CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 20-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2021 |
20-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3591 |
1.3640 |
0.0049 |
0.4% |
1.3562 |
| High |
1.3641 |
1.3723 |
0.0082 |
0.6% |
1.3716 |
| Low |
1.3523 |
1.3627 |
0.0104 |
0.8% |
1.3456 |
| Close |
1.3636 |
1.3649 |
0.0013 |
0.1% |
1.3585 |
| Range |
0.0118 |
0.0096 |
-0.0022 |
-18.6% |
0.0260 |
| ATR |
0.0129 |
0.0126 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
94,679 |
84,373 |
-10,306 |
-10.9% |
393,791 |
|
| Daily Pivots for day following 20-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3954 |
1.3898 |
1.3702 |
|
| R3 |
1.3858 |
1.3802 |
1.3675 |
|
| R2 |
1.3762 |
1.3762 |
1.3667 |
|
| R1 |
1.3706 |
1.3706 |
1.3658 |
1.3734 |
| PP |
1.3666 |
1.3666 |
1.3666 |
1.3681 |
| S1 |
1.3610 |
1.3610 |
1.3640 |
1.3638 |
| S2 |
1.3570 |
1.3570 |
1.3631 |
|
| S3 |
1.3474 |
1.3514 |
1.3623 |
|
| S4 |
1.3378 |
1.3418 |
1.3596 |
|
|
| 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 |
1.3723 |
1.3523 |
0.0200 |
1.5% |
0.0105 |
0.8% |
63% |
True |
False |
82,135 |
| 10 |
1.3723 |
1.3456 |
0.0267 |
2.0% |
0.0115 |
0.8% |
72% |
True |
False |
83,961 |
| 20 |
1.3723 |
1.3200 |
0.0523 |
3.8% |
0.0133 |
1.0% |
86% |
True |
False |
93,765 |
| 40 |
1.3723 |
1.3146 |
0.0577 |
4.2% |
0.0132 |
1.0% |
87% |
True |
False |
73,553 |
| 60 |
1.3723 |
1.2865 |
0.0858 |
6.3% |
0.0125 |
0.9% |
91% |
True |
False |
49,120 |
| 80 |
1.3723 |
1.2702 |
0.1021 |
7.5% |
0.0123 |
0.9% |
93% |
True |
False |
36,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4131 |
|
2.618 |
1.3974 |
|
1.618 |
1.3878 |
|
1.000 |
1.3819 |
|
0.618 |
1.3782 |
|
HIGH |
1.3723 |
|
0.618 |
1.3686 |
|
0.500 |
1.3675 |
|
0.382 |
1.3664 |
|
LOW |
1.3627 |
|
0.618 |
1.3568 |
|
1.000 |
1.3531 |
|
1.618 |
1.3472 |
|
2.618 |
1.3376 |
|
4.250 |
1.3219 |
|
|
| Fisher Pivots for day following 20-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3675 |
1.3640 |
| PP |
1.3666 |
1.3632 |
| S1 |
1.3658 |
1.3623 |
|