CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3819 |
1.3833 |
0.0014 |
0.1% |
1.3705 |
| High |
1.3868 |
1.3861 |
-0.0007 |
-0.1% |
1.3761 |
| Low |
1.3804 |
1.3800 |
-0.0004 |
0.0% |
1.3568 |
| Close |
1.3843 |
1.3806 |
-0.0037 |
-0.3% |
1.3730 |
| Range |
0.0064 |
0.0061 |
-0.0003 |
-4.7% |
0.0193 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
70,040 |
60,911 |
-9,129 |
-13.0% |
478,782 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4005 |
1.3967 |
1.3840 |
|
| R3 |
1.3944 |
1.3906 |
1.3823 |
|
| R2 |
1.3883 |
1.3883 |
1.3817 |
|
| R1 |
1.3845 |
1.3845 |
1.3812 |
1.3834 |
| PP |
1.3822 |
1.3822 |
1.3822 |
1.3817 |
| S1 |
1.3784 |
1.3784 |
1.3800 |
1.3773 |
| S2 |
1.3761 |
1.3761 |
1.3795 |
|
| S3 |
1.3700 |
1.3723 |
1.3789 |
|
| S4 |
1.3639 |
1.3662 |
1.3772 |
|
|
| 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 |
1.3868 |
1.3668 |
0.0200 |
1.4% |
0.0070 |
0.5% |
69% |
False |
False |
70,936 |
| 10 |
1.3868 |
1.3568 |
0.0300 |
2.2% |
0.0085 |
0.6% |
79% |
False |
False |
87,962 |
| 20 |
1.3868 |
1.3523 |
0.0345 |
2.5% |
0.0095 |
0.7% |
82% |
False |
False |
86,983 |
| 40 |
1.3868 |
1.3200 |
0.0668 |
4.8% |
0.0117 |
0.8% |
91% |
False |
False |
93,077 |
| 60 |
1.3868 |
1.3146 |
0.0722 |
5.2% |
0.0117 |
0.8% |
91% |
False |
False |
72,560 |
| 80 |
1.3868 |
1.2865 |
0.1003 |
7.3% |
0.0117 |
0.8% |
94% |
False |
False |
54,471 |
| 100 |
1.3868 |
1.2690 |
0.1178 |
8.5% |
0.0119 |
0.9% |
95% |
False |
False |
43,623 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4120 |
|
2.618 |
1.4021 |
|
1.618 |
1.3960 |
|
1.000 |
1.3922 |
|
0.618 |
1.3899 |
|
HIGH |
1.3861 |
|
0.618 |
1.3838 |
|
0.500 |
1.3831 |
|
0.382 |
1.3823 |
|
LOW |
1.3800 |
|
0.618 |
1.3762 |
|
1.000 |
1.3739 |
|
1.618 |
1.3701 |
|
2.618 |
1.3640 |
|
4.250 |
1.3541 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3831 |
1.3805 |
| PP |
1.3822 |
1.3805 |
| S1 |
1.3814 |
1.3804 |
|