CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 19-Jan-2021
Day Change Summary
Previous Current
15-Jan-2021 19-Jan-2021 Change Change % Previous Week
Open 1.3694 1.3591 -0.0103 -0.8% 1.3562
High 1.3702 1.3641 -0.0061 -0.4% 1.3716
Low 1.3576 1.3523 -0.0053 -0.4% 1.3456
Close 1.3585 1.3636 0.0051 0.4% 1.3585
Range 0.0126 0.0118 -0.0008 -6.3% 0.0260
ATR 0.0130 0.0129 -0.0001 -0.6% 0.0000
Volume 76,673 94,679 18,006 23.5% 393,791
Daily Pivots for day following 19-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.3954 1.3913 1.3701
R3 1.3836 1.3795 1.3668
R2 1.3718 1.3718 1.3658
R1 1.3677 1.3677 1.3647 1.3698
PP 1.3600 1.3600 1.3600 1.3610
S1 1.3559 1.3559 1.3625 1.3580
S2 1.3482 1.3482 1.3614
S3 1.3364 1.3441 1.3604
S4 1.3246 1.3323 1.3571
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.4366 1.4235 1.3728
R3 1.4106 1.3975 1.3657
R2 1.3846 1.3846 1.3633
R1 1.3715 1.3715 1.3609 1.3781
PP 1.3586 1.3586 1.3586 1.3618
S1 1.3455 1.3455 1.3561 1.3521
S2 1.3326 1.3326 1.3537
S3 1.3066 1.3195 1.3514
S4 1.2806 1.2935 1.3442
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3716 1.3510 0.0206 1.5% 0.0119 0.9% 61% False False 83,734
10 1.3716 1.3456 0.0260 1.9% 0.0114 0.8% 69% False False 82,409
20 1.3716 1.3200 0.0516 3.8% 0.0134 1.0% 84% False False 94,231
40 1.3716 1.3146 0.0570 4.2% 0.0131 1.0% 86% False False 71,454
60 1.3716 1.2865 0.0851 6.2% 0.0125 0.9% 91% False False 47,717
80 1.3716 1.2702 0.1014 7.4% 0.0123 0.9% 92% False False 35,845
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4143
2.618 1.3950
1.618 1.3832
1.000 1.3759
0.618 1.3714
HIGH 1.3641
0.618 1.3596
0.500 1.3582
0.382 1.3568
LOW 1.3523
0.618 1.3450
1.000 1.3405
1.618 1.3332
2.618 1.3214
4.250 1.3022
Fisher Pivots for day following 19-Jan-2021
Pivot 1 day 3 day
R1 1.3618 1.3631
PP 1.3600 1.3625
S1 1.3582 1.3620

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

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