CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 04-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2021 |
04-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3955 |
1.3954 |
-0.0001 |
0.0% |
1.4011 |
| High |
1.4006 |
1.4018 |
0.0012 |
0.1% |
1.4245 |
| Low |
1.3921 |
1.3880 |
-0.0041 |
-0.3% |
1.3888 |
| Close |
1.3957 |
1.3890 |
-0.0067 |
-0.5% |
1.3946 |
| Range |
0.0085 |
0.0138 |
0.0053 |
62.4% |
0.0357 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
1.9% |
0.0000 |
| Volume |
77,102 |
99,436 |
22,334 |
29.0% |
520,526 |
|
| Daily Pivots for day following 04-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4343 |
1.4255 |
1.3966 |
|
| R3 |
1.4205 |
1.4117 |
1.3928 |
|
| R2 |
1.4067 |
1.4067 |
1.3915 |
|
| R1 |
1.3979 |
1.3979 |
1.3903 |
1.3954 |
| PP |
1.3929 |
1.3929 |
1.3929 |
1.3917 |
| S1 |
1.3841 |
1.3841 |
1.3877 |
1.3816 |
| S2 |
1.3791 |
1.3791 |
1.3865 |
|
| S3 |
1.3653 |
1.3703 |
1.3852 |
|
| S4 |
1.3515 |
1.3565 |
1.3814 |
|
|
| 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 |
1.4028 |
1.3859 |
0.0169 |
1.2% |
0.0115 |
0.8% |
18% |
False |
False |
98,013 |
| 10 |
1.4245 |
1.3859 |
0.0386 |
2.8% |
0.0118 |
0.8% |
8% |
False |
False |
93,293 |
| 20 |
1.4245 |
1.3568 |
0.0677 |
4.9% |
0.0103 |
0.7% |
48% |
False |
False |
91,468 |
| 40 |
1.4245 |
1.3456 |
0.0789 |
5.7% |
0.0105 |
0.8% |
55% |
False |
False |
89,682 |
| 60 |
1.4245 |
1.3146 |
0.1099 |
7.9% |
0.0120 |
0.9% |
68% |
False |
False |
94,304 |
| 80 |
1.4245 |
1.3106 |
0.1139 |
8.2% |
0.0115 |
0.8% |
69% |
False |
False |
71,165 |
| 100 |
1.4245 |
1.2865 |
0.1380 |
9.9% |
0.0118 |
0.8% |
74% |
False |
False |
56,960 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.2% |
0.0117 |
0.8% |
77% |
False |
False |
47,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4605 |
|
2.618 |
1.4379 |
|
1.618 |
1.4241 |
|
1.000 |
1.4156 |
|
0.618 |
1.4103 |
|
HIGH |
1.4018 |
|
0.618 |
1.3965 |
|
0.500 |
1.3949 |
|
0.382 |
1.3933 |
|
LOW |
1.3880 |
|
0.618 |
1.3795 |
|
1.000 |
1.3742 |
|
1.618 |
1.3657 |
|
2.618 |
1.3519 |
|
4.250 |
1.3294 |
|
|
| Fisher Pivots for day following 04-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3949 |
1.3939 |
| PP |
1.3929 |
1.3922 |
| S1 |
1.3910 |
1.3906 |
|