CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 13-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2021 |
13-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3519 |
1.3667 |
0.0148 |
1.1% |
1.3667 |
| High |
1.3675 |
1.3707 |
0.0032 |
0.2% |
1.3710 |
| Low |
1.3510 |
1.3616 |
0.0106 |
0.8% |
1.3537 |
| Close |
1.3669 |
1.3635 |
-0.0034 |
-0.2% |
1.3568 |
| Range |
0.0165 |
0.0091 |
-0.0074 |
-44.8% |
0.0173 |
| ATR |
0.0136 |
0.0133 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
92,370 |
80,845 |
-11,525 |
-12.5% |
447,893 |
|
| Daily Pivots for day following 13-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3926 |
1.3871 |
1.3685 |
|
| R3 |
1.3835 |
1.3780 |
1.3660 |
|
| R2 |
1.3744 |
1.3744 |
1.3652 |
|
| R1 |
1.3689 |
1.3689 |
1.3643 |
1.3671 |
| PP |
1.3653 |
1.3653 |
1.3653 |
1.3644 |
| S1 |
1.3598 |
1.3598 |
1.3627 |
1.3580 |
| S2 |
1.3562 |
1.3562 |
1.3618 |
|
| S3 |
1.3471 |
1.3507 |
1.3610 |
|
| S4 |
1.3380 |
1.3416 |
1.3585 |
|
|
| 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 |
1.3707 |
1.3456 |
0.0251 |
1.8% |
0.0115 |
0.8% |
71% |
True |
False |
82,640 |
| 10 |
1.3710 |
1.3456 |
0.0254 |
1.9% |
0.0118 |
0.9% |
70% |
False |
False |
85,737 |
| 20 |
1.3710 |
1.3200 |
0.0510 |
3.7% |
0.0139 |
1.0% |
85% |
False |
False |
99,171 |
| 40 |
1.3710 |
1.3146 |
0.0564 |
4.1% |
0.0128 |
0.9% |
87% |
False |
False |
65,349 |
| 60 |
1.3710 |
1.2865 |
0.0845 |
6.2% |
0.0125 |
0.9% |
91% |
False |
False |
43,634 |
| 80 |
1.3710 |
1.2690 |
0.1020 |
7.5% |
0.0124 |
0.9% |
93% |
False |
False |
32,784 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4094 |
|
2.618 |
1.3945 |
|
1.618 |
1.3854 |
|
1.000 |
1.3798 |
|
0.618 |
1.3763 |
|
HIGH |
1.3707 |
|
0.618 |
1.3672 |
|
0.500 |
1.3662 |
|
0.382 |
1.3651 |
|
LOW |
1.3616 |
|
0.618 |
1.3560 |
|
1.000 |
1.3525 |
|
1.618 |
1.3469 |
|
2.618 |
1.3378 |
|
4.250 |
1.3229 |
|
|
| Fisher Pivots for day following 13-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3662 |
1.3617 |
| PP |
1.3653 |
1.3599 |
| S1 |
1.3644 |
1.3582 |
|