CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 01-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2021 |
01-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4012 |
1.3934 |
-0.0078 |
-0.6% |
1.4011 |
| High |
1.4028 |
1.3999 |
-0.0029 |
-0.2% |
1.4245 |
| Low |
1.3888 |
1.3905 |
0.0017 |
0.1% |
1.3888 |
| Close |
1.3946 |
1.3923 |
-0.0023 |
-0.2% |
1.3946 |
| Range |
0.0140 |
0.0094 |
-0.0046 |
-32.9% |
0.0357 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
161,918 |
78,691 |
-83,227 |
-51.4% |
520,526 |
|
| Daily Pivots for day following 01-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4224 |
1.4168 |
1.3975 |
|
| R3 |
1.4130 |
1.4074 |
1.3949 |
|
| R2 |
1.4036 |
1.4036 |
1.3940 |
|
| R1 |
1.3980 |
1.3980 |
1.3932 |
1.3961 |
| PP |
1.3942 |
1.3942 |
1.3942 |
1.3933 |
| S1 |
1.3886 |
1.3886 |
1.3914 |
1.3867 |
| S2 |
1.3848 |
1.3848 |
1.3906 |
|
| S3 |
1.3754 |
1.3792 |
1.3897 |
|
| S4 |
1.3660 |
1.3698 |
1.3871 |
|
|
| Weekly Pivots for week ending 26-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.5097 |
1.4879 |
1.4142 |
|
| R3 |
1.4740 |
1.4522 |
1.4044 |
|
| R2 |
1.4383 |
1.4383 |
1.4011 |
|
| R1 |
1.4165 |
1.4165 |
1.3979 |
1.4096 |
| PP |
1.4026 |
1.4026 |
1.4026 |
1.3992 |
| S1 |
1.3808 |
1.3808 |
1.3913 |
1.3739 |
| S2 |
1.3669 |
1.3669 |
1.3881 |
|
| S3 |
1.3312 |
1.3451 |
1.3848 |
|
| S4 |
1.2955 |
1.3094 |
1.3750 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4245 |
1.3888 |
0.0357 |
2.6% |
0.0128 |
0.9% |
10% |
False |
False |
104,068 |
| 10 |
1.4245 |
1.3831 |
0.0414 |
3.0% |
0.0115 |
0.8% |
22% |
False |
False |
101,513 |
| 20 |
1.4245 |
1.3568 |
0.0677 |
4.9% |
0.0100 |
0.7% |
52% |
False |
False |
92,033 |
| 40 |
1.4245 |
1.3456 |
0.0789 |
5.7% |
0.0105 |
0.8% |
59% |
False |
False |
89,980 |
| 60 |
1.4245 |
1.3146 |
0.1099 |
7.9% |
0.0122 |
0.9% |
71% |
False |
False |
90,530 |
| 80 |
1.4245 |
1.2925 |
0.1320 |
9.5% |
0.0119 |
0.9% |
76% |
False |
False |
68,055 |
| 100 |
1.4245 |
1.2856 |
0.1389 |
10.0% |
0.0117 |
0.8% |
77% |
False |
False |
54,470 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.2% |
0.0120 |
0.9% |
79% |
False |
False |
45,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4399 |
|
2.618 |
1.4245 |
|
1.618 |
1.4151 |
|
1.000 |
1.4093 |
|
0.618 |
1.4057 |
|
HIGH |
1.3999 |
|
0.618 |
1.3963 |
|
0.500 |
1.3952 |
|
0.382 |
1.3941 |
|
LOW |
1.3905 |
|
0.618 |
1.3847 |
|
1.000 |
1.3811 |
|
1.618 |
1.3753 |
|
2.618 |
1.3659 |
|
4.250 |
1.3506 |
|
|
| Fisher Pivots for day following 01-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3952 |
1.4036 |
| PP |
1.3942 |
1.3998 |
| S1 |
1.3933 |
1.3961 |
|