CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 12-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2021 |
12-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3562 |
1.3519 |
-0.0043 |
-0.3% |
1.3667 |
| High |
1.3574 |
1.3675 |
0.0101 |
0.7% |
1.3710 |
| Low |
1.3456 |
1.3510 |
0.0054 |
0.4% |
1.3537 |
| Close |
1.3532 |
1.3669 |
0.0137 |
1.0% |
1.3568 |
| Range |
0.0118 |
0.0165 |
0.0047 |
39.8% |
0.0173 |
| ATR |
0.0133 |
0.0136 |
0.0002 |
1.7% |
0.0000 |
| Volume |
69,797 |
92,370 |
22,573 |
32.3% |
447,893 |
|
| Daily Pivots for day following 12-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4113 |
1.4056 |
1.3760 |
|
| R3 |
1.3948 |
1.3891 |
1.3714 |
|
| R2 |
1.3783 |
1.3783 |
1.3699 |
|
| R1 |
1.3726 |
1.3726 |
1.3684 |
1.3755 |
| PP |
1.3618 |
1.3618 |
1.3618 |
1.3632 |
| S1 |
1.3561 |
1.3561 |
1.3654 |
1.3590 |
| S2 |
1.3453 |
1.3453 |
1.3639 |
|
| S3 |
1.3288 |
1.3396 |
1.3624 |
|
| S4 |
1.3123 |
1.3231 |
1.3578 |
|
|
| 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% |
0.0124 |
0.9% |
96% |
False |
False |
85,788 |
| 10 |
1.3710 |
1.3456 |
0.0254 |
1.9% |
0.0116 |
0.9% |
84% |
False |
False |
85,301 |
| 20 |
1.3710 |
1.3200 |
0.0510 |
3.7% |
0.0142 |
1.0% |
92% |
False |
False |
102,182 |
| 40 |
1.3710 |
1.3122 |
0.0588 |
4.3% |
0.0128 |
0.9% |
93% |
False |
False |
63,339 |
| 60 |
1.3710 |
1.2865 |
0.0845 |
6.2% |
0.0125 |
0.9% |
95% |
False |
False |
42,290 |
| 80 |
1.3710 |
1.2690 |
0.1020 |
7.5% |
0.0124 |
0.9% |
96% |
False |
False |
31,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4376 |
|
2.618 |
1.4107 |
|
1.618 |
1.3942 |
|
1.000 |
1.3840 |
|
0.618 |
1.3777 |
|
HIGH |
1.3675 |
|
0.618 |
1.3612 |
|
0.500 |
1.3593 |
|
0.382 |
1.3573 |
|
LOW |
1.3510 |
|
0.618 |
1.3408 |
|
1.000 |
1.3345 |
|
1.618 |
1.3243 |
|
2.618 |
1.3078 |
|
4.250 |
1.2809 |
|
|
| Fisher Pivots for day following 12-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3644 |
1.3635 |
| PP |
1.3618 |
1.3600 |
| S1 |
1.3593 |
1.3566 |
|