CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 12-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3936 |
1.3981 |
0.0045 |
0.3% |
1.3841 |
| High |
1.3999 |
1.4004 |
0.0005 |
0.0% |
1.4004 |
| Low |
1.3919 |
1.3864 |
-0.0055 |
-0.4% |
1.3801 |
| Close |
1.3988 |
1.3923 |
-0.0065 |
-0.5% |
1.3923 |
| Range |
0.0080 |
0.0140 |
0.0060 |
75.0% |
0.0203 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
2.2% |
0.0000 |
| Volume |
107,617 |
18,821 |
-88,796 |
-82.5% |
486,383 |
|
| Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4350 |
1.4277 |
1.4000 |
|
| R3 |
1.4210 |
1.4137 |
1.3962 |
|
| R2 |
1.4070 |
1.4070 |
1.3949 |
|
| R1 |
1.3997 |
1.3997 |
1.3936 |
1.3964 |
| PP |
1.3930 |
1.3930 |
1.3930 |
1.3914 |
| S1 |
1.3857 |
1.3857 |
1.3910 |
1.3824 |
| S2 |
1.3790 |
1.3790 |
1.3897 |
|
| S3 |
1.3650 |
1.3717 |
1.3885 |
|
| S4 |
1.3510 |
1.3577 |
1.3846 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4518 |
1.4424 |
1.4035 |
|
| R3 |
1.4315 |
1.4221 |
1.3979 |
|
| R2 |
1.4112 |
1.4112 |
1.3960 |
|
| R1 |
1.4018 |
1.4018 |
1.3942 |
1.4065 |
| PP |
1.3909 |
1.3909 |
1.3909 |
1.3933 |
| S1 |
1.3815 |
1.3815 |
1.3904 |
1.3862 |
| S2 |
1.3706 |
1.3706 |
1.3886 |
|
| S3 |
1.3503 |
1.3612 |
1.3867 |
|
| S4 |
1.3300 |
1.3409 |
1.3811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4004 |
1.3801 |
0.0203 |
1.5% |
0.0101 |
0.7% |
60% |
True |
False |
97,276 |
| 10 |
1.4018 |
1.3779 |
0.0239 |
1.7% |
0.0107 |
0.8% |
60% |
False |
False |
91,989 |
| 20 |
1.4245 |
1.3776 |
0.0469 |
3.4% |
0.0111 |
0.8% |
31% |
False |
False |
96,480 |
| 40 |
1.4245 |
1.3523 |
0.0722 |
5.2% |
0.0103 |
0.7% |
55% |
False |
False |
91,731 |
| 60 |
1.4245 |
1.3200 |
0.1045 |
7.5% |
0.0115 |
0.8% |
69% |
False |
False |
94,211 |
| 80 |
1.4245 |
1.3146 |
0.1099 |
7.9% |
0.0116 |
0.8% |
71% |
False |
False |
78,540 |
| 100 |
1.4245 |
1.2865 |
0.1380 |
9.9% |
0.0116 |
0.8% |
77% |
False |
False |
62,873 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.2% |
0.0117 |
0.8% |
79% |
False |
False |
52,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4599 |
|
2.618 |
1.4371 |
|
1.618 |
1.4231 |
|
1.000 |
1.4144 |
|
0.618 |
1.4091 |
|
HIGH |
1.4004 |
|
0.618 |
1.3951 |
|
0.500 |
1.3934 |
|
0.382 |
1.3917 |
|
LOW |
1.3864 |
|
0.618 |
1.3777 |
|
1.000 |
1.3724 |
|
1.618 |
1.3637 |
|
2.618 |
1.3497 |
|
4.250 |
1.3269 |
|
|
| Fisher Pivots for day following 12-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3934 |
1.3925 |
| PP |
1.3930 |
1.3924 |
| S1 |
1.3927 |
1.3924 |
|