CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 07-Jan-2021
Day Change Summary
Previous Current
06-Jan-2021 07-Jan-2021 Change Change % Previous Week
Open 1.3631 1.3616 -0.0015 -0.1% 1.3569
High 1.3677 1.3638 -0.0039 -0.3% 1.3693
Low 1.3538 1.3537 -0.0001 0.0% 1.3439
Close 1.3606 1.3576 -0.0030 -0.2% 1.3659
Range 0.0139 0.0101 -0.0038 -27.3% 0.0254
ATR 0.0140 0.0137 -0.0003 -2.0% 0.0000
Volume 96,585 81,321 -15,264 -15.8% 316,146
Daily Pivots for day following 07-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.3887 1.3832 1.3632
R3 1.3786 1.3731 1.3604
R2 1.3685 1.3685 1.3595
R1 1.3630 1.3630 1.3585 1.3607
PP 1.3584 1.3584 1.3584 1.3572
S1 1.3529 1.3529 1.3567 1.3506
S2 1.3483 1.3483 1.3557
S3 1.3382 1.3428 1.3548
S4 1.3281 1.3327 1.3520
Weekly Pivots for week ending 01-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.4359 1.4263 1.3799
R3 1.4105 1.4009 1.3729
R2 1.3851 1.3851 1.3706
R1 1.3755 1.3755 1.3682 1.3803
PP 1.3597 1.3597 1.3597 1.3621
S1 1.3501 1.3501 1.3636 1.3549
S2 1.3343 1.3343 1.3612
S3 1.3089 1.3247 1.3589
S4 1.2835 1.2993 1.3519
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3710 1.3537 0.0173 1.3% 0.0115 0.8% 23% False True 87,852
10 1.3710 1.3378 0.0332 2.4% 0.0126 0.9% 60% False False 91,145
20 1.3710 1.3146 0.0564 4.2% 0.0146 1.1% 76% False False 106,975
40 1.3710 1.3119 0.0591 4.4% 0.0128 0.9% 77% False False 57,086
60 1.3710 1.2865 0.0845 6.2% 0.0127 0.9% 84% False False 38,109
80 1.3710 1.2690 0.1020 7.5% 0.0124 0.9% 87% False False 28,642
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4067
2.618 1.3902
1.618 1.3801
1.000 1.3739
0.618 1.3700
HIGH 1.3638
0.618 1.3599
0.500 1.3588
0.382 1.3576
LOW 1.3537
0.618 1.3475
1.000 1.3436
1.618 1.3374
2.618 1.3273
4.250 1.3108
Fisher Pivots for day following 07-Jan-2021
Pivot 1 day 3 day
R1 1.3588 1.3607
PP 1.3584 1.3597
S1 1.3580 1.3586

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

View Archives - Comment on this page... - Back to Index of Symbols