CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 03-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2021 |
03-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3930 |
1.3955 |
0.0025 |
0.2% |
1.4011 |
| High |
1.3977 |
1.4006 |
0.0029 |
0.2% |
1.4245 |
| Low |
1.3859 |
1.3921 |
0.0062 |
0.4% |
1.3888 |
| Close |
1.3965 |
1.3957 |
-0.0008 |
-0.1% |
1.3946 |
| Range |
0.0118 |
0.0085 |
-0.0033 |
-28.0% |
0.0357 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
72,922 |
77,102 |
4,180 |
5.7% |
520,526 |
|
| Daily Pivots for day following 03-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4216 |
1.4172 |
1.4004 |
|
| R3 |
1.4131 |
1.4087 |
1.3980 |
|
| R2 |
1.4046 |
1.4046 |
1.3973 |
|
| R1 |
1.4002 |
1.4002 |
1.3965 |
1.4024 |
| PP |
1.3961 |
1.3961 |
1.3961 |
1.3973 |
| S1 |
1.3917 |
1.3917 |
1.3949 |
1.3939 |
| S2 |
1.3876 |
1.3876 |
1.3941 |
|
| S3 |
1.3791 |
1.3832 |
1.3934 |
|
| S4 |
1.3706 |
1.3747 |
1.3910 |
|
|
| 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 |
1.4183 |
1.3859 |
0.0324 |
2.3% |
0.0124 |
0.9% |
30% |
False |
False |
100,979 |
| 10 |
1.4245 |
1.3840 |
0.0405 |
2.9% |
0.0119 |
0.8% |
29% |
False |
False |
93,962 |
| 20 |
1.4245 |
1.3568 |
0.0677 |
4.9% |
0.0100 |
0.7% |
57% |
False |
False |
90,343 |
| 40 |
1.4245 |
1.3456 |
0.0789 |
5.7% |
0.0104 |
0.7% |
63% |
False |
False |
88,918 |
| 60 |
1.4245 |
1.3146 |
0.1099 |
7.9% |
0.0120 |
0.9% |
74% |
False |
False |
92,842 |
| 80 |
1.4245 |
1.2952 |
0.1293 |
9.3% |
0.0116 |
0.8% |
78% |
False |
False |
69,927 |
| 100 |
1.4245 |
1.2865 |
0.1380 |
9.9% |
0.0117 |
0.8% |
79% |
False |
False |
55,966 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.1% |
0.0118 |
0.8% |
81% |
False |
False |
46,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4367 |
|
2.618 |
1.4229 |
|
1.618 |
1.4144 |
|
1.000 |
1.4091 |
|
0.618 |
1.4059 |
|
HIGH |
1.4006 |
|
0.618 |
1.3974 |
|
0.500 |
1.3964 |
|
0.382 |
1.3953 |
|
LOW |
1.3921 |
|
0.618 |
1.3868 |
|
1.000 |
1.3836 |
|
1.618 |
1.3783 |
|
2.618 |
1.3698 |
|
4.250 |
1.3560 |
|
|
| Fisher Pivots for day following 03-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3964 |
1.3949 |
| PP |
1.3961 |
1.3941 |
| S1 |
1.3959 |
1.3933 |
|