CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 01-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3729 |
1.3705 |
-0.0024 |
-0.2% |
1.3685 |
| High |
1.3755 |
1.3761 |
0.0006 |
0.0% |
1.3762 |
| Low |
1.3660 |
1.3658 |
-0.0002 |
0.0% |
1.3612 |
| Close |
1.3705 |
1.3674 |
-0.0031 |
-0.2% |
1.3705 |
| Range |
0.0095 |
0.0103 |
0.0008 |
8.4% |
0.0150 |
| ATR |
0.0118 |
0.0116 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
127,371 |
96,763 |
-30,608 |
-24.0% |
505,302 |
|
| Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4007 |
1.3943 |
1.3731 |
|
| R3 |
1.3904 |
1.3840 |
1.3702 |
|
| R2 |
1.3801 |
1.3801 |
1.3693 |
|
| R1 |
1.3737 |
1.3737 |
1.3683 |
1.3718 |
| PP |
1.3698 |
1.3698 |
1.3698 |
1.3688 |
| S1 |
1.3634 |
1.3634 |
1.3665 |
1.3615 |
| S2 |
1.3595 |
1.3595 |
1.3655 |
|
| S3 |
1.3492 |
1.3531 |
1.3646 |
|
| S4 |
1.3389 |
1.3428 |
1.3617 |
|
|
| 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% |
0.0110 |
0.8% |
41% |
False |
False |
105,582 |
| 10 |
1.3762 |
1.3523 |
0.0239 |
1.7% |
0.0104 |
0.8% |
63% |
False |
False |
93,338 |
| 20 |
1.3762 |
1.3456 |
0.0306 |
2.2% |
0.0111 |
0.8% |
71% |
False |
False |
88,753 |
| 40 |
1.3762 |
1.3146 |
0.0616 |
4.5% |
0.0131 |
1.0% |
86% |
False |
False |
92,128 |
| 60 |
1.3762 |
1.2925 |
0.0837 |
6.1% |
0.0124 |
0.9% |
89% |
False |
False |
61,674 |
| 80 |
1.3762 |
1.2856 |
0.0906 |
6.6% |
0.0121 |
0.9% |
90% |
False |
False |
46,287 |
| 100 |
1.3762 |
1.2690 |
0.1072 |
7.8% |
0.0122 |
0.9% |
92% |
False |
False |
37,076 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4199 |
|
2.618 |
1.4031 |
|
1.618 |
1.3928 |
|
1.000 |
1.3864 |
|
0.618 |
1.3825 |
|
HIGH |
1.3761 |
|
0.618 |
1.3722 |
|
0.500 |
1.3710 |
|
0.382 |
1.3697 |
|
LOW |
1.3658 |
|
0.618 |
1.3594 |
|
1.000 |
1.3555 |
|
1.618 |
1.3491 |
|
2.618 |
1.3388 |
|
4.250 |
1.3220 |
|
|
| Fisher Pivots for day following 01-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3710 |
1.3697 |
| PP |
1.3698 |
1.3689 |
| S1 |
1.3686 |
1.3682 |
|