CME British Pound Future September 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 1.3799 1.3774 -0.0025 -0.2% 1.3826
High 1.3853 1.3789 -0.0064 -0.5% 1.3882
Low 1.3763 1.3715 -0.0048 -0.3% 1.3678
Close 1.3767 1.3728 -0.0039 -0.3% 1.3792
Range 0.0090 0.0074 -0.0016 -17.8% 0.0204
ATR 0.0094 0.0093 -0.0001 -1.5% 0.0000
Volume 17 48 31 182.4% 254
Daily Pivots for day following 30-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.3966 1.3921 1.3769
R3 1.3892 1.3847 1.3748
R2 1.3818 1.3818 1.3742
R1 1.3773 1.3773 1.3735 1.3759
PP 1.3744 1.3744 1.3744 1.3737
S1 1.3699 1.3699 1.3721 1.3685
S2 1.3670 1.3670 1.3714
S3 1.3596 1.3625 1.3708
S4 1.3522 1.3551 1.3687
Weekly Pivots for week ending 26-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.4396 1.4298 1.3904
R3 1.4192 1.4094 1.3848
R2 1.3988 1.3988 1.3829
R1 1.3890 1.3890 1.3811 1.3837
PP 1.3784 1.3784 1.3784 1.3758
S1 1.3686 1.3686 1.3773 1.3633
S2 1.3580 1.3580 1.3755
S3 1.3376 1.3482 1.3736
S4 1.3172 1.3278 1.3680
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3853 1.3678 0.0175 1.3% 0.0075 0.5% 29% False False 47
10 1.4008 1.3678 0.0330 2.4% 0.0089 0.6% 15% False False 37
20 1.4022 1.3678 0.0344 2.5% 0.0092 0.7% 15% False False 53
40 1.4236 1.3585 0.0651 4.7% 0.0088 0.6% 22% False False 30
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4104
2.618 1.3983
1.618 1.3909
1.000 1.3863
0.618 1.3835
HIGH 1.3789
0.618 1.3761
0.500 1.3752
0.382 1.3743
LOW 1.3715
0.618 1.3669
1.000 1.3641
1.618 1.3595
2.618 1.3521
4.250 1.3401
Fisher Pivots for day following 30-Mar-2021
Pivot 1 day 3 day
R1 1.3752 1.3784
PP 1.3744 1.3765
S1 1.3736 1.3747

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

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