CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 1.3562 1.3519 -0.0043 -0.3% 1.3667
High 1.3574 1.3675 0.0101 0.7% 1.3710
Low 1.3456 1.3510 0.0054 0.4% 1.3537
Close 1.3532 1.3669 0.0137 1.0% 1.3568
Range 0.0118 0.0165 0.0047 39.8% 0.0173
ATR 0.0133 0.0136 0.0002 1.7% 0.0000
Volume 69,797 92,370 22,573 32.3% 447,893
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.4113 1.4056 1.3760
R3 1.3948 1.3891 1.3714
R2 1.3783 1.3783 1.3699
R1 1.3726 1.3726 1.3684 1.3755
PP 1.3618 1.3618 1.3618 1.3632
S1 1.3561 1.3561 1.3654 1.3590
S2 1.3453 1.3453 1.3639
S3 1.3288 1.3396 1.3624
S4 1.3123 1.3231 1.3578
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% 0.0124 0.9% 96% False False 85,788
10 1.3710 1.3456 0.0254 1.9% 0.0116 0.9% 84% False False 85,301
20 1.3710 1.3200 0.0510 3.7% 0.0142 1.0% 92% False False 102,182
40 1.3710 1.3122 0.0588 4.3% 0.0128 0.9% 93% False False 63,339
60 1.3710 1.2865 0.0845 6.2% 0.0125 0.9% 95% False False 42,290
80 1.3710 1.2690 0.1020 7.5% 0.0124 0.9% 96% False False 31,775
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.4376
2.618 1.4107
1.618 1.3942
1.000 1.3840
0.618 1.3777
HIGH 1.3675
0.618 1.3612
0.500 1.3593
0.382 1.3573
LOW 1.3510
0.618 1.3408
1.000 1.3345
1.618 1.3243
2.618 1.3078
4.250 1.2809
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 1.3644 1.3635
PP 1.3618 1.3600
S1 1.3593 1.3566

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

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