CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 12-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2021 |
12-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3833 |
1.3816 |
-0.0017 |
-0.1% |
1.3738 |
| High |
1.3861 |
1.3864 |
0.0003 |
0.0% |
1.3868 |
| Low |
1.3800 |
1.3776 |
-0.0024 |
-0.2% |
1.3681 |
| Close |
1.3806 |
1.3850 |
0.0044 |
0.3% |
1.3850 |
| Range |
0.0061 |
0.0088 |
0.0027 |
44.3% |
0.0187 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
60,911 |
73,276 |
12,365 |
20.3% |
346,751 |
|
| Daily Pivots for day following 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4094 |
1.4060 |
1.3898 |
|
| R3 |
1.4006 |
1.3972 |
1.3874 |
|
| R2 |
1.3918 |
1.3918 |
1.3866 |
|
| R1 |
1.3884 |
1.3884 |
1.3858 |
1.3901 |
| PP |
1.3830 |
1.3830 |
1.3830 |
1.3839 |
| S1 |
1.3796 |
1.3796 |
1.3842 |
1.3813 |
| S2 |
1.3742 |
1.3742 |
1.3834 |
|
| S3 |
1.3654 |
1.3708 |
1.3826 |
|
| S4 |
1.3566 |
1.3620 |
1.3802 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4361 |
1.4292 |
1.3953 |
|
| R3 |
1.4174 |
1.4105 |
1.3901 |
|
| R2 |
1.3987 |
1.3987 |
1.3884 |
|
| R1 |
1.3918 |
1.3918 |
1.3867 |
1.3953 |
| PP |
1.3800 |
1.3800 |
1.3800 |
1.3817 |
| S1 |
1.3731 |
1.3731 |
1.3833 |
1.3766 |
| S2 |
1.3613 |
1.3613 |
1.3816 |
|
| S3 |
1.3426 |
1.3544 |
1.3799 |
|
| S4 |
1.3239 |
1.3357 |
1.3747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3868 |
1.3681 |
0.0187 |
1.4% |
0.0073 |
0.5% |
90% |
False |
False |
69,350 |
| 10 |
1.3868 |
1.3568 |
0.0300 |
2.2% |
0.0084 |
0.6% |
94% |
False |
False |
82,553 |
| 20 |
1.3868 |
1.3523 |
0.0345 |
2.5% |
0.0095 |
0.7% |
95% |
False |
False |
86,941 |
| 40 |
1.3868 |
1.3200 |
0.0668 |
4.8% |
0.0115 |
0.8% |
97% |
False |
False |
91,693 |
| 60 |
1.3868 |
1.3146 |
0.0722 |
5.2% |
0.0117 |
0.8% |
98% |
False |
False |
73,779 |
| 80 |
1.3868 |
1.2865 |
0.1003 |
7.2% |
0.0117 |
0.8% |
98% |
False |
False |
55,386 |
| 100 |
1.3868 |
1.2690 |
0.1178 |
8.5% |
0.0118 |
0.8% |
98% |
False |
False |
44,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4238 |
|
2.618 |
1.4094 |
|
1.618 |
1.4006 |
|
1.000 |
1.3952 |
|
0.618 |
1.3918 |
|
HIGH |
1.3864 |
|
0.618 |
1.3830 |
|
0.500 |
1.3820 |
|
0.382 |
1.3810 |
|
LOW |
1.3776 |
|
0.618 |
1.3722 |
|
1.000 |
1.3688 |
|
1.618 |
1.3634 |
|
2.618 |
1.3546 |
|
4.250 |
1.3402 |
|
|
| Fisher Pivots for day following 12-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3840 |
1.3841 |
| PP |
1.3830 |
1.3831 |
| S1 |
1.3820 |
1.3822 |
|