CME British Pound Future June 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 |
1.3898 |
1.3943 |
0.0045 |
0.3% |
1.3947 |
High |
1.3943 |
1.4001 |
0.0058 |
0.4% |
1.4021 |
Low |
1.3851 |
1.3924 |
0.0073 |
0.5% |
1.3784 |
Close |
1.3937 |
1.3992 |
0.0055 |
0.4% |
1.3848 |
Range |
0.0092 |
0.0077 |
-0.0015 |
-16.3% |
0.0237 |
ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.0% |
0.0000 |
Volume |
100,285 |
85,622 |
-14,663 |
-14.6% |
15,903 |
|
Daily Pivots for day following 11-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4203 |
1.4175 |
1.4034 |
|
R3 |
1.4126 |
1.4098 |
1.4013 |
|
R2 |
1.4049 |
1.4049 |
1.4006 |
|
R1 |
1.4021 |
1.4021 |
1.3999 |
1.4035 |
PP |
1.3972 |
1.3972 |
1.3972 |
1.3980 |
S1 |
1.3944 |
1.3944 |
1.3985 |
1.3958 |
S2 |
1.3895 |
1.3895 |
1.3978 |
|
S3 |
1.3818 |
1.3867 |
1.3971 |
|
S4 |
1.3741 |
1.3790 |
1.3950 |
|
|
Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4595 |
1.4459 |
1.3978 |
|
R3 |
1.4358 |
1.4222 |
1.3913 |
|
R2 |
1.4121 |
1.4121 |
1.3891 |
|
R1 |
1.3985 |
1.3985 |
1.3870 |
1.3935 |
PP |
1.3884 |
1.3884 |
1.3884 |
1.3859 |
S1 |
1.3748 |
1.3748 |
1.3826 |
1.3698 |
S2 |
1.3647 |
1.3647 |
1.3805 |
|
S3 |
1.3410 |
1.3511 |
1.3783 |
|
S4 |
1.3173 |
1.3274 |
1.3718 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4001 |
1.3784 |
0.0217 |
1.6% |
0.0096 |
0.7% |
96% |
True |
False |
51,916 |
10 |
1.4031 |
1.3784 |
0.0247 |
1.8% |
0.0105 |
0.7% |
84% |
False |
False |
27,305 |
20 |
1.4248 |
1.3783 |
0.0465 |
3.3% |
0.0104 |
0.7% |
45% |
False |
False |
14,091 |
40 |
1.4248 |
1.3531 |
0.0717 |
5.1% |
0.0099 |
0.7% |
64% |
False |
False |
7,184 |
60 |
1.4248 |
1.3207 |
0.1041 |
7.4% |
0.0111 |
0.8% |
75% |
False |
False |
4,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4328 |
2.618 |
1.4203 |
1.618 |
1.4126 |
1.000 |
1.4078 |
0.618 |
1.4049 |
HIGH |
1.4001 |
0.618 |
1.3972 |
0.500 |
1.3963 |
0.382 |
1.3953 |
LOW |
1.3924 |
0.618 |
1.3876 |
1.000 |
1.3847 |
1.618 |
1.3799 |
2.618 |
1.3722 |
4.250 |
1.3597 |
|
|
Fisher Pivots for day following 11-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1.3982 |
1.3963 |
PP |
1.3972 |
1.3933 |
S1 |
1.3963 |
1.3904 |
|