CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 16-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2021 |
16-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3929 |
1.3908 |
-0.0021 |
-0.2% |
1.3836 |
| High |
1.3955 |
1.3912 |
-0.0043 |
-0.3% |
1.4009 |
| Low |
1.3856 |
1.3813 |
-0.0043 |
-0.3% |
1.3806 |
| Close |
1.3893 |
1.3900 |
0.0007 |
0.1% |
1.3927 |
| Range |
0.0099 |
0.0099 |
0.0000 |
0.0% |
0.0203 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
67,216 |
66,670 |
-546 |
-0.8% |
341,979 |
|
| Daily Pivots for day following 16-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4172 |
1.4135 |
1.3954 |
|
| R3 |
1.4073 |
1.4036 |
1.3927 |
|
| R2 |
1.3974 |
1.3974 |
1.3918 |
|
| R1 |
1.3937 |
1.3937 |
1.3909 |
1.3906 |
| PP |
1.3875 |
1.3875 |
1.3875 |
1.3860 |
| S1 |
1.3838 |
1.3838 |
1.3891 |
1.3807 |
| S2 |
1.3776 |
1.3776 |
1.3882 |
|
| S3 |
1.3677 |
1.3739 |
1.3873 |
|
| S4 |
1.3578 |
1.3640 |
1.3846 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4523 |
1.4428 |
1.4039 |
|
| R3 |
1.4320 |
1.4225 |
1.3983 |
|
| R2 |
1.4117 |
1.4117 |
1.3964 |
|
| R1 |
1.4022 |
1.4022 |
1.3946 |
1.4070 |
| PP |
1.3914 |
1.3914 |
1.3914 |
1.3938 |
| S1 |
1.3819 |
1.3819 |
1.3908 |
1.3867 |
| S2 |
1.3711 |
1.3711 |
1.3890 |
|
| S3 |
1.3508 |
1.3616 |
1.3871 |
|
| S4 |
1.3305 |
1.3413 |
1.3815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4009 |
1.3813 |
0.0196 |
1.4% |
0.0102 |
0.7% |
44% |
False |
True |
81,297 |
| 10 |
1.4021 |
1.3784 |
0.0237 |
1.7% |
0.0104 |
0.8% |
49% |
False |
False |
48,822 |
| 20 |
1.4248 |
1.3784 |
0.0464 |
3.3% |
0.0110 |
0.8% |
25% |
False |
False |
25,067 |
| 40 |
1.4248 |
1.3531 |
0.0717 |
5.2% |
0.0100 |
0.7% |
51% |
False |
False |
12,685 |
| 60 |
1.4248 |
1.3207 |
0.1041 |
7.5% |
0.0110 |
0.8% |
67% |
False |
False |
8,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4333 |
|
2.618 |
1.4171 |
|
1.618 |
1.4072 |
|
1.000 |
1.4011 |
|
0.618 |
1.3973 |
|
HIGH |
1.3912 |
|
0.618 |
1.3874 |
|
0.500 |
1.3863 |
|
0.382 |
1.3851 |
|
LOW |
1.3813 |
|
0.618 |
1.3752 |
|
1.000 |
1.3714 |
|
1.618 |
1.3653 |
|
2.618 |
1.3554 |
|
4.250 |
1.3392 |
|
|
| Fisher Pivots for day following 16-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3888 |
1.3911 |
| PP |
1.3875 |
1.3907 |
| S1 |
1.3863 |
1.3904 |
|