CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 02-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2021 |
02-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3934 |
1.3930 |
-0.0004 |
0.0% |
1.4011 |
| High |
1.3999 |
1.3977 |
-0.0022 |
-0.2% |
1.4245 |
| Low |
1.3905 |
1.3859 |
-0.0046 |
-0.3% |
1.3888 |
| Close |
1.3923 |
1.3965 |
0.0042 |
0.3% |
1.3946 |
| Range |
0.0094 |
0.0118 |
0.0024 |
25.5% |
0.0357 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
0.5% |
0.0000 |
| Volume |
78,691 |
72,922 |
-5,769 |
-7.3% |
520,526 |
|
| Daily Pivots for day following 02-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4288 |
1.4244 |
1.4030 |
|
| R3 |
1.4170 |
1.4126 |
1.3997 |
|
| R2 |
1.4052 |
1.4052 |
1.3987 |
|
| R1 |
1.4008 |
1.4008 |
1.3976 |
1.4030 |
| PP |
1.3934 |
1.3934 |
1.3934 |
1.3945 |
| S1 |
1.3890 |
1.3890 |
1.3954 |
1.3912 |
| S2 |
1.3816 |
1.3816 |
1.3943 |
|
| S3 |
1.3698 |
1.3772 |
1.3933 |
|
| S4 |
1.3580 |
1.3654 |
1.3900 |
|
|
| 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 |
1.3859 |
0.0386 |
2.8% |
0.0139 |
1.0% |
27% |
False |
True |
105,027 |
| 10 |
1.4245 |
1.3831 |
0.0414 |
3.0% |
0.0118 |
0.8% |
32% |
False |
False |
94,585 |
| 20 |
1.4245 |
1.3568 |
0.0677 |
4.8% |
0.0100 |
0.7% |
59% |
False |
False |
90,841 |
| 40 |
1.4245 |
1.3456 |
0.0789 |
5.6% |
0.0106 |
0.8% |
65% |
False |
False |
89,797 |
| 60 |
1.4245 |
1.3146 |
0.1099 |
7.9% |
0.0121 |
0.9% |
75% |
False |
False |
91,699 |
| 80 |
1.4245 |
1.2925 |
0.1320 |
9.5% |
0.0118 |
0.8% |
79% |
False |
False |
68,965 |
| 100 |
1.4245 |
1.2856 |
0.1389 |
9.9% |
0.0117 |
0.8% |
80% |
False |
False |
55,198 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.1% |
0.0119 |
0.8% |
82% |
False |
False |
46,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4479 |
|
2.618 |
1.4286 |
|
1.618 |
1.4168 |
|
1.000 |
1.4095 |
|
0.618 |
1.4050 |
|
HIGH |
1.3977 |
|
0.618 |
1.3932 |
|
0.500 |
1.3918 |
|
0.382 |
1.3904 |
|
LOW |
1.3859 |
|
0.618 |
1.3786 |
|
1.000 |
1.3741 |
|
1.618 |
1.3668 |
|
2.618 |
1.3550 |
|
4.250 |
1.3358 |
|
|
| Fisher Pivots for day following 02-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3949 |
1.3958 |
| PP |
1.3934 |
1.3951 |
| S1 |
1.3918 |
1.3944 |
|