CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 18-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2021 |
18-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3907 |
1.3860 |
-0.0047 |
-0.3% |
1.3738 |
| High |
1.3908 |
1.3987 |
0.0079 |
0.6% |
1.3868 |
| Low |
1.3831 |
1.3840 |
0.0009 |
0.1% |
1.3681 |
| Close |
1.3862 |
1.3976 |
0.0114 |
0.8% |
1.3850 |
| Range |
0.0077 |
0.0147 |
0.0070 |
90.9% |
0.0187 |
| ATR |
0.0098 |
0.0101 |
0.0004 |
3.6% |
0.0000 |
| Volume |
83,336 |
106,123 |
22,787 |
27.3% |
346,751 |
|
| Daily Pivots for day following 18-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4375 |
1.4323 |
1.4057 |
|
| R3 |
1.4228 |
1.4176 |
1.4016 |
|
| R2 |
1.4081 |
1.4081 |
1.4003 |
|
| R1 |
1.4029 |
1.4029 |
1.3989 |
1.4055 |
| PP |
1.3934 |
1.3934 |
1.3934 |
1.3948 |
| S1 |
1.3882 |
1.3882 |
1.3963 |
1.3908 |
| S2 |
1.3787 |
1.3787 |
1.3949 |
|
| S3 |
1.3640 |
1.3735 |
1.3936 |
|
| S4 |
1.3493 |
1.3588 |
1.3895 |
|
|
| 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 |
1.3987 |
1.3776 |
0.0211 |
1.5% |
0.0094 |
0.7% |
95% |
True |
False |
93,170 |
| 10 |
1.3987 |
1.3568 |
0.0419 |
3.0% |
0.0089 |
0.6% |
97% |
True |
False |
89,644 |
| 20 |
1.3987 |
1.3568 |
0.0419 |
3.0% |
0.0094 |
0.7% |
97% |
True |
False |
90,738 |
| 40 |
1.3987 |
1.3200 |
0.0787 |
5.6% |
0.0113 |
0.8% |
99% |
True |
False |
92,251 |
| 60 |
1.3987 |
1.3146 |
0.0841 |
6.0% |
0.0119 |
0.9% |
99% |
True |
False |
79,281 |
| 80 |
1.3987 |
1.2865 |
0.1122 |
8.0% |
0.0117 |
0.8% |
99% |
True |
False |
59,525 |
| 100 |
1.3987 |
1.2702 |
0.1285 |
9.2% |
0.0117 |
0.8% |
99% |
True |
False |
47,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4612 |
|
2.618 |
1.4372 |
|
1.618 |
1.4225 |
|
1.000 |
1.4134 |
|
0.618 |
1.4078 |
|
HIGH |
1.3987 |
|
0.618 |
1.3931 |
|
0.500 |
1.3914 |
|
0.382 |
1.3896 |
|
LOW |
1.3840 |
|
0.618 |
1.3749 |
|
1.000 |
1.3693 |
|
1.618 |
1.3602 |
|
2.618 |
1.3455 |
|
4.250 |
1.3215 |
|
|
| Fisher Pivots for day following 18-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3955 |
1.3954 |
| PP |
1.3934 |
1.3931 |
| S1 |
1.3914 |
1.3909 |
|