CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3670 |
1.3651 |
-0.0019 |
-0.1% |
1.3685 |
| High |
1.3686 |
1.3701 |
0.0015 |
0.1% |
1.3762 |
| Low |
1.3621 |
1.3568 |
-0.0053 |
-0.4% |
1.3612 |
| Close |
1.3644 |
1.3676 |
0.0032 |
0.2% |
1.3705 |
| Range |
0.0065 |
0.0133 |
0.0068 |
104.6% |
0.0150 |
| ATR |
0.0112 |
0.0113 |
0.0002 |
1.4% |
0.0000 |
| Volume |
76,925 |
136,818 |
59,893 |
77.9% |
505,302 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4047 |
1.3995 |
1.3749 |
|
| R3 |
1.3914 |
1.3862 |
1.3713 |
|
| R2 |
1.3781 |
1.3781 |
1.3700 |
|
| R1 |
1.3729 |
1.3729 |
1.3688 |
1.3755 |
| PP |
1.3648 |
1.3648 |
1.3648 |
1.3662 |
| S1 |
1.3596 |
1.3596 |
1.3664 |
1.3622 |
| S2 |
1.3515 |
1.3515 |
1.3652 |
|
| S3 |
1.3382 |
1.3463 |
1.3639 |
|
| S4 |
1.3249 |
1.3330 |
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 |
1.3761 |
1.3568 |
0.0193 |
1.4% |
0.0099 |
0.7% |
56% |
False |
True |
104,988 |
| 10 |
1.3762 |
1.3568 |
0.0194 |
1.4% |
0.0103 |
0.8% |
56% |
False |
True |
98,018 |
| 20 |
1.3762 |
1.3456 |
0.0306 |
2.2% |
0.0106 |
0.8% |
72% |
False |
False |
89,908 |
| 40 |
1.3762 |
1.3146 |
0.0616 |
4.5% |
0.0127 |
0.9% |
86% |
False |
False |
97,887 |
| 60 |
1.3762 |
1.3119 |
0.0643 |
4.7% |
0.0120 |
0.9% |
87% |
False |
False |
66,675 |
| 80 |
1.3762 |
1.2865 |
0.0897 |
6.6% |
0.0121 |
0.9% |
90% |
False |
False |
50,043 |
| 100 |
1.3762 |
1.2690 |
0.1072 |
7.8% |
0.0120 |
0.9% |
92% |
False |
False |
40,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4266 |
|
2.618 |
1.4049 |
|
1.618 |
1.3916 |
|
1.000 |
1.3834 |
|
0.618 |
1.3783 |
|
HIGH |
1.3701 |
|
0.618 |
1.3650 |
|
0.500 |
1.3635 |
|
0.382 |
1.3619 |
|
LOW |
1.3568 |
|
0.618 |
1.3486 |
|
1.000 |
1.3435 |
|
1.618 |
1.3353 |
|
2.618 |
1.3220 |
|
4.250 |
1.3003 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3662 |
1.3664 |
| PP |
1.3648 |
1.3652 |
| S1 |
1.3635 |
1.3641 |
|