CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 01-Apr-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2021 |
01-Apr-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3739 |
1.3786 |
0.0047 |
0.3% |
1.3843 |
| High |
1.3815 |
1.3840 |
0.0025 |
0.2% |
1.3882 |
| Low |
1.3719 |
1.3749 |
0.0030 |
0.2% |
1.3674 |
| Close |
1.3781 |
1.3834 |
0.0053 |
0.4% |
1.3789 |
| Range |
0.0096 |
0.0091 |
-0.0005 |
-5.2% |
0.0208 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
81,590 |
69,505 |
-12,085 |
-14.8% |
386,979 |
|
| Daily Pivots for day following 01-Apr-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4081 |
1.4048 |
1.3884 |
|
| R3 |
1.3990 |
1.3957 |
1.3859 |
|
| R2 |
1.3899 |
1.3899 |
1.3851 |
|
| R1 |
1.3866 |
1.3866 |
1.3842 |
1.3883 |
| PP |
1.3808 |
1.3808 |
1.3808 |
1.3816 |
| S1 |
1.3775 |
1.3775 |
1.3826 |
1.3792 |
| S2 |
1.3717 |
1.3717 |
1.3817 |
|
| S3 |
1.3626 |
1.3684 |
1.3809 |
|
| S4 |
1.3535 |
1.3593 |
1.3784 |
|
|
| 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 |
1.3709 |
0.0142 |
1.0% |
0.0087 |
0.6% |
88% |
False |
False |
74,470 |
| 10 |
1.3963 |
1.3674 |
0.0289 |
2.1% |
0.0091 |
0.7% |
55% |
False |
False |
78,542 |
| 20 |
1.4009 |
1.3674 |
0.0335 |
2.4% |
0.0098 |
0.7% |
48% |
False |
False |
71,996 |
| 40 |
1.4248 |
1.3577 |
0.0671 |
4.9% |
0.0099 |
0.7% |
38% |
False |
False |
36,607 |
| 60 |
1.4248 |
1.3465 |
0.0783 |
5.7% |
0.0100 |
0.7% |
47% |
False |
False |
24,496 |
| 80 |
1.4248 |
1.3166 |
0.1082 |
7.8% |
0.0109 |
0.8% |
62% |
False |
False |
18,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4227 |
|
2.618 |
1.4078 |
|
1.618 |
1.3987 |
|
1.000 |
1.3931 |
|
0.618 |
1.3896 |
|
HIGH |
1.3840 |
|
0.618 |
1.3805 |
|
0.500 |
1.3795 |
|
0.382 |
1.3784 |
|
LOW |
1.3749 |
|
0.618 |
1.3693 |
|
1.000 |
1.3658 |
|
1.618 |
1.3602 |
|
2.618 |
1.3511 |
|
4.250 |
1.3362 |
|
|
| Fisher Pivots for day following 01-Apr-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3821 |
1.3814 |
| PP |
1.3808 |
1.3794 |
| S1 |
1.3795 |
1.3775 |
|