CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 11-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2021 |
11-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3572 |
1.3562 |
-0.0010 |
-0.1% |
1.3667 |
| High |
1.3642 |
1.3574 |
-0.0068 |
-0.5% |
1.3710 |
| Low |
1.3544 |
1.3456 |
-0.0088 |
-0.6% |
1.3537 |
| Close |
1.3568 |
1.3532 |
-0.0036 |
-0.3% |
1.3568 |
| Range |
0.0098 |
0.0118 |
0.0020 |
20.4% |
0.0173 |
| ATR |
0.0135 |
0.0133 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
88,869 |
69,797 |
-19,072 |
-21.5% |
447,893 |
|
| Daily Pivots for day following 11-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3875 |
1.3821 |
1.3597 |
|
| R3 |
1.3757 |
1.3703 |
1.3564 |
|
| R2 |
1.3639 |
1.3639 |
1.3554 |
|
| R1 |
1.3585 |
1.3585 |
1.3543 |
1.3553 |
| PP |
1.3521 |
1.3521 |
1.3521 |
1.3505 |
| S1 |
1.3467 |
1.3467 |
1.3521 |
1.3435 |
| S2 |
1.3403 |
1.3403 |
1.3510 |
|
| S3 |
1.3285 |
1.3349 |
1.3500 |
|
| S4 |
1.3167 |
1.3231 |
1.3467 |
|
|
| Weekly Pivots for week ending 08-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4124 |
1.4019 |
1.3663 |
|
| R3 |
1.3951 |
1.3846 |
1.3616 |
|
| R2 |
1.3778 |
1.3778 |
1.3600 |
|
| R1 |
1.3673 |
1.3673 |
1.3584 |
1.3639 |
| PP |
1.3605 |
1.3605 |
1.3605 |
1.3588 |
| S1 |
1.3500 |
1.3500 |
1.3552 |
1.3466 |
| S2 |
1.3432 |
1.3432 |
1.3536 |
|
| S3 |
1.3259 |
1.3327 |
1.3520 |
|
| S4 |
1.3086 |
1.3154 |
1.3473 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3677 |
1.3456 |
0.0221 |
1.6% |
0.0109 |
0.8% |
34% |
False |
True |
81,084 |
| 10 |
1.3710 |
1.3439 |
0.0271 |
2.0% |
0.0115 |
0.8% |
34% |
False |
False |
83,383 |
| 20 |
1.3710 |
1.3146 |
0.0564 |
4.2% |
0.0144 |
1.1% |
68% |
False |
False |
105,198 |
| 40 |
1.3710 |
1.3119 |
0.0591 |
4.4% |
0.0127 |
0.9% |
70% |
False |
False |
61,039 |
| 60 |
1.3710 |
1.2865 |
0.0845 |
6.2% |
0.0124 |
0.9% |
79% |
False |
False |
40,751 |
| 80 |
1.3710 |
1.2690 |
0.1020 |
7.5% |
0.0124 |
0.9% |
83% |
False |
False |
30,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4076 |
|
2.618 |
1.3883 |
|
1.618 |
1.3765 |
|
1.000 |
1.3692 |
|
0.618 |
1.3647 |
|
HIGH |
1.3574 |
|
0.618 |
1.3529 |
|
0.500 |
1.3515 |
|
0.382 |
1.3501 |
|
LOW |
1.3456 |
|
0.618 |
1.3383 |
|
1.000 |
1.3338 |
|
1.618 |
1.3265 |
|
2.618 |
1.3147 |
|
4.250 |
1.2955 |
|
|
| Fisher Pivots for day following 11-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3526 |
1.3549 |
| PP |
1.3521 |
1.3543 |
| S1 |
1.3515 |
1.3538 |
|