CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3651 |
1.3670 |
0.0019 |
0.1% |
1.3705 |
| High |
1.3701 |
1.3743 |
0.0042 |
0.3% |
1.3761 |
| Low |
1.3568 |
1.3668 |
0.0100 |
0.7% |
1.3568 |
| Close |
1.3676 |
1.3730 |
0.0054 |
0.4% |
1.3730 |
| Range |
0.0133 |
0.0075 |
-0.0058 |
-43.6% |
0.0193 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
136,818 |
81,209 |
-55,609 |
-40.6% |
478,782 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3939 |
1.3909 |
1.3771 |
|
| R3 |
1.3864 |
1.3834 |
1.3751 |
|
| R2 |
1.3789 |
1.3789 |
1.3744 |
|
| R1 |
1.3759 |
1.3759 |
1.3737 |
1.3774 |
| PP |
1.3714 |
1.3714 |
1.3714 |
1.3721 |
| S1 |
1.3684 |
1.3684 |
1.3723 |
1.3699 |
| S2 |
1.3639 |
1.3639 |
1.3716 |
|
| S3 |
1.3564 |
1.3609 |
1.3709 |
|
| S4 |
1.3489 |
1.3534 |
1.3689 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4265 |
1.4191 |
1.3836 |
|
| R3 |
1.4072 |
1.3998 |
1.3783 |
|
| R2 |
1.3879 |
1.3879 |
1.3765 |
|
| R1 |
1.3805 |
1.3805 |
1.3748 |
1.3842 |
| PP |
1.3686 |
1.3686 |
1.3686 |
1.3705 |
| S1 |
1.3612 |
1.3612 |
1.3712 |
1.3649 |
| S2 |
1.3493 |
1.3493 |
1.3695 |
|
| S3 |
1.3300 |
1.3419 |
1.3677 |
|
| S4 |
1.3107 |
1.3226 |
1.3624 |
|
|
| 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% |
0.0095 |
0.7% |
84% |
False |
False |
95,756 |
| 10 |
1.3762 |
1.3568 |
0.0194 |
1.4% |
0.0100 |
0.7% |
84% |
False |
False |
98,408 |
| 20 |
1.3762 |
1.3456 |
0.0306 |
2.2% |
0.0105 |
0.8% |
90% |
False |
False |
89,903 |
| 40 |
1.3762 |
1.3146 |
0.0616 |
4.5% |
0.0126 |
0.9% |
95% |
False |
False |
98,439 |
| 60 |
1.3762 |
1.3119 |
0.0643 |
4.7% |
0.0120 |
0.9% |
95% |
False |
False |
68,025 |
| 80 |
1.3762 |
1.2865 |
0.0897 |
6.5% |
0.0121 |
0.9% |
96% |
False |
False |
51,058 |
| 100 |
1.3762 |
1.2690 |
0.1072 |
7.8% |
0.0120 |
0.9% |
97% |
False |
False |
40,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4062 |
|
2.618 |
1.3939 |
|
1.618 |
1.3864 |
|
1.000 |
1.3818 |
|
0.618 |
1.3789 |
|
HIGH |
1.3743 |
|
0.618 |
1.3714 |
|
0.500 |
1.3706 |
|
0.382 |
1.3697 |
|
LOW |
1.3668 |
|
0.618 |
1.3622 |
|
1.000 |
1.3593 |
|
1.618 |
1.3547 |
|
2.618 |
1.3472 |
|
4.250 |
1.3349 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3722 |
1.3705 |
| PP |
1.3714 |
1.3680 |
| S1 |
1.3706 |
1.3656 |
|