CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 22-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2021 |
22-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3661 |
1.3738 |
0.0077 |
0.6% |
1.3591 |
| High |
1.3750 |
1.3740 |
-0.0010 |
-0.1% |
1.3750 |
| Low |
1.3657 |
1.3638 |
-0.0019 |
-0.1% |
1.3523 |
| Close |
1.3727 |
1.3686 |
-0.0041 |
-0.3% |
1.3686 |
| Range |
0.0093 |
0.0102 |
0.0009 |
9.7% |
0.0227 |
| ATR |
0.0125 |
0.0123 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
74,962 |
77,308 |
2,346 |
3.1% |
331,322 |
|
| Daily Pivots for day following 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3994 |
1.3942 |
1.3742 |
|
| R3 |
1.3892 |
1.3840 |
1.3714 |
|
| R2 |
1.3790 |
1.3790 |
1.3705 |
|
| R1 |
1.3738 |
1.3738 |
1.3695 |
1.3713 |
| PP |
1.3688 |
1.3688 |
1.3688 |
1.3676 |
| S1 |
1.3636 |
1.3636 |
1.3677 |
1.3611 |
| S2 |
1.3586 |
1.3586 |
1.3667 |
|
| S3 |
1.3484 |
1.3534 |
1.3658 |
|
| S4 |
1.3382 |
1.3432 |
1.3630 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4334 |
1.4237 |
1.3811 |
|
| R3 |
1.4107 |
1.4010 |
1.3748 |
|
| R2 |
1.3880 |
1.3880 |
1.3728 |
|
| R1 |
1.3783 |
1.3783 |
1.3707 |
1.3832 |
| PP |
1.3653 |
1.3653 |
1.3653 |
1.3677 |
| S1 |
1.3556 |
1.3556 |
1.3665 |
1.3605 |
| S2 |
1.3426 |
1.3426 |
1.3644 |
|
| S3 |
1.3199 |
1.3329 |
1.3624 |
|
| S4 |
1.2972 |
1.3102 |
1.3561 |
|
|
| 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% |
0.0107 |
0.8% |
72% |
False |
False |
81,599 |
| 10 |
1.3750 |
1.3456 |
0.0294 |
2.1% |
0.0110 |
0.8% |
78% |
False |
False |
81,398 |
| 20 |
1.3750 |
1.3378 |
0.0372 |
2.7% |
0.0118 |
0.9% |
83% |
False |
False |
86,271 |
| 40 |
1.3750 |
1.3146 |
0.0604 |
4.4% |
0.0132 |
1.0% |
89% |
False |
False |
77,332 |
| 60 |
1.3750 |
1.2865 |
0.0885 |
6.5% |
0.0125 |
0.9% |
93% |
False |
False |
51,656 |
| 80 |
1.3750 |
1.2820 |
0.0930 |
6.8% |
0.0122 |
0.9% |
93% |
False |
False |
38,798 |
| 100 |
1.3750 |
1.2690 |
0.1060 |
7.7% |
0.0124 |
0.9% |
94% |
False |
False |
31,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4174 |
|
2.618 |
1.4007 |
|
1.618 |
1.3905 |
|
1.000 |
1.3842 |
|
0.618 |
1.3803 |
|
HIGH |
1.3740 |
|
0.618 |
1.3701 |
|
0.500 |
1.3689 |
|
0.382 |
1.3677 |
|
LOW |
1.3638 |
|
0.618 |
1.3575 |
|
1.000 |
1.3536 |
|
1.618 |
1.3473 |
|
2.618 |
1.3371 |
|
4.250 |
1.3205 |
|
|
| Fisher Pivots for day following 22-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3689 |
1.3689 |
| PP |
1.3688 |
1.3688 |
| S1 |
1.3687 |
1.3687 |
|