CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 18-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2021 |
18-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3896 |
1.3963 |
0.0067 |
0.5% |
1.3836 |
| High |
1.3975 |
1.4006 |
0.0031 |
0.2% |
1.4009 |
| Low |
1.3855 |
1.3900 |
0.0045 |
0.3% |
1.3806 |
| Close |
1.3949 |
1.3933 |
-0.0016 |
-0.1% |
1.3927 |
| Range |
0.0120 |
0.0106 |
-0.0014 |
-11.7% |
0.0203 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
73,153 |
101,179 |
28,026 |
38.3% |
341,979 |
|
| Daily Pivots for day following 18-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4264 |
1.4205 |
1.3991 |
|
| R3 |
1.4158 |
1.4099 |
1.3962 |
|
| R2 |
1.4052 |
1.4052 |
1.3952 |
|
| R1 |
1.3993 |
1.3993 |
1.3943 |
1.3970 |
| PP |
1.3946 |
1.3946 |
1.3946 |
1.3935 |
| S1 |
1.3887 |
1.3887 |
1.3923 |
1.3864 |
| S2 |
1.3840 |
1.3840 |
1.3914 |
|
| S3 |
1.3734 |
1.3781 |
1.3904 |
|
| S4 |
1.3628 |
1.3675 |
1.3875 |
|
|
| 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% |
0.0113 |
0.8% |
61% |
False |
False |
78,982 |
| 10 |
1.4009 |
1.3784 |
0.0225 |
1.6% |
0.0105 |
0.8% |
66% |
False |
False |
65,449 |
| 20 |
1.4248 |
1.3784 |
0.0464 |
3.3% |
0.0111 |
0.8% |
32% |
False |
False |
33,735 |
| 40 |
1.4248 |
1.3577 |
0.0671 |
4.8% |
0.0100 |
0.7% |
53% |
False |
False |
17,034 |
| 60 |
1.4248 |
1.3207 |
0.1041 |
7.5% |
0.0109 |
0.8% |
70% |
False |
False |
11,424 |
| 80 |
1.4248 |
1.3166 |
0.1082 |
7.8% |
0.0105 |
0.8% |
71% |
False |
False |
8,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4457 |
|
2.618 |
1.4284 |
|
1.618 |
1.4178 |
|
1.000 |
1.4112 |
|
0.618 |
1.4072 |
|
HIGH |
1.4006 |
|
0.618 |
1.3966 |
|
0.500 |
1.3953 |
|
0.382 |
1.3940 |
|
LOW |
1.3900 |
|
0.618 |
1.3834 |
|
1.000 |
1.3794 |
|
1.618 |
1.3728 |
|
2.618 |
1.3622 |
|
4.250 |
1.3450 |
|
|
| Fisher Pivots for day following 18-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3953 |
1.3925 |
| PP |
1.3946 |
1.3917 |
| S1 |
1.3940 |
1.3910 |
|