CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 02-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3705 |
1.3669 |
-0.0036 |
-0.3% |
1.3685 |
| High |
1.3761 |
1.3713 |
-0.0048 |
-0.3% |
1.3762 |
| Low |
1.3658 |
1.3614 |
-0.0044 |
-0.3% |
1.3612 |
| Close |
1.3674 |
1.3657 |
-0.0017 |
-0.1% |
1.3705 |
| Range |
0.0103 |
0.0099 |
-0.0004 |
-3.9% |
0.0150 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
96,763 |
87,067 |
-9,696 |
-10.0% |
505,302 |
|
| Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3958 |
1.3907 |
1.3711 |
|
| R3 |
1.3859 |
1.3808 |
1.3684 |
|
| R2 |
1.3760 |
1.3760 |
1.3675 |
|
| R1 |
1.3709 |
1.3709 |
1.3666 |
1.3685 |
| PP |
1.3661 |
1.3661 |
1.3661 |
1.3650 |
| S1 |
1.3610 |
1.3610 |
1.3648 |
1.3586 |
| S2 |
1.3562 |
1.3562 |
1.3639 |
|
| S3 |
1.3463 |
1.3511 |
1.3630 |
|
| S4 |
1.3364 |
1.3412 |
1.3603 |
|
|
| 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 |
1.3614 |
0.0148 |
1.1% |
0.0103 |
0.8% |
29% |
False |
True |
105,423 |
| 10 |
1.3762 |
1.3612 |
0.0150 |
1.1% |
0.0102 |
0.7% |
30% |
False |
False |
92,577 |
| 20 |
1.3762 |
1.3456 |
0.0306 |
2.2% |
0.0108 |
0.8% |
66% |
False |
False |
87,493 |
| 40 |
1.3762 |
1.3146 |
0.0616 |
4.5% |
0.0130 |
1.0% |
83% |
False |
False |
94,092 |
| 60 |
1.3762 |
1.2952 |
0.0810 |
5.9% |
0.0122 |
0.9% |
87% |
False |
False |
63,122 |
| 80 |
1.3762 |
1.2865 |
0.0897 |
6.6% |
0.0121 |
0.9% |
88% |
False |
False |
47,372 |
| 100 |
1.3762 |
1.2690 |
0.1072 |
7.8% |
0.0122 |
0.9% |
90% |
False |
False |
37,946 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4134 |
|
2.618 |
1.3972 |
|
1.618 |
1.3873 |
|
1.000 |
1.3812 |
|
0.618 |
1.3774 |
|
HIGH |
1.3713 |
|
0.618 |
1.3675 |
|
0.500 |
1.3664 |
|
0.382 |
1.3652 |
|
LOW |
1.3614 |
|
0.618 |
1.3553 |
|
1.000 |
1.3515 |
|
1.618 |
1.3454 |
|
2.618 |
1.3355 |
|
4.250 |
1.3193 |
|
|
| Fisher Pivots for day following 02-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3664 |
1.3688 |
| PP |
1.3661 |
1.3677 |
| S1 |
1.3659 |
1.3667 |
|