CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 05-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2021 |
05-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3954 |
1.3891 |
-0.0063 |
-0.5% |
1.3934 |
| High |
1.4018 |
1.3906 |
-0.0112 |
-0.8% |
1.4018 |
| Low |
1.3880 |
1.3779 |
-0.0101 |
-0.7% |
1.3779 |
| Close |
1.3890 |
1.3843 |
-0.0047 |
-0.3% |
1.3843 |
| Range |
0.0138 |
0.0127 |
-0.0011 |
-8.0% |
0.0239 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
1.0% |
0.0000 |
| Volume |
99,436 |
105,362 |
5,926 |
6.0% |
433,513 |
|
| Daily Pivots for day following 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4224 |
1.4160 |
1.3913 |
|
| R3 |
1.4097 |
1.4033 |
1.3878 |
|
| R2 |
1.3970 |
1.3970 |
1.3866 |
|
| R1 |
1.3906 |
1.3906 |
1.3855 |
1.3875 |
| PP |
1.3843 |
1.3843 |
1.3843 |
1.3827 |
| S1 |
1.3779 |
1.3779 |
1.3831 |
1.3748 |
| S2 |
1.3716 |
1.3716 |
1.3820 |
|
| S3 |
1.3589 |
1.3652 |
1.3808 |
|
| S4 |
1.3462 |
1.3525 |
1.3773 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4597 |
1.4459 |
1.3974 |
|
| R3 |
1.4358 |
1.4220 |
1.3909 |
|
| R2 |
1.4119 |
1.4119 |
1.3887 |
|
| R1 |
1.3981 |
1.3981 |
1.3865 |
1.3931 |
| PP |
1.3880 |
1.3880 |
1.3880 |
1.3855 |
| S1 |
1.3742 |
1.3742 |
1.3821 |
1.3692 |
| S2 |
1.3641 |
1.3641 |
1.3799 |
|
| S3 |
1.3402 |
1.3503 |
1.3777 |
|
| S4 |
1.3163 |
1.3264 |
1.3712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4018 |
1.3779 |
0.0239 |
1.7% |
0.0112 |
0.8% |
27% |
False |
True |
86,702 |
| 10 |
1.4245 |
1.3779 |
0.0466 |
3.4% |
0.0122 |
0.9% |
14% |
False |
True |
95,403 |
| 20 |
1.4245 |
1.3668 |
0.0577 |
4.2% |
0.0103 |
0.7% |
30% |
False |
False |
89,895 |
| 40 |
1.4245 |
1.3456 |
0.0789 |
5.7% |
0.0105 |
0.8% |
49% |
False |
False |
89,902 |
| 60 |
1.4245 |
1.3146 |
0.1099 |
7.9% |
0.0119 |
0.9% |
63% |
False |
False |
95,223 |
| 80 |
1.4245 |
1.3119 |
0.1126 |
8.1% |
0.0116 |
0.8% |
64% |
False |
False |
72,480 |
| 100 |
1.4245 |
1.2865 |
0.1380 |
10.0% |
0.0118 |
0.8% |
71% |
False |
False |
58,014 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.2% |
0.0117 |
0.8% |
74% |
False |
False |
48,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4446 |
|
2.618 |
1.4238 |
|
1.618 |
1.4111 |
|
1.000 |
1.4033 |
|
0.618 |
1.3984 |
|
HIGH |
1.3906 |
|
0.618 |
1.3857 |
|
0.500 |
1.3843 |
|
0.382 |
1.3828 |
|
LOW |
1.3779 |
|
0.618 |
1.3701 |
|
1.000 |
1.3652 |
|
1.618 |
1.3574 |
|
2.618 |
1.3447 |
|
4.250 |
1.3239 |
|
|
| Fisher Pivots for day following 05-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3843 |
1.3899 |
| PP |
1.3843 |
1.3880 |
| S1 |
1.3843 |
1.3862 |
|