CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 29-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2021 |
29-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3700 |
1.3729 |
0.0029 |
0.2% |
1.3685 |
| High |
1.3750 |
1.3755 |
0.0005 |
0.0% |
1.3762 |
| Low |
1.3633 |
1.3660 |
0.0027 |
0.2% |
1.3612 |
| Close |
1.3745 |
1.3705 |
-0.0040 |
-0.3% |
1.3705 |
| Range |
0.0117 |
0.0095 |
-0.0022 |
-18.8% |
0.0150 |
| ATR |
0.0119 |
0.0118 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
110,109 |
127,371 |
17,262 |
15.7% |
505,302 |
|
| Daily Pivots for day following 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3992 |
1.3943 |
1.3757 |
|
| R3 |
1.3897 |
1.3848 |
1.3731 |
|
| R2 |
1.3802 |
1.3802 |
1.3722 |
|
| R1 |
1.3753 |
1.3753 |
1.3714 |
1.3730 |
| PP |
1.3707 |
1.3707 |
1.3707 |
1.3695 |
| S1 |
1.3658 |
1.3658 |
1.3696 |
1.3635 |
| S2 |
1.3612 |
1.3612 |
1.3688 |
|
| S3 |
1.3517 |
1.3563 |
1.3679 |
|
| S4 |
1.3422 |
1.3468 |
1.3653 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4143 |
1.4074 |
1.3788 |
|
| R3 |
1.3993 |
1.3924 |
1.3746 |
|
| R2 |
1.3843 |
1.3843 |
1.3733 |
|
| R1 |
1.3774 |
1.3774 |
1.3719 |
1.3809 |
| PP |
1.3693 |
1.3693 |
1.3693 |
1.3710 |
| S1 |
1.3624 |
1.3624 |
1.3691 |
1.3659 |
| S2 |
1.3543 |
1.3543 |
1.3678 |
|
| S3 |
1.3393 |
1.3474 |
1.3664 |
|
| S4 |
1.3243 |
1.3324 |
1.3623 |
|
|
| 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% |
0.0105 |
0.8% |
62% |
False |
False |
101,060 |
| 10 |
1.3762 |
1.3523 |
0.0239 |
1.7% |
0.0106 |
0.8% |
76% |
False |
False |
91,329 |
| 20 |
1.3762 |
1.3456 |
0.0306 |
2.2% |
0.0110 |
0.8% |
81% |
False |
False |
87,927 |
| 40 |
1.3762 |
1.3146 |
0.0616 |
4.5% |
0.0133 |
1.0% |
91% |
False |
False |
89,779 |
| 60 |
1.3762 |
1.2925 |
0.0837 |
6.1% |
0.0125 |
0.9% |
93% |
False |
False |
60,063 |
| 80 |
1.3762 |
1.2856 |
0.0906 |
6.6% |
0.0121 |
0.9% |
94% |
False |
False |
45,080 |
| 100 |
1.3762 |
1.2690 |
0.1072 |
7.8% |
0.0124 |
0.9% |
95% |
False |
False |
36,109 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4159 |
|
2.618 |
1.4004 |
|
1.618 |
1.3909 |
|
1.000 |
1.3850 |
|
0.618 |
1.3814 |
|
HIGH |
1.3755 |
|
0.618 |
1.3719 |
|
0.500 |
1.3708 |
|
0.382 |
1.3696 |
|
LOW |
1.3660 |
|
0.618 |
1.3601 |
|
1.000 |
1.3565 |
|
1.618 |
1.3506 |
|
2.618 |
1.3411 |
|
4.250 |
1.3256 |
|
|
| Fisher Pivots for day following 29-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3708 |
1.3703 |
| PP |
1.3707 |
1.3700 |
| S1 |
1.3706 |
1.3698 |
|