CME British Pound Future June 2021
Trading Metrics calculated at close of trading on 15-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1.3996 |
1.3929 |
-0.0067 |
-0.5% |
1.3836 |
High |
1.4009 |
1.3955 |
-0.0054 |
-0.4% |
1.4009 |
Low |
1.3867 |
1.3856 |
-0.0011 |
-0.1% |
1.3806 |
Close |
1.3927 |
1.3893 |
-0.0034 |
-0.2% |
1.3927 |
Range |
0.0142 |
0.0099 |
-0.0043 |
-30.3% |
0.0203 |
ATR |
0.0107 |
0.0107 |
-0.0001 |
-0.5% |
0.0000 |
Volume |
86,692 |
67,216 |
-19,476 |
-22.5% |
341,979 |
|
Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4198 |
1.4145 |
1.3947 |
|
R3 |
1.4099 |
1.4046 |
1.3920 |
|
R2 |
1.4000 |
1.4000 |
1.3911 |
|
R1 |
1.3947 |
1.3947 |
1.3902 |
1.3924 |
PP |
1.3901 |
1.3901 |
1.3901 |
1.3890 |
S1 |
1.3848 |
1.3848 |
1.3884 |
1.3825 |
S2 |
1.3802 |
1.3802 |
1.3875 |
|
S3 |
1.3703 |
1.3749 |
1.3866 |
|
S4 |
1.3604 |
1.3650 |
1.3839 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4523 |
1.4428 |
1.4039 |
|
R3 |
1.4320 |
1.4225 |
1.3983 |
|
R2 |
1.4117 |
1.4117 |
1.3964 |
|
R1 |
1.4022 |
1.4022 |
1.3946 |
1.4070 |
PP |
1.3914 |
1.3914 |
1.3914 |
1.3938 |
S1 |
1.3819 |
1.3819 |
1.3908 |
1.3867 |
S2 |
1.3711 |
1.3711 |
1.3890 |
|
S3 |
1.3508 |
1.3616 |
1.3871 |
|
S4 |
1.3305 |
1.3413 |
1.3815 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4009 |
1.3807 |
0.0202 |
1.5% |
0.0107 |
0.8% |
43% |
False |
False |
77,827 |
10 |
1.4021 |
1.3784 |
0.0237 |
1.7% |
0.0106 |
0.8% |
46% |
False |
False |
42,401 |
20 |
1.4248 |
1.3784 |
0.0464 |
3.3% |
0.0109 |
0.8% |
23% |
False |
False |
21,762 |
40 |
1.4248 |
1.3531 |
0.0717 |
5.2% |
0.0101 |
0.7% |
50% |
False |
False |
11,020 |
60 |
1.4248 |
1.3207 |
0.1041 |
7.5% |
0.0110 |
0.8% |
66% |
False |
False |
7,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4376 |
2.618 |
1.4214 |
1.618 |
1.4115 |
1.000 |
1.4054 |
0.618 |
1.4016 |
HIGH |
1.3955 |
0.618 |
1.3917 |
0.500 |
1.3906 |
0.382 |
1.3894 |
LOW |
1.3856 |
0.618 |
1.3795 |
1.000 |
1.3757 |
1.618 |
1.3696 |
2.618 |
1.3597 |
4.250 |
1.3435 |
|
|
Fisher Pivots for day following 15-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1.3906 |
1.3933 |
PP |
1.3901 |
1.3919 |
S1 |
1.3897 |
1.3906 |
|