CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 03-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3669 |
1.3670 |
0.0001 |
0.0% |
1.3685 |
| High |
1.3713 |
1.3686 |
-0.0027 |
-0.2% |
1.3762 |
| Low |
1.3614 |
1.3621 |
0.0007 |
0.1% |
1.3612 |
| Close |
1.3657 |
1.3644 |
-0.0013 |
-0.1% |
1.3705 |
| Range |
0.0099 |
0.0065 |
-0.0034 |
-34.3% |
0.0150 |
| ATR |
0.0115 |
0.0112 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
87,067 |
76,925 |
-10,142 |
-11.6% |
505,302 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3845 |
1.3810 |
1.3680 |
|
| R3 |
1.3780 |
1.3745 |
1.3662 |
|
| R2 |
1.3715 |
1.3715 |
1.3656 |
|
| R1 |
1.3680 |
1.3680 |
1.3650 |
1.3665 |
| PP |
1.3650 |
1.3650 |
1.3650 |
1.3643 |
| S1 |
1.3615 |
1.3615 |
1.3638 |
1.3600 |
| S2 |
1.3585 |
1.3585 |
1.3632 |
|
| S3 |
1.3520 |
1.3550 |
1.3626 |
|
| S4 |
1.3455 |
1.3485 |
1.3608 |
|
|
| 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 |
1.3761 |
1.3614 |
0.0147 |
1.1% |
0.0096 |
0.7% |
20% |
False |
False |
99,647 |
| 10 |
1.3762 |
1.3612 |
0.0150 |
1.1% |
0.0099 |
0.7% |
21% |
False |
False |
91,832 |
| 20 |
1.3762 |
1.3456 |
0.0306 |
2.2% |
0.0107 |
0.8% |
61% |
False |
False |
87,897 |
| 40 |
1.3762 |
1.3146 |
0.0616 |
4.5% |
0.0129 |
0.9% |
81% |
False |
False |
95,721 |
| 60 |
1.3762 |
1.3106 |
0.0656 |
4.8% |
0.0120 |
0.9% |
82% |
False |
False |
64,398 |
| 80 |
1.3762 |
1.2865 |
0.0897 |
6.6% |
0.0121 |
0.9% |
87% |
False |
False |
48,333 |
| 100 |
1.3762 |
1.2690 |
0.1072 |
7.9% |
0.0120 |
0.9% |
89% |
False |
False |
38,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3962 |
|
2.618 |
1.3856 |
|
1.618 |
1.3791 |
|
1.000 |
1.3751 |
|
0.618 |
1.3726 |
|
HIGH |
1.3686 |
|
0.618 |
1.3661 |
|
0.500 |
1.3654 |
|
0.382 |
1.3646 |
|
LOW |
1.3621 |
|
0.618 |
1.3581 |
|
1.000 |
1.3556 |
|
1.618 |
1.3516 |
|
2.618 |
1.3451 |
|
4.250 |
1.3345 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3654 |
1.3688 |
| PP |
1.3650 |
1.3673 |
| S1 |
1.3647 |
1.3659 |
|