CME British Pound Future September 2021


Trading Metrics calculated at close of trading on 22-Mar-2021
Day Change Summary
Previous Current
19-Mar-2021 22-Mar-2021 Change Change % Previous Week
Open 1.3940 1.3826 -0.0114 -0.8% 1.3956
High 1.3964 1.3882 -0.0082 -0.6% 1.4008
Low 1.3838 1.3826 -0.0012 -0.1% 1.3818
Close 1.3878 1.3871 -0.0007 -0.1% 1.3878
Range 0.0126 0.0056 -0.0070 -55.6% 0.0190
ATR 0.0100 0.0097 -0.0003 -3.1% 0.0000
Volume 16 12 -4 -25.0% 265
Daily Pivots for day following 22-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.4028 1.4005 1.3902
R3 1.3972 1.3949 1.3886
R2 1.3916 1.3916 1.3881
R1 1.3893 1.3893 1.3876 1.3905
PP 1.3860 1.3860 1.3860 1.3865
S1 1.3837 1.3837 1.3866 1.3849
S2 1.3804 1.3804 1.3861
S3 1.3748 1.3781 1.3856
S4 1.3692 1.3725 1.3840
Weekly Pivots for week ending 19-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.4471 1.4365 1.3983
R3 1.4281 1.4175 1.3930
R2 1.4091 1.4091 1.3913
R1 1.3985 1.3985 1.3895 1.3943
PP 1.3901 1.3901 1.3901 1.3881
S1 1.3795 1.3795 1.3861 1.3753
S2 1.3711 1.3711 1.3843
S3 1.3521 1.3605 1.3826
S4 1.3331 1.3415 1.3774
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4008 1.3818 0.0190 1.4% 0.0099 0.7% 28% False False 53
10 1.4008 1.3818 0.0190 1.4% 0.0097 0.7% 28% False False 72
20 1.4236 1.3790 0.0446 3.2% 0.0102 0.7% 18% False False 39
40 1.4236 1.3585 0.0651 4.7% 0.0090 0.7% 44% False False 23
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 1.4120
2.618 1.4029
1.618 1.3973
1.000 1.3938
0.618 1.3917
HIGH 1.3882
0.618 1.3861
0.500 1.3854
0.382 1.3847
LOW 1.3826
0.618 1.3791
1.000 1.3770
1.618 1.3735
2.618 1.3679
4.250 1.3588
Fisher Pivots for day following 22-Mar-2021
Pivot 1 day 3 day
R1 1.3865 1.3917
PP 1.3860 1.3902
S1 1.3854 1.3886

These figures are updated between 7pm and 10pm EST after a trading day.

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