CME British Pound Future June 2021

Trading Metrics calculated at close of trading on 20-Jan-2021

Day Change Summary
	Previous	Current
	19-Jan-2021	20-Jan-2021	Change	Change %	Previous Week
Open	1.3582	1.3644	0.0062	0.5%	1.3545
High	1.3648	1.3730	0.0082	0.6%	1.3722
Low	1.3531	1.3636	0.0105	0.8%	1.3465
Close	1.3643	1.3656	0.0013	0.1%	1.3592
Range	0.0117	0.0094	-0.0023	-19.7%	0.0257
ATR	0.0122	0.0120	-0.0002	-1.7%	0.0000
Volume	236	110	-126	-53.4%	2,452

Daily Pivots for day following 20-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3956	1.3900	1.3708
R3	1.3862	1.3806	1.3682
R2	1.3768	1.3768	1.3673
R1	1.3712	1.3712	1.3665	1.3740
PP	1.3674	1.3674	1.3674	1.3688
S1	1.3618	1.3618	1.3647	1.3646
S2	1.3580	1.3580	1.3639
S3	1.3486	1.3524	1.3630
S4	1.3392	1.3430	1.3604

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4364	1.4235	1.3733
R3	1.4107	1.3978	1.3663
R2	1.3850	1.3850	1.3639
R1	1.3721	1.3721	1.3616	1.3786
PP	1.3593	1.3593	1.3593	1.3625
S1	1.3464	1.3464	1.3568	1.3529
S2	1.3336	1.3336	1.3545
S3	1.3079	1.3207	1.3521
S4	1.2822	1.2950	1.3451

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3730	1.3531	0.0199	1.5%	0.0104	0.8%	63%	True	False	176
10	1.3730	1.3465	0.0265	1.9%	0.0110	0.8%	72%	True	False	298
20	1.3730	1.3207	0.0523	3.8%	0.0128	0.9%	86%	True	False	205
40	1.3730	1.3166	0.0564	4.1%	0.0111	0.8%	87%	True	False	120

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	0.0026
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4130
2.618	1.3976
1.618	1.3882
1.000	1.3824
0.618	1.3788
HIGH	1.3730
0.618	1.3694
0.500	1.3683
0.382	1.3672
LOW	1.3636
0.618	1.3578
1.000	1.3542
1.618	1.3484
2.618	1.3390
4.250	1.3237

Fisher Pivots for day following 20-Jan-2021
Pivot	1 day	3 day
R1	1.3683	1.3648
PP	1.3674	1.3639
S1	1.3665	1.3631

Download as Excel Spreadsheet

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

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