CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 15-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2021 |
15-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3640 |
1.3694 |
0.0054 |
0.4% |
1.3562 |
| High |
1.3716 |
1.3702 |
-0.0014 |
-0.1% |
1.3716 |
| Low |
1.3620 |
1.3576 |
-0.0044 |
-0.3% |
1.3456 |
| Close |
1.3687 |
1.3585 |
-0.0102 |
-0.7% |
1.3585 |
| Range |
0.0096 |
0.0126 |
0.0030 |
31.3% |
0.0260 |
| ATR |
0.0130 |
0.0130 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
74,106 |
76,673 |
2,567 |
3.5% |
393,791 |
|
| Daily Pivots for day following 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3999 |
1.3918 |
1.3654 |
|
| R3 |
1.3873 |
1.3792 |
1.3620 |
|
| R2 |
1.3747 |
1.3747 |
1.3608 |
|
| R1 |
1.3666 |
1.3666 |
1.3597 |
1.3644 |
| PP |
1.3621 |
1.3621 |
1.3621 |
1.3610 |
| S1 |
1.3540 |
1.3540 |
1.3573 |
1.3518 |
| S2 |
1.3495 |
1.3495 |
1.3562 |
|
| S3 |
1.3369 |
1.3414 |
1.3550 |
|
| S4 |
1.3243 |
1.3288 |
1.3516 |
|
|
| Weekly Pivots for week ending 15-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4366 |
1.4235 |
1.3728 |
|
| R3 |
1.4106 |
1.3975 |
1.3657 |
|
| R2 |
1.3846 |
1.3846 |
1.3633 |
|
| R1 |
1.3715 |
1.3715 |
1.3609 |
1.3781 |
| PP |
1.3586 |
1.3586 |
1.3586 |
1.3618 |
| S1 |
1.3455 |
1.3455 |
1.3561 |
1.3521 |
| S2 |
1.3326 |
1.3326 |
1.3537 |
|
| S3 |
1.3066 |
1.3195 |
1.3514 |
|
| S4 |
1.2806 |
1.2935 |
1.3442 |
|
|
| 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% |
0.0119 |
0.9% |
50% |
False |
False |
78,758 |
| 10 |
1.3716 |
1.3456 |
0.0260 |
1.9% |
0.0119 |
0.9% |
50% |
False |
False |
84,168 |
| 20 |
1.3716 |
1.3200 |
0.0516 |
3.8% |
0.0135 |
1.0% |
75% |
False |
False |
94,786 |
| 40 |
1.3716 |
1.3146 |
0.0570 |
4.2% |
0.0130 |
1.0% |
77% |
False |
False |
69,093 |
| 60 |
1.3716 |
1.2865 |
0.0851 |
6.3% |
0.0125 |
0.9% |
85% |
False |
False |
46,145 |
| 80 |
1.3716 |
1.2690 |
0.1026 |
7.6% |
0.0123 |
0.9% |
87% |
False |
False |
34,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4238 |
|
2.618 |
1.4032 |
|
1.618 |
1.3906 |
|
1.000 |
1.3828 |
|
0.618 |
1.3780 |
|
HIGH |
1.3702 |
|
0.618 |
1.3654 |
|
0.500 |
1.3639 |
|
0.382 |
1.3624 |
|
LOW |
1.3576 |
|
0.618 |
1.3498 |
|
1.000 |
1.3450 |
|
1.618 |
1.3372 |
|
2.618 |
1.3246 |
|
4.250 |
1.3041 |
|
|
| Fisher Pivots for day following 15-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3639 |
1.3646 |
| PP |
1.3621 |
1.3626 |
| S1 |
1.3603 |
1.3605 |
|