CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 09-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2021 |
09-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3841 |
1.3819 |
-0.0022 |
-0.2% |
1.3934 |
| High |
1.3866 |
1.3926 |
0.0060 |
0.4% |
1.4018 |
| Low |
1.3801 |
1.3801 |
0.0000 |
0.0% |
1.3779 |
| Close |
1.3838 |
1.3897 |
0.0059 |
0.4% |
1.3843 |
| Range |
0.0065 |
0.0125 |
0.0060 |
92.3% |
0.0239 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
1.1% |
0.0000 |
| Volume |
84,305 |
118,260 |
33,955 |
40.3% |
433,513 |
|
| Daily Pivots for day following 09-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4250 |
1.4198 |
1.3966 |
|
| R3 |
1.4125 |
1.4073 |
1.3931 |
|
| R2 |
1.4000 |
1.4000 |
1.3920 |
|
| R1 |
1.3948 |
1.3948 |
1.3908 |
1.3974 |
| PP |
1.3875 |
1.3875 |
1.3875 |
1.3888 |
| S1 |
1.3823 |
1.3823 |
1.3886 |
1.3849 |
| S2 |
1.3750 |
1.3750 |
1.3874 |
|
| S3 |
1.3625 |
1.3698 |
1.3863 |
|
| S4 |
1.3500 |
1.3573 |
1.3828 |
|
|
| 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% |
0.0108 |
0.8% |
49% |
False |
False |
96,893 |
| 10 |
1.4245 |
1.3779 |
0.0466 |
3.4% |
0.0124 |
0.9% |
25% |
False |
False |
100,960 |
| 20 |
1.4245 |
1.3740 |
0.0505 |
3.6% |
0.0105 |
0.8% |
31% |
False |
False |
92,615 |
| 40 |
1.4245 |
1.3456 |
0.0789 |
5.7% |
0.0105 |
0.8% |
56% |
False |
False |
90,711 |
| 60 |
1.4245 |
1.3146 |
0.1099 |
7.9% |
0.0118 |
0.8% |
68% |
False |
False |
96,229 |
| 80 |
1.4245 |
1.3119 |
0.1126 |
8.1% |
0.0116 |
0.8% |
69% |
False |
False |
75,007 |
| 100 |
1.4245 |
1.2865 |
0.1380 |
9.9% |
0.0117 |
0.8% |
75% |
False |
False |
60,038 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.2% |
0.0118 |
0.8% |
78% |
False |
False |
50,072 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4457 |
|
2.618 |
1.4253 |
|
1.618 |
1.4128 |
|
1.000 |
1.4051 |
|
0.618 |
1.4003 |
|
HIGH |
1.3926 |
|
0.618 |
1.3878 |
|
0.500 |
1.3864 |
|
0.382 |
1.3849 |
|
LOW |
1.3801 |
|
0.618 |
1.3724 |
|
1.000 |
1.3676 |
|
1.618 |
1.3599 |
|
2.618 |
1.3474 |
|
4.250 |
1.3270 |
|
|
| Fisher Pivots for day following 09-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3886 |
1.3882 |
| PP |
1.3875 |
1.3867 |
| S1 |
1.3864 |
1.3853 |
|