797 -19,072 -21.5% 447,893
Daily Pivots for day following 11-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.3875 1.3821 1.3597
R3 1.3757 1.3703 1.3564
R2 1.3639 1.3639 1.3554
R1 1.3585 1.3585 1.3543 1.3553
PP 1.3521 1.3521 1.3521 1.3505
S1 1.3467 1.3467 1.3521 1.3435
S2 1.3403 1.3403 1.3510
S3 1.3285 1.3349 1.3500
S4 1.3167 1.3231 1.3467
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 1.3677 1.3456 0.0221 1.6% 0.0109 0.8% 34% False True 81,084
10 1.3710 1.3439 0.0271 2.0% 0.0115 0.8% 34% False False 83,383
20 1.3710 1.3146 0.0564 4.2% 0.0144 1.1% 68% False False 105,198
40 1.3710 1.3119 0.0591 4.4% 0.0127 0.9% 70% False False 61,039
60 1.3710 1.2865 0.0845 6.2% 0.0124 0.9% 79% False False 40,751
80 1.3710 1.2690 0.1020 7.5% 0.0124 0.9% 83% False False 30,624
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4076
2.618 1.3883
1.618 1.3765
1.000 1.3692
0.618 1.3647
HIGH 1.3574
0.618 1.3529
0.500 1.3515
0.382 1.3501
LOW 1.3456
0.618 1.3383
1.000 1.3338
1.618 1.3265
2.618 1.3147
4.250 1.2955
Fisher Pivots for day following 11-Jan-2021
Pivot 1 day 3 day
R1 1.3526 1.3549
PP 1.3521 1.3543
S1 1.3515 1.3538

These figures are updated between 7pm and 10pm EST after a trading day.

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