CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 24-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2021 |
24-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3863 |
1.3753 |
-0.0110 |
-0.8% |
1.3929 |
| High |
1.3869 |
1.3761 |
-0.0108 |
-0.8% |
1.4006 |
| Low |
1.3744 |
1.3678 |
-0.0066 |
-0.5% |
1.3813 |
| Close |
1.3762 |
1.3697 |
-0.0065 |
-0.5% |
1.3875 |
| Range |
0.0125 |
0.0083 |
-0.0042 |
-33.6% |
0.0193 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
92,843 |
78,303 |
-14,540 |
-15.7% |
408,264 |
|
| Daily Pivots for day following 24-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3961 |
1.3912 |
1.3743 |
|
| R3 |
1.3878 |
1.3829 |
1.3720 |
|
| R2 |
1.3795 |
1.3795 |
1.3712 |
|
| R1 |
1.3746 |
1.3746 |
1.3705 |
1.3729 |
| PP |
1.3712 |
1.3712 |
1.3712 |
1.3704 |
| S1 |
1.3663 |
1.3663 |
1.3689 |
1.3646 |
| S2 |
1.3629 |
1.3629 |
1.3682 |
|
| S3 |
1.3546 |
1.3580 |
1.3674 |
|
| S4 |
1.3463 |
1.3497 |
1.3651 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4477 |
1.4369 |
1.3981 |
|
| R3 |
1.4284 |
1.4176 |
1.3928 |
|
| R2 |
1.4091 |
1.4091 |
1.3910 |
|
| R1 |
1.3983 |
1.3983 |
1.3893 |
1.3941 |
| PP |
1.3898 |
1.3898 |
1.3898 |
1.3877 |
| S1 |
1.3790 |
1.3790 |
1.3857 |
1.3748 |
| S2 |
1.3705 |
1.3705 |
1.3840 |
|
| S3 |
1.3512 |
1.3597 |
1.3822 |
|
| S4 |
1.3319 |
1.3404 |
1.3769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4006 |
1.3678 |
0.0328 |
2.4% |
0.0101 |
0.7% |
6% |
False |
True |
87,076 |
| 10 |
1.4009 |
1.3678 |
0.0331 |
2.4% |
0.0104 |
0.8% |
6% |
False |
True |
81,473 |
| 20 |
1.4187 |
1.3678 |
0.0509 |
3.7% |
0.0110 |
0.8% |
4% |
False |
True |
50,258 |
| 40 |
1.4248 |
1.3577 |
0.0671 |
4.9% |
0.0101 |
0.7% |
18% |
False |
False |
25,378 |
| 60 |
1.4248 |
1.3447 |
0.0801 |
5.8% |
0.0103 |
0.8% |
31% |
False |
False |
16,986 |
| 80 |
1.4248 |
1.3166 |
0.1082 |
7.9% |
0.0107 |
0.8% |
49% |
False |
False |
12,754 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4114 |
|
2.618 |
1.3978 |
|
1.618 |
1.3895 |
|
1.000 |
1.3844 |
|
0.618 |
1.3812 |
|
HIGH |
1.3761 |
|
0.618 |
1.3729 |
|
0.500 |
1.3720 |
|
0.382 |
1.3710 |
|
LOW |
1.3678 |
|
0.618 |
1.3627 |
|
1.000 |
1.3595 |
|
1.618 |
1.3544 |
|
2.618 |
1.3461 |
|
4.250 |
1.3325 |
|
|
| Fisher Pivots for day following 24-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3720 |
1.3780 |
| PP |
1.3712 |
1.3752 |
| S1 |
1.3705 |
1.3725 |
|