CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 26-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2021 |
26-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3685 |
1.3675 |
-0.0010 |
-0.1% |
1.3591 |
| High |
1.3728 |
1.3749 |
0.0021 |
0.2% |
1.3750 |
| Low |
1.3652 |
1.3612 |
-0.0040 |
-0.3% |
1.3523 |
| Close |
1.3667 |
1.3735 |
0.0068 |
0.5% |
1.3686 |
| Range |
0.0076 |
0.0137 |
0.0061 |
80.3% |
0.0227 |
| ATR |
0.0120 |
0.0121 |
0.0001 |
1.0% |
0.0000 |
| Volume |
74,151 |
87,864 |
13,713 |
18.5% |
331,322 |
|
| Daily Pivots for day following 26-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4110 |
1.4059 |
1.3810 |
|
| R3 |
1.3973 |
1.3922 |
1.3773 |
|
| R2 |
1.3836 |
1.3836 |
1.3760 |
|
| R1 |
1.3785 |
1.3785 |
1.3748 |
1.3811 |
| PP |
1.3699 |
1.3699 |
1.3699 |
1.3711 |
| S1 |
1.3648 |
1.3648 |
1.3722 |
1.3674 |
| S2 |
1.3562 |
1.3562 |
1.3710 |
|
| S3 |
1.3425 |
1.3511 |
1.3697 |
|
| S4 |
1.3288 |
1.3374 |
1.3660 |
|
|
| 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 |
1.3612 |
0.0138 |
1.0% |
0.0101 |
0.7% |
89% |
False |
True |
79,731 |
| 10 |
1.3750 |
1.3510 |
0.0240 |
1.7% |
0.0110 |
0.8% |
94% |
False |
False |
81,733 |
| 20 |
1.3750 |
1.3439 |
0.0311 |
2.3% |
0.0112 |
0.8% |
95% |
False |
False |
82,558 |
| 40 |
1.3750 |
1.3146 |
0.0604 |
4.4% |
0.0133 |
1.0% |
98% |
False |
False |
81,344 |
| 60 |
1.3750 |
1.2865 |
0.0885 |
6.4% |
0.0125 |
0.9% |
98% |
False |
False |
54,351 |
| 80 |
1.3750 |
1.2833 |
0.0917 |
6.7% |
0.0122 |
0.9% |
98% |
False |
False |
40,804 |
| 100 |
1.3750 |
1.2690 |
0.1060 |
7.7% |
0.0124 |
0.9% |
99% |
False |
False |
32,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4331 |
|
2.618 |
1.4108 |
|
1.618 |
1.3971 |
|
1.000 |
1.3886 |
|
0.618 |
1.3834 |
|
HIGH |
1.3749 |
|
0.618 |
1.3697 |
|
0.500 |
1.3681 |
|
0.382 |
1.3664 |
|
LOW |
1.3612 |
|
0.618 |
1.3527 |
|
1.000 |
1.3475 |
|
1.618 |
1.3390 |
|
2.618 |
1.3253 |
|
4.250 |
1.3030 |
|
|
| Fisher Pivots for day following 26-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3717 |
1.3717 |
| PP |
1.3699 |
1.3699 |
| S1 |
1.3681 |
1.3681 |
|