CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 31-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2021 |
31-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3768 |
1.3739 |
-0.0029 |
-0.2% |
1.3843 |
| High |
1.3787 |
1.3815 |
0.0028 |
0.2% |
1.3882 |
| Low |
1.3709 |
1.3719 |
0.0010 |
0.1% |
1.3674 |
| Close |
1.3725 |
1.3781 |
0.0056 |
0.4% |
1.3789 |
| Range |
0.0078 |
0.0096 |
0.0018 |
23.1% |
0.0208 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
64,396 |
81,590 |
17,194 |
26.7% |
386,979 |
|
| Daily Pivots for day following 31-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4060 |
1.4016 |
1.3834 |
|
| R3 |
1.3964 |
1.3920 |
1.3807 |
|
| R2 |
1.3868 |
1.3868 |
1.3799 |
|
| R1 |
1.3824 |
1.3824 |
1.3790 |
1.3846 |
| PP |
1.3772 |
1.3772 |
1.3772 |
1.3783 |
| S1 |
1.3728 |
1.3728 |
1.3772 |
1.3750 |
| S2 |
1.3676 |
1.3676 |
1.3763 |
|
| S3 |
1.3580 |
1.3632 |
1.3755 |
|
| S4 |
1.3484 |
1.3536 |
1.3728 |
|
|
| 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% |
0.0084 |
0.6% |
60% |
False |
False |
76,344 |
| 10 |
1.4006 |
1.3674 |
0.0332 |
2.4% |
0.0092 |
0.7% |
32% |
False |
False |
81,710 |
| 20 |
1.4021 |
1.3674 |
0.0347 |
2.5% |
0.0100 |
0.7% |
31% |
False |
False |
68,848 |
| 40 |
1.4248 |
1.3577 |
0.0671 |
4.9% |
0.0099 |
0.7% |
30% |
False |
False |
34,871 |
| 60 |
1.4248 |
1.3465 |
0.0783 |
5.7% |
0.0100 |
0.7% |
40% |
False |
False |
23,339 |
| 80 |
1.4248 |
1.3166 |
0.1082 |
7.9% |
0.0109 |
0.8% |
57% |
False |
False |
17,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4223 |
|
2.618 |
1.4066 |
|
1.618 |
1.3970 |
|
1.000 |
1.3911 |
|
0.618 |
1.3874 |
|
HIGH |
1.3815 |
|
0.618 |
1.3778 |
|
0.500 |
1.3767 |
|
0.382 |
1.3756 |
|
LOW |
1.3719 |
|
0.618 |
1.3660 |
|
1.000 |
1.3623 |
|
1.618 |
1.3564 |
|
2.618 |
1.3468 |
|
4.250 |
1.3311 |
|
|
| Fisher Pivots for day following 31-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3776 |
1.3781 |
| PP |
1.3772 |
1.3780 |
| S1 |
1.3767 |
1.3780 |
|