CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 16-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2021 |
16-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3816 |
1.3858 |
0.0042 |
0.3% |
1.3738 |
| High |
1.3864 |
1.3953 |
0.0089 |
0.6% |
1.3868 |
| Low |
1.3776 |
1.3858 |
0.0082 |
0.6% |
1.3681 |
| Close |
1.3850 |
1.3913 |
0.0063 |
0.5% |
1.3850 |
| Range |
0.0088 |
0.0095 |
0.0007 |
8.0% |
0.0187 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.3% |
0.0000 |
| Volume |
73,276 |
142,204 |
68,928 |
94.1% |
346,751 |
|
| Daily Pivots for day following 16-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4193 |
1.4148 |
1.3965 |
|
| R3 |
1.4098 |
1.4053 |
1.3939 |
|
| R2 |
1.4003 |
1.4003 |
1.3930 |
|
| R1 |
1.3958 |
1.3958 |
1.3922 |
1.3981 |
| PP |
1.3908 |
1.3908 |
1.3908 |
1.3919 |
| S1 |
1.3863 |
1.3863 |
1.3904 |
1.3886 |
| S2 |
1.3813 |
1.3813 |
1.3896 |
|
| S3 |
1.3718 |
1.3768 |
1.3887 |
|
| S4 |
1.3623 |
1.3673 |
1.3861 |
|
|
| 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 |
1.3953 |
1.3740 |
0.0213 |
1.5% |
0.0078 |
0.6% |
81% |
True |
False |
84,396 |
| 10 |
1.3953 |
1.3568 |
0.0385 |
2.8% |
0.0083 |
0.6% |
90% |
True |
False |
87,097 |
| 20 |
1.3953 |
1.3523 |
0.0430 |
3.1% |
0.0093 |
0.7% |
91% |
True |
False |
90,218 |
| 40 |
1.3953 |
1.3200 |
0.0753 |
5.4% |
0.0114 |
0.8% |
95% |
True |
False |
92,502 |
| 60 |
1.3953 |
1.3146 |
0.0807 |
5.8% |
0.0118 |
0.8% |
95% |
True |
False |
76,134 |
| 80 |
1.3953 |
1.2865 |
0.1088 |
7.8% |
0.0117 |
0.8% |
96% |
True |
False |
57,163 |
| 100 |
1.3953 |
1.2690 |
0.1263 |
9.1% |
0.0117 |
0.8% |
97% |
True |
False |
45,773 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4357 |
|
2.618 |
1.4202 |
|
1.618 |
1.4107 |
|
1.000 |
1.4048 |
|
0.618 |
1.4012 |
|
HIGH |
1.3953 |
|
0.618 |
1.3917 |
|
0.500 |
1.3906 |
|
0.382 |
1.3894 |
|
LOW |
1.3858 |
|
0.618 |
1.3799 |
|
1.000 |
1.3763 |
|
1.618 |
1.3704 |
|
2.618 |
1.3609 |
|
4.250 |
1.3454 |
|
|
| Fisher Pivots for day following 16-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3911 |
1.3897 |
| PP |
1.3908 |
1.3881 |
| S1 |
1.3906 |
1.3865 |
|