CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 25-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2021 |
25-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3738 |
1.3685 |
-0.0053 |
-0.4% |
1.3591 |
| High |
1.3740 |
1.3728 |
-0.0012 |
-0.1% |
1.3750 |
| Low |
1.3638 |
1.3652 |
0.0014 |
0.1% |
1.3523 |
| Close |
1.3686 |
1.3667 |
-0.0019 |
-0.1% |
1.3686 |
| Range |
0.0102 |
0.0076 |
-0.0026 |
-25.5% |
0.0227 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
77,308 |
74,151 |
-3,157 |
-4.1% |
331,322 |
|
| Daily Pivots for day following 25-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3910 |
1.3865 |
1.3709 |
|
| R3 |
1.3834 |
1.3789 |
1.3688 |
|
| R2 |
1.3758 |
1.3758 |
1.3681 |
|
| R1 |
1.3713 |
1.3713 |
1.3674 |
1.3698 |
| PP |
1.3682 |
1.3682 |
1.3682 |
1.3675 |
| S1 |
1.3637 |
1.3637 |
1.3660 |
1.3622 |
| S2 |
1.3606 |
1.3606 |
1.3653 |
|
| S3 |
1.3530 |
1.3561 |
1.3646 |
|
| S4 |
1.3454 |
1.3485 |
1.3625 |
|
|
| 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% |
0.0097 |
0.7% |
63% |
False |
False |
81,094 |
| 10 |
1.3750 |
1.3456 |
0.0294 |
2.2% |
0.0108 |
0.8% |
72% |
False |
False |
79,926 |
| 20 |
1.3750 |
1.3439 |
0.0311 |
2.3% |
0.0112 |
0.8% |
73% |
False |
False |
81,429 |
| 40 |
1.3750 |
1.3146 |
0.0604 |
4.4% |
0.0132 |
1.0% |
86% |
False |
False |
79,173 |
| 60 |
1.3750 |
1.2865 |
0.0885 |
6.5% |
0.0125 |
0.9% |
91% |
False |
False |
52,891 |
| 80 |
1.3750 |
1.2820 |
0.0930 |
6.8% |
0.0122 |
0.9% |
91% |
False |
False |
39,723 |
| 100 |
1.3750 |
1.2690 |
0.1060 |
7.8% |
0.0124 |
0.9% |
92% |
False |
False |
31,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4051 |
|
2.618 |
1.3927 |
|
1.618 |
1.3851 |
|
1.000 |
1.3804 |
|
0.618 |
1.3775 |
|
HIGH |
1.3728 |
|
0.618 |
1.3699 |
|
0.500 |
1.3690 |
|
0.382 |
1.3681 |
|
LOW |
1.3652 |
|
0.618 |
1.3605 |
|
1.000 |
1.3576 |
|
1.618 |
1.3529 |
|
2.618 |
1.3453 |
|
4.250 |
1.3329 |
|
|
| Fisher Pivots for day following 25-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3690 |
1.3694 |
| PP |
1.3682 |
1.3685 |
| S1 |
1.3675 |
1.3676 |
|