CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 30-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2021 |
30-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3797 |
1.3768 |
-0.0029 |
-0.2% |
1.3843 |
| High |
1.3851 |
1.3787 |
-0.0064 |
-0.5% |
1.3882 |
| Low |
1.3759 |
1.3709 |
-0.0050 |
-0.4% |
1.3674 |
| Close |
1.3764 |
1.3725 |
-0.0039 |
-0.3% |
1.3789 |
| Range |
0.0092 |
0.0078 |
-0.0014 |
-15.2% |
0.0208 |
| ATR |
0.0100 |
0.0099 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
82,913 |
64,396 |
-18,517 |
-22.3% |
386,979 |
|
| Daily Pivots for day following 30-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3974 |
1.3928 |
1.3768 |
|
| R3 |
1.3896 |
1.3850 |
1.3746 |
|
| R2 |
1.3818 |
1.3818 |
1.3739 |
|
| R1 |
1.3772 |
1.3772 |
1.3732 |
1.3756 |
| PP |
1.3740 |
1.3740 |
1.3740 |
1.3733 |
| S1 |
1.3694 |
1.3694 |
1.3718 |
1.3678 |
| S2 |
1.3662 |
1.3662 |
1.3711 |
|
| S3 |
1.3584 |
1.3616 |
1.3704 |
|
| S4 |
1.3506 |
1.3538 |
1.3682 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4406 |
1.4305 |
1.3903 |
|
| R3 |
1.4198 |
1.4097 |
1.3846 |
|
| R2 |
1.3990 |
1.3990 |
1.3827 |
|
| R1 |
1.3889 |
1.3889 |
1.3808 |
1.3836 |
| PP |
1.3782 |
1.3782 |
1.3782 |
1.3755 |
| S1 |
1.3681 |
1.3681 |
1.3770 |
1.3628 |
| S2 |
1.3574 |
1.3574 |
1.3751 |
|
| S3 |
1.3366 |
1.3473 |
1.3732 |
|
| S4 |
1.3158 |
1.3265 |
1.3675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3851 |
1.3674 |
0.0177 |
1.3% |
0.0081 |
0.6% |
29% |
False |
False |
75,687 |
| 10 |
1.4006 |
1.3674 |
0.0332 |
2.4% |
0.0095 |
0.7% |
15% |
False |
False |
80,866 |
| 20 |
1.4021 |
1.3674 |
0.0347 |
2.5% |
0.0100 |
0.7% |
15% |
False |
False |
64,844 |
| 40 |
1.4248 |
1.3577 |
0.0671 |
4.9% |
0.0099 |
0.7% |
22% |
False |
False |
32,870 |
| 60 |
1.4248 |
1.3465 |
0.0783 |
5.7% |
0.0101 |
0.7% |
33% |
False |
False |
21,981 |
| 80 |
1.4248 |
1.3166 |
0.1082 |
7.9% |
0.0109 |
0.8% |
52% |
False |
False |
16,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4119 |
|
2.618 |
1.3991 |
|
1.618 |
1.3913 |
|
1.000 |
1.3865 |
|
0.618 |
1.3835 |
|
HIGH |
1.3787 |
|
0.618 |
1.3757 |
|
0.500 |
1.3748 |
|
0.382 |
1.3739 |
|
LOW |
1.3709 |
|
0.618 |
1.3661 |
|
1.000 |
1.3631 |
|
1.618 |
1.3583 |
|
2.618 |
1.3505 |
|
4.250 |
1.3378 |
|
|
| Fisher Pivots for day following 30-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3748 |
1.3780 |
| PP |
1.3740 |
1.3762 |
| S1 |
1.3733 |
1.3743 |
|