CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 21-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2021 |
21-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3640 |
1.3661 |
0.0021 |
0.2% |
1.3562 |
| High |
1.3723 |
1.3750 |
0.0027 |
0.2% |
1.3716 |
| Low |
1.3627 |
1.3657 |
0.0030 |
0.2% |
1.3456 |
| Close |
1.3649 |
1.3727 |
0.0078 |
0.6% |
1.3585 |
| Range |
0.0096 |
0.0093 |
-0.0003 |
-3.1% |
0.0260 |
| ATR |
0.0126 |
0.0125 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
84,373 |
74,962 |
-9,411 |
-11.2% |
393,791 |
|
| Daily Pivots for day following 21-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3990 |
1.3952 |
1.3778 |
|
| R3 |
1.3897 |
1.3859 |
1.3753 |
|
| R2 |
1.3804 |
1.3804 |
1.3744 |
|
| R1 |
1.3766 |
1.3766 |
1.3736 |
1.3785 |
| PP |
1.3711 |
1.3711 |
1.3711 |
1.3721 |
| S1 |
1.3673 |
1.3673 |
1.3718 |
1.3692 |
| S2 |
1.3618 |
1.3618 |
1.3710 |
|
| S3 |
1.3525 |
1.3580 |
1.3701 |
|
| S4 |
1.3432 |
1.3487 |
1.3676 |
|
|
| 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 |
1.3750 |
1.3523 |
0.0227 |
1.7% |
0.0106 |
0.8% |
90% |
True |
False |
80,958 |
| 10 |
1.3750 |
1.3456 |
0.0294 |
2.1% |
0.0110 |
0.8% |
92% |
True |
False |
81,799 |
| 20 |
1.3750 |
1.3319 |
0.0431 |
3.1% |
0.0122 |
0.9% |
95% |
True |
False |
88,634 |
| 40 |
1.3750 |
1.3146 |
0.0604 |
4.4% |
0.0133 |
1.0% |
96% |
True |
False |
75,416 |
| 60 |
1.3750 |
1.2865 |
0.0885 |
6.4% |
0.0125 |
0.9% |
97% |
True |
False |
50,369 |
| 80 |
1.3750 |
1.2766 |
0.0984 |
7.2% |
0.0123 |
0.9% |
98% |
True |
False |
37,833 |
| 100 |
1.3750 |
1.2690 |
0.1060 |
7.7% |
0.0125 |
0.9% |
98% |
True |
False |
30,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4145 |
|
2.618 |
1.3993 |
|
1.618 |
1.3900 |
|
1.000 |
1.3843 |
|
0.618 |
1.3807 |
|
HIGH |
1.3750 |
|
0.618 |
1.3714 |
|
0.500 |
1.3704 |
|
0.382 |
1.3693 |
|
LOW |
1.3657 |
|
0.618 |
1.3600 |
|
1.000 |
1.3564 |
|
1.618 |
1.3507 |
|
2.618 |
1.3414 |
|
4.250 |
1.3262 |
|
|
| Fisher Pivots for day following 21-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3719 |
1.3697 |
| PP |
1.3711 |
1.3667 |
| S1 |
1.3704 |
1.3637 |
|