CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 14-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2021 |
14-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3667 |
1.3640 |
-0.0027 |
-0.2% |
1.3667 |
| High |
1.3707 |
1.3716 |
0.0009 |
0.1% |
1.3710 |
| Low |
1.3616 |
1.3620 |
0.0004 |
0.0% |
1.3537 |
| Close |
1.3635 |
1.3687 |
0.0052 |
0.4% |
1.3568 |
| Range |
0.0091 |
0.0096 |
0.0005 |
5.5% |
0.0173 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
80,845 |
74,106 |
-6,739 |
-8.3% |
447,893 |
|
| Daily Pivots for day following 14-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3962 |
1.3921 |
1.3740 |
|
| R3 |
1.3866 |
1.3825 |
1.3713 |
|
| R2 |
1.3770 |
1.3770 |
1.3705 |
|
| R1 |
1.3729 |
1.3729 |
1.3696 |
1.3750 |
| PP |
1.3674 |
1.3674 |
1.3674 |
1.3685 |
| S1 |
1.3633 |
1.3633 |
1.3678 |
1.3654 |
| S2 |
1.3578 |
1.3578 |
1.3669 |
|
| S3 |
1.3482 |
1.3537 |
1.3661 |
|
| S4 |
1.3386 |
1.3441 |
1.3634 |
|
|
| 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 |
1.3716 |
1.3456 |
0.0260 |
1.9% |
0.0114 |
0.8% |
89% |
True |
False |
81,197 |
| 10 |
1.3716 |
1.3456 |
0.0260 |
1.9% |
0.0114 |
0.8% |
89% |
True |
False |
84,524 |
| 20 |
1.3716 |
1.3200 |
0.0516 |
3.8% |
0.0134 |
1.0% |
94% |
True |
False |
96,445 |
| 40 |
1.3716 |
1.3146 |
0.0570 |
4.2% |
0.0129 |
0.9% |
95% |
True |
False |
67,198 |
| 60 |
1.3716 |
1.2865 |
0.0851 |
6.2% |
0.0124 |
0.9% |
97% |
True |
False |
44,868 |
| 80 |
1.3716 |
1.2690 |
0.1026 |
7.5% |
0.0123 |
0.9% |
97% |
True |
False |
33,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4124 |
|
2.618 |
1.3967 |
|
1.618 |
1.3871 |
|
1.000 |
1.3812 |
|
0.618 |
1.3775 |
|
HIGH |
1.3716 |
|
0.618 |
1.3679 |
|
0.500 |
1.3668 |
|
0.382 |
1.3657 |
|
LOW |
1.3620 |
|
0.618 |
1.3561 |
|
1.000 |
1.3524 |
|
1.618 |
1.3465 |
|
2.618 |
1.3369 |
|
4.250 |
1.3212 |
|
|
| Fisher Pivots for day following 14-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3681 |
1.3662 |
| PP |
1.3674 |
1.3638 |
| S1 |
1.3668 |
1.3613 |
|