CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 1.3591 1.3640 0.0049 0.4% 1.3562
High 1.3641 1.3723 0.0082 0.6% 1.3716
Low 1.3523 1.3627 0.0104 0.8% 1.3456
Close 1.3636 1.3649 0.0013 0.1% 1.3585
Range 0.0118 0.0096 -0.0022 -18.6% 0.0260
ATR 0.0129 0.0126 -0.0002 -1.8% 0.0000
Volume 94,679 84,373 -10,306 -10.9% 393,791
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.3954 1.3898 1.3702
R3 1.3858 1.3802 1.3675
R2 1.3762 1.3762 1.3667
R1 1.3706 1.3706 1.3658 1.3734
PP 1.3666 1.3666 1.3666 1.3681
S1 1.3610 1.3610 1.3640 1.3638
S2 1.3570 1.3570 1.3631
S3 1.3474 1.3514 1.3623
S4 1.3378 1.3418 1.3596
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 1.3723 1.3523 0.0200 1.5% 0.0105 0.8% 63% True False 82,135
10 1.3723 1.3456 0.0267 2.0% 0.0115 0.8% 72% True False 83,961
20 1.3723 1.3200 0.0523 3.8% 0.0133 1.0% 86% True False 93,765
40 1.3723 1.3146 0.0577 4.2% 0.0132 1.0% 87% True False 73,553
60 1.3723 1.2865 0.0858 6.3% 0.0125 0.9% 91% True False 49,120
80 1.3723 1.2702 0.1021 7.5% 0.0123 0.9% 93% True False 36,899
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 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4131
2.618 1.3974
1.618 1.3878
1.000 1.3819
0.618 1.3782
HIGH 1.3723
0.618 1.3686
0.500 1.3675
0.382 1.3664
LOW 1.3627
0.618 1.3568
1.000 1.3531
1.618 1.3472
2.618 1.3376
4.250 1.3219
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 1.3675 1.3640
PP 1.3666 1.3632
S1 1.3658 1.3623

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

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