CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 28-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2021 |
28-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3740 |
1.3700 |
-0.0040 |
-0.3% |
1.3591 |
| High |
1.3762 |
1.3750 |
-0.0012 |
-0.1% |
1.3750 |
| Low |
1.3662 |
1.3633 |
-0.0029 |
-0.2% |
1.3523 |
| Close |
1.3690 |
1.3745 |
0.0055 |
0.4% |
1.3686 |
| Range |
0.0100 |
0.0117 |
0.0017 |
17.0% |
0.0227 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
105,807 |
110,109 |
4,302 |
4.1% |
331,322 |
|
| Daily Pivots for day following 28-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4060 |
1.4020 |
1.3809 |
|
| R3 |
1.3943 |
1.3903 |
1.3777 |
|
| R2 |
1.3826 |
1.3826 |
1.3766 |
|
| R1 |
1.3786 |
1.3786 |
1.3756 |
1.3806 |
| PP |
1.3709 |
1.3709 |
1.3709 |
1.3720 |
| S1 |
1.3669 |
1.3669 |
1.3734 |
1.3689 |
| S2 |
1.3592 |
1.3592 |
1.3724 |
|
| S3 |
1.3475 |
1.3552 |
1.3713 |
|
| S4 |
1.3358 |
1.3435 |
1.3681 |
|
|
| 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 |
1.3762 |
1.3612 |
0.0150 |
1.1% |
0.0106 |
0.8% |
89% |
False |
False |
91,047 |
| 10 |
1.3762 |
1.3523 |
0.0239 |
1.7% |
0.0106 |
0.8% |
93% |
False |
False |
86,003 |
| 20 |
1.3762 |
1.3456 |
0.0306 |
2.2% |
0.0112 |
0.8% |
94% |
False |
False |
85,870 |
| 40 |
1.3762 |
1.3146 |
0.0616 |
4.5% |
0.0134 |
1.0% |
97% |
False |
False |
86,658 |
| 60 |
1.3762 |
1.2865 |
0.0897 |
6.5% |
0.0125 |
0.9% |
98% |
False |
False |
57,942 |
| 80 |
1.3762 |
1.2856 |
0.0906 |
6.6% |
0.0121 |
0.9% |
98% |
False |
False |
43,487 |
| 100 |
1.3762 |
1.2690 |
0.1072 |
7.8% |
0.0124 |
0.9% |
98% |
False |
False |
34,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4247 |
|
2.618 |
1.4056 |
|
1.618 |
1.3939 |
|
1.000 |
1.3867 |
|
0.618 |
1.3822 |
|
HIGH |
1.3750 |
|
0.618 |
1.3705 |
|
0.500 |
1.3692 |
|
0.382 |
1.3678 |
|
LOW |
1.3633 |
|
0.618 |
1.3561 |
|
1.000 |
1.3516 |
|
1.618 |
1.3444 |
|
2.618 |
1.3327 |
|
4.250 |
1.3136 |
|
|
| Fisher Pivots for day following 28-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3727 |
1.3726 |
| PP |
1.3709 |
1.3706 |
| S1 |
1.3692 |
1.3687 |
|