CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 08-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2021 |
08-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3891 |
1.3841 |
-0.0050 |
-0.4% |
1.3934 |
| High |
1.3906 |
1.3866 |
-0.0040 |
-0.3% |
1.4018 |
| Low |
1.3779 |
1.3801 |
0.0022 |
0.2% |
1.3779 |
| Close |
1.3843 |
1.3838 |
-0.0005 |
0.0% |
1.3843 |
| Range |
0.0127 |
0.0065 |
-0.0062 |
-48.8% |
0.0239 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
105,362 |
84,305 |
-21,057 |
-20.0% |
433,513 |
|
| Daily Pivots for day following 08-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4030 |
1.3999 |
1.3874 |
|
| R3 |
1.3965 |
1.3934 |
1.3856 |
|
| R2 |
1.3900 |
1.3900 |
1.3850 |
|
| R1 |
1.3869 |
1.3869 |
1.3844 |
1.3852 |
| PP |
1.3835 |
1.3835 |
1.3835 |
1.3827 |
| S1 |
1.3804 |
1.3804 |
1.3832 |
1.3787 |
| S2 |
1.3770 |
1.3770 |
1.3826 |
|
| S3 |
1.3705 |
1.3739 |
1.3820 |
|
| S4 |
1.3640 |
1.3674 |
1.3802 |
|
|
| 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% |
0.0107 |
0.8% |
25% |
False |
False |
87,825 |
| 10 |
1.4245 |
1.3779 |
0.0466 |
3.4% |
0.0117 |
0.8% |
13% |
False |
False |
95,947 |
| 20 |
1.4245 |
1.3681 |
0.0564 |
4.1% |
0.0103 |
0.7% |
28% |
False |
False |
90,050 |
| 40 |
1.4245 |
1.3456 |
0.0789 |
5.7% |
0.0104 |
0.8% |
48% |
False |
False |
89,977 |
| 60 |
1.4245 |
1.3146 |
0.1099 |
7.9% |
0.0118 |
0.9% |
63% |
False |
False |
95,643 |
| 80 |
1.4245 |
1.3119 |
0.1126 |
8.1% |
0.0116 |
0.8% |
64% |
False |
False |
73,531 |
| 100 |
1.4245 |
1.2865 |
0.1380 |
10.0% |
0.0117 |
0.8% |
71% |
False |
False |
58,856 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.2% |
0.0117 |
0.8% |
74% |
False |
False |
49,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4142 |
|
2.618 |
1.4036 |
|
1.618 |
1.3971 |
|
1.000 |
1.3931 |
|
0.618 |
1.3906 |
|
HIGH |
1.3866 |
|
0.618 |
1.3841 |
|
0.500 |
1.3834 |
|
0.382 |
1.3826 |
|
LOW |
1.3801 |
|
0.618 |
1.3761 |
|
1.000 |
1.3736 |
|
1.618 |
1.3696 |
|
2.618 |
1.3631 |
|
4.250 |
1.3525 |
|
|
| Fisher Pivots for day following 08-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3837 |
1.3899 |
| PP |
1.3835 |
1.3878 |
| S1 |
1.3834 |
1.3858 |
|