CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3670 |
1.3738 |
0.0068 |
0.5% |
1.3705 |
| High |
1.3743 |
1.3751 |
0.0008 |
0.1% |
1.3761 |
| Low |
1.3668 |
1.3681 |
0.0013 |
0.1% |
1.3568 |
| Close |
1.3730 |
1.3746 |
0.0016 |
0.1% |
1.3730 |
| Range |
0.0075 |
0.0070 |
-0.0005 |
-6.7% |
0.0193 |
| ATR |
0.0110 |
0.0108 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
81,209 |
66,974 |
-14,235 |
-17.5% |
478,782 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3936 |
1.3911 |
1.3785 |
|
| R3 |
1.3866 |
1.3841 |
1.3765 |
|
| R2 |
1.3796 |
1.3796 |
1.3759 |
|
| R1 |
1.3771 |
1.3771 |
1.3752 |
1.3784 |
| PP |
1.3726 |
1.3726 |
1.3726 |
1.3732 |
| S1 |
1.3701 |
1.3701 |
1.3740 |
1.3714 |
| S2 |
1.3656 |
1.3656 |
1.3733 |
|
| S3 |
1.3586 |
1.3631 |
1.3727 |
|
| S4 |
1.3516 |
1.3561 |
1.3708 |
|
|
| 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 |
1.3751 |
1.3568 |
0.0183 |
1.3% |
0.0088 |
0.6% |
97% |
True |
False |
89,798 |
| 10 |
1.3762 |
1.3568 |
0.0194 |
1.4% |
0.0099 |
0.7% |
92% |
False |
False |
97,690 |
| 20 |
1.3762 |
1.3456 |
0.0306 |
2.2% |
0.0104 |
0.8% |
95% |
False |
False |
88,808 |
| 40 |
1.3762 |
1.3146 |
0.0616 |
4.5% |
0.0124 |
0.9% |
97% |
False |
False |
98,036 |
| 60 |
1.3762 |
1.3119 |
0.0643 |
4.7% |
0.0119 |
0.9% |
98% |
False |
False |
69,138 |
| 80 |
1.3762 |
1.2865 |
0.0897 |
6.5% |
0.0120 |
0.9% |
98% |
False |
False |
51,894 |
| 100 |
1.3762 |
1.2690 |
0.1072 |
7.8% |
0.0120 |
0.9% |
99% |
False |
False |
41,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4049 |
|
2.618 |
1.3934 |
|
1.618 |
1.3864 |
|
1.000 |
1.3821 |
|
0.618 |
1.3794 |
|
HIGH |
1.3751 |
|
0.618 |
1.3724 |
|
0.500 |
1.3716 |
|
0.382 |
1.3708 |
|
LOW |
1.3681 |
|
0.618 |
1.3638 |
|
1.000 |
1.3611 |
|
1.618 |
1.3568 |
|
2.618 |
1.3498 |
|
4.250 |
1.3384 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3736 |
1.3717 |
| PP |
1.3726 |
1.3688 |
| S1 |
1.3716 |
1.3660 |
|