CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 19-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2021 |
19-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3694 |
1.3591 |
-0.0103 |
-0.8% |
1.3562 |
| High |
1.3702 |
1.3641 |
-0.0061 |
-0.4% |
1.3716 |
| Low |
1.3576 |
1.3523 |
-0.0053 |
-0.4% |
1.3456 |
| Close |
1.3585 |
1.3636 |
0.0051 |
0.4% |
1.3585 |
| Range |
0.0126 |
0.0118 |
-0.0008 |
-6.3% |
0.0260 |
| ATR |
0.0130 |
0.0129 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
76,673 |
94,679 |
18,006 |
23.5% |
393,791 |
|
| Daily Pivots for day following 19-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3954 |
1.3913 |
1.3701 |
|
| R3 |
1.3836 |
1.3795 |
1.3668 |
|
| R2 |
1.3718 |
1.3718 |
1.3658 |
|
| R1 |
1.3677 |
1.3677 |
1.3647 |
1.3698 |
| PP |
1.3600 |
1.3600 |
1.3600 |
1.3610 |
| S1 |
1.3559 |
1.3559 |
1.3625 |
1.3580 |
| S2 |
1.3482 |
1.3482 |
1.3614 |
|
| S3 |
1.3364 |
1.3441 |
1.3604 |
|
| S4 |
1.3246 |
1.3323 |
1.3571 |
|
|
| 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 |
1.3510 |
0.0206 |
1.5% |
0.0119 |
0.9% |
61% |
False |
False |
83,734 |
| 10 |
1.3716 |
1.3456 |
0.0260 |
1.9% |
0.0114 |
0.8% |
69% |
False |
False |
82,409 |
| 20 |
1.3716 |
1.3200 |
0.0516 |
3.8% |
0.0134 |
1.0% |
84% |
False |
False |
94,231 |
| 40 |
1.3716 |
1.3146 |
0.0570 |
4.2% |
0.0131 |
1.0% |
86% |
False |
False |
71,454 |
| 60 |
1.3716 |
1.2865 |
0.0851 |
6.2% |
0.0125 |
0.9% |
91% |
False |
False |
47,717 |
| 80 |
1.3716 |
1.2702 |
0.1014 |
7.4% |
0.0123 |
0.9% |
92% |
False |
False |
35,845 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4143 |
|
2.618 |
1.3950 |
|
1.618 |
1.3832 |
|
1.000 |
1.3759 |
|
0.618 |
1.3714 |
|
HIGH |
1.3641 |
|
0.618 |
1.3596 |
|
0.500 |
1.3582 |
|
0.382 |
1.3568 |
|
LOW |
1.3523 |
|
0.618 |
1.3450 |
|
1.000 |
1.3405 |
|
1.618 |
1.3332 |
|
2.618 |
1.3214 |
|
4.250 |
1.3022 |
|
|
| Fisher Pivots for day following 19-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3618 |
1.3631 |
| PP |
1.3600 |
1.3625 |
| S1 |
1.3582 |
1.3620 |
|