CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 25-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2021 |
25-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4114 |
1.4142 |
0.0028 |
0.2% |
1.3858 |
| High |
1.4245 |
1.4183 |
-0.0062 |
-0.4% |
1.4039 |
| Low |
1.4083 |
1.4002 |
-0.0081 |
-0.6% |
1.3831 |
| Close |
1.4125 |
1.4035 |
-0.0090 |
-0.6% |
1.4015 |
| Range |
0.0162 |
0.0181 |
0.0019 |
11.7% |
0.0208 |
| ATR |
0.0103 |
0.0108 |
0.0006 |
5.4% |
0.0000 |
| Volume |
97,340 |
114,264 |
16,924 |
17.4% |
415,919 |
|
| Daily Pivots for day following 25-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4616 |
1.4507 |
1.4135 |
|
| R3 |
1.4435 |
1.4326 |
1.4085 |
|
| R2 |
1.4254 |
1.4254 |
1.4068 |
|
| R1 |
1.4145 |
1.4145 |
1.4052 |
1.4109 |
| PP |
1.4073 |
1.4073 |
1.4073 |
1.4056 |
| S1 |
1.3964 |
1.3964 |
1.4018 |
1.3928 |
| S2 |
1.3892 |
1.3892 |
1.4002 |
|
| S3 |
1.3711 |
1.3783 |
1.3985 |
|
| S4 |
1.3530 |
1.3602 |
1.3935 |
|
|
| 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 |
1.4245 |
1.3953 |
0.0292 |
2.1% |
0.0120 |
0.9% |
28% |
False |
False |
88,572 |
| 10 |
1.4245 |
1.3776 |
0.0469 |
3.3% |
0.0107 |
0.8% |
55% |
False |
False |
90,871 |
| 20 |
1.4245 |
1.3568 |
0.0677 |
4.8% |
0.0099 |
0.7% |
69% |
False |
False |
91,877 |
| 40 |
1.4245 |
1.3456 |
0.0789 |
5.6% |
0.0104 |
0.7% |
73% |
False |
False |
88,033 |
| 60 |
1.4245 |
1.3146 |
0.1099 |
7.8% |
0.0121 |
0.9% |
81% |
False |
False |
86,587 |
| 80 |
1.4245 |
1.2865 |
0.1380 |
9.8% |
0.0118 |
0.8% |
85% |
False |
False |
65,053 |
| 100 |
1.4245 |
1.2849 |
0.1396 |
9.9% |
0.0117 |
0.8% |
85% |
False |
False |
52,074 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.1% |
0.0120 |
0.9% |
86% |
False |
False |
43,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4952 |
|
2.618 |
1.4657 |
|
1.618 |
1.4476 |
|
1.000 |
1.4364 |
|
0.618 |
1.4295 |
|
HIGH |
1.4183 |
|
0.618 |
1.4114 |
|
0.500 |
1.4093 |
|
0.382 |
1.4071 |
|
LOW |
1.4002 |
|
0.618 |
1.3890 |
|
1.000 |
1.3821 |
|
1.618 |
1.3709 |
|
2.618 |
1.3528 |
|
4.250 |
1.3233 |
|
|
| Fisher Pivots for day following 25-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4093 |
1.4124 |
| PP |
1.4073 |
1.4094 |
| S1 |
1.4054 |
1.4065 |
|