CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 11-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2021 |
11-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3893 |
1.3936 |
0.0043 |
0.3% |
1.3934 |
| High |
1.3939 |
1.3999 |
0.0060 |
0.4% |
1.4018 |
| Low |
1.3845 |
1.3919 |
0.0074 |
0.5% |
1.3779 |
| Close |
1.3932 |
1.3988 |
0.0056 |
0.4% |
1.3843 |
| Range |
0.0094 |
0.0080 |
-0.0014 |
-14.9% |
0.0239 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
157,380 |
107,617 |
-49,763 |
-31.6% |
433,513 |
|
| Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4209 |
1.4178 |
1.4032 |
|
| R3 |
1.4129 |
1.4098 |
1.4010 |
|
| R2 |
1.4049 |
1.4049 |
1.4003 |
|
| R1 |
1.4018 |
1.4018 |
1.3995 |
1.4034 |
| PP |
1.3969 |
1.3969 |
1.3969 |
1.3976 |
| S1 |
1.3938 |
1.3938 |
1.3981 |
1.3954 |
| S2 |
1.3889 |
1.3889 |
1.3973 |
|
| S3 |
1.3809 |
1.3858 |
1.3966 |
|
| S4 |
1.3729 |
1.3778 |
1.3944 |
|
|
| 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 |
1.3999 |
1.3779 |
0.0220 |
1.6% |
0.0098 |
0.7% |
95% |
True |
False |
114,584 |
| 10 |
1.4028 |
1.3779 |
0.0249 |
1.8% |
0.0107 |
0.8% |
84% |
False |
False |
106,299 |
| 20 |
1.4245 |
1.3776 |
0.0469 |
3.4% |
0.0107 |
0.8% |
45% |
False |
False |
98,585 |
| 40 |
1.4245 |
1.3523 |
0.0722 |
5.2% |
0.0102 |
0.7% |
64% |
False |
False |
93,282 |
| 60 |
1.4245 |
1.3200 |
0.1045 |
7.5% |
0.0115 |
0.8% |
75% |
False |
False |
96,249 |
| 80 |
1.4245 |
1.3122 |
0.1123 |
8.0% |
0.0115 |
0.8% |
77% |
False |
False |
78,311 |
| 100 |
1.4245 |
1.2865 |
0.1380 |
9.9% |
0.0116 |
0.8% |
81% |
False |
False |
62,687 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.1% |
0.0117 |
0.8% |
83% |
False |
False |
52,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4339 |
|
2.618 |
1.4208 |
|
1.618 |
1.4128 |
|
1.000 |
1.4079 |
|
0.618 |
1.4048 |
|
HIGH |
1.3999 |
|
0.618 |
1.3968 |
|
0.500 |
1.3959 |
|
0.382 |
1.3950 |
|
LOW |
1.3919 |
|
0.618 |
1.3870 |
|
1.000 |
1.3839 |
|
1.618 |
1.3790 |
|
2.618 |
1.3710 |
|
4.250 |
1.3579 |
|
|
| Fisher Pivots for day following 11-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3978 |
1.3959 |
| PP |
1.3969 |
1.3929 |
| S1 |
1.3959 |
1.3900 |
|