CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 19-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2021 |
19-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3860 |
1.3980 |
0.0120 |
0.9% |
1.3858 |
| High |
1.3987 |
1.4039 |
0.0052 |
0.4% |
1.4039 |
| Low |
1.3840 |
1.3953 |
0.0113 |
0.8% |
1.3831 |
| Close |
1.3976 |
1.4015 |
0.0039 |
0.3% |
1.4015 |
| Range |
0.0147 |
0.0086 |
-0.0061 |
-41.5% |
0.0208 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
106,123 |
84,256 |
-21,867 |
-20.6% |
415,919 |
|
| Daily Pivots for day following 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4260 |
1.4224 |
1.4062 |
|
| R3 |
1.4174 |
1.4138 |
1.4039 |
|
| R2 |
1.4088 |
1.4088 |
1.4031 |
|
| R1 |
1.4052 |
1.4052 |
1.4023 |
1.4070 |
| PP |
1.4002 |
1.4002 |
1.4002 |
1.4012 |
| S1 |
1.3966 |
1.3966 |
1.4007 |
1.3984 |
| S2 |
1.3916 |
1.3916 |
1.3999 |
|
| S3 |
1.3830 |
1.3880 |
1.3991 |
|
| S4 |
1.3744 |
1.3794 |
1.3968 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4586 |
1.4508 |
1.4129 |
|
| R3 |
1.4378 |
1.4300 |
1.4072 |
|
| R2 |
1.4170 |
1.4170 |
1.4053 |
|
| R1 |
1.4092 |
1.4092 |
1.4034 |
1.4131 |
| PP |
1.3962 |
1.3962 |
1.3962 |
1.3981 |
| S1 |
1.3884 |
1.3884 |
1.3996 |
1.3923 |
| S2 |
1.3754 |
1.3754 |
1.3977 |
|
| S3 |
1.3546 |
1.3676 |
1.3958 |
|
| S4 |
1.3338 |
1.3468 |
1.3901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4039 |
1.3776 |
0.0263 |
1.9% |
0.0099 |
0.7% |
91% |
True |
False |
97,839 |
| 10 |
1.4039 |
1.3668 |
0.0371 |
2.6% |
0.0085 |
0.6% |
94% |
True |
False |
84,387 |
| 20 |
1.4039 |
1.3568 |
0.0471 |
3.4% |
0.0094 |
0.7% |
95% |
True |
False |
91,203 |
| 40 |
1.4039 |
1.3319 |
0.0720 |
5.1% |
0.0108 |
0.8% |
97% |
True |
False |
89,918 |
| 60 |
1.4039 |
1.3146 |
0.0893 |
6.4% |
0.0120 |
0.9% |
97% |
True |
False |
80,678 |
| 80 |
1.4039 |
1.2865 |
0.1174 |
8.4% |
0.0117 |
0.8% |
98% |
True |
False |
60,577 |
| 100 |
1.4039 |
1.2766 |
0.1273 |
9.1% |
0.0117 |
0.8% |
98% |
True |
False |
48,507 |
| 120 |
1.4039 |
1.2690 |
0.1349 |
9.6% |
0.0119 |
0.9% |
98% |
True |
False |
40,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4405 |
|
2.618 |
1.4264 |
|
1.618 |
1.4178 |
|
1.000 |
1.4125 |
|
0.618 |
1.4092 |
|
HIGH |
1.4039 |
|
0.618 |
1.4006 |
|
0.500 |
1.3996 |
|
0.382 |
1.3986 |
|
LOW |
1.3953 |
|
0.618 |
1.3900 |
|
1.000 |
1.3867 |
|
1.618 |
1.3814 |
|
2.618 |
1.3728 |
|
4.250 |
1.3588 |
|
|
| Fisher Pivots for day following 19-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4009 |
1.3988 |
| PP |
1.4002 |
1.3962 |
| S1 |
1.3996 |
1.3935 |
|