CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 25-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2021 |
25-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3753 |
1.3690 |
-0.0063 |
-0.5% |
1.3929 |
| High |
1.3761 |
1.3749 |
-0.0012 |
-0.1% |
1.4006 |
| Low |
1.3678 |
1.3674 |
-0.0004 |
0.0% |
1.3813 |
| Close |
1.3697 |
1.3743 |
0.0046 |
0.3% |
1.3875 |
| Range |
0.0083 |
0.0075 |
-0.0008 |
-9.6% |
0.0193 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
78,303 |
78,877 |
574 |
0.7% |
408,264 |
|
| Daily Pivots for day following 25-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3947 |
1.3920 |
1.3784 |
|
| R3 |
1.3872 |
1.3845 |
1.3764 |
|
| R2 |
1.3797 |
1.3797 |
1.3757 |
|
| R1 |
1.3770 |
1.3770 |
1.3750 |
1.3784 |
| PP |
1.3722 |
1.3722 |
1.3722 |
1.3729 |
| S1 |
1.3695 |
1.3695 |
1.3736 |
1.3709 |
| S2 |
1.3647 |
1.3647 |
1.3729 |
|
| S3 |
1.3572 |
1.3620 |
1.3722 |
|
| S4 |
1.3497 |
1.3545 |
1.3702 |
|
|
| 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 |
1.3963 |
1.3674 |
0.0289 |
2.1% |
0.0094 |
0.7% |
24% |
False |
True |
82,615 |
| 10 |
1.4009 |
1.3674 |
0.0335 |
2.4% |
0.0104 |
0.8% |
21% |
False |
True |
80,798 |
| 20 |
1.4031 |
1.3674 |
0.0357 |
2.6% |
0.0104 |
0.8% |
19% |
False |
True |
54,052 |
| 40 |
1.4248 |
1.3577 |
0.0671 |
4.9% |
0.0100 |
0.7% |
25% |
False |
False |
27,347 |
| 60 |
1.4248 |
1.3465 |
0.0783 |
5.7% |
0.0102 |
0.7% |
36% |
False |
False |
18,297 |
| 80 |
1.4248 |
1.3166 |
0.1082 |
7.9% |
0.0108 |
0.8% |
53% |
False |
False |
13,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4068 |
|
2.618 |
1.3945 |
|
1.618 |
1.3870 |
|
1.000 |
1.3824 |
|
0.618 |
1.3795 |
|
HIGH |
1.3749 |
|
0.618 |
1.3720 |
|
0.500 |
1.3712 |
|
0.382 |
1.3703 |
|
LOW |
1.3674 |
|
0.618 |
1.3628 |
|
1.000 |
1.3599 |
|
1.618 |
1.3553 |
|
2.618 |
1.3478 |
|
4.250 |
1.3355 |
|
|
| Fisher Pivots for day following 25-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3733 |
1.3772 |
| PP |
1.3722 |
1.3762 |
| S1 |
1.3712 |
1.3753 |
|