CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 23-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2021 |
23-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4011 |
1.4068 |
0.0057 |
0.4% |
1.3858 |
| High |
1.4089 |
1.4119 |
0.0030 |
0.2% |
1.4039 |
| Low |
1.3981 |
1.4055 |
0.0074 |
0.5% |
1.3831 |
| Close |
1.4078 |
1.4109 |
0.0031 |
0.2% |
1.4015 |
| Range |
0.0108 |
0.0064 |
-0.0044 |
-40.7% |
0.0208 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
78,874 |
68,130 |
-10,744 |
-13.6% |
415,919 |
|
| Daily Pivots for day following 23-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4286 |
1.4262 |
1.4144 |
|
| R3 |
1.4222 |
1.4198 |
1.4127 |
|
| R2 |
1.4158 |
1.4158 |
1.4121 |
|
| R1 |
1.4134 |
1.4134 |
1.4115 |
1.4146 |
| PP |
1.4094 |
1.4094 |
1.4094 |
1.4101 |
| S1 |
1.4070 |
1.4070 |
1.4103 |
1.4082 |
| S2 |
1.4030 |
1.4030 |
1.4097 |
|
| S3 |
1.3966 |
1.4006 |
1.4091 |
|
| S4 |
1.3902 |
1.3942 |
1.4074 |
|
|
| 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 |
1.4119 |
1.3831 |
0.0288 |
2.0% |
0.0096 |
0.7% |
97% |
True |
False |
84,143 |
| 10 |
1.4119 |
1.3740 |
0.0379 |
2.7% |
0.0087 |
0.6% |
97% |
True |
False |
84,270 |
| 20 |
1.4119 |
1.3568 |
0.0551 |
3.9% |
0.0093 |
0.7% |
98% |
True |
False |
90,980 |
| 40 |
1.4119 |
1.3439 |
0.0680 |
4.8% |
0.0103 |
0.7% |
99% |
True |
False |
86,204 |
| 60 |
1.4119 |
1.3146 |
0.0973 |
6.9% |
0.0119 |
0.8% |
99% |
True |
False |
83,109 |
| 80 |
1.4119 |
1.2865 |
0.1254 |
8.9% |
0.0117 |
0.8% |
99% |
True |
False |
62,413 |
| 100 |
1.4119 |
1.2820 |
0.1299 |
9.2% |
0.0116 |
0.8% |
99% |
True |
False |
49,974 |
| 120 |
1.4119 |
1.2690 |
0.1429 |
10.1% |
0.0119 |
0.8% |
99% |
True |
False |
41,663 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4391 |
|
2.618 |
1.4287 |
|
1.618 |
1.4223 |
|
1.000 |
1.4183 |
|
0.618 |
1.4159 |
|
HIGH |
1.4119 |
|
0.618 |
1.4095 |
|
0.500 |
1.4087 |
|
0.382 |
1.4079 |
|
LOW |
1.4055 |
|
0.618 |
1.4015 |
|
1.000 |
1.3991 |
|
1.618 |
1.3951 |
|
2.618 |
1.3887 |
|
4.250 |
1.3783 |
|
|
| Fisher Pivots for day following 23-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4102 |
1.4085 |
| PP |
1.4094 |
1.4060 |
| S1 |
1.4087 |
1.4036 |
|