CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 27-Jan-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2021 |
27-Jan-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3675 |
1.3740 |
0.0065 |
0.5% |
1.3591 |
| High |
1.3749 |
1.3762 |
0.0013 |
0.1% |
1.3750 |
| Low |
1.3612 |
1.3662 |
0.0050 |
0.4% |
1.3523 |
| Close |
1.3735 |
1.3690 |
-0.0045 |
-0.3% |
1.3686 |
| Range |
0.0137 |
0.0100 |
-0.0037 |
-27.0% |
0.0227 |
| ATR |
0.0121 |
0.0119 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
87,864 |
105,807 |
17,943 |
20.4% |
331,322 |
|
| Daily Pivots for day following 27-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4005 |
1.3947 |
1.3745 |
|
| R3 |
1.3905 |
1.3847 |
1.3718 |
|
| R2 |
1.3805 |
1.3805 |
1.3708 |
|
| R1 |
1.3747 |
1.3747 |
1.3699 |
1.3726 |
| PP |
1.3705 |
1.3705 |
1.3705 |
1.3694 |
| S1 |
1.3647 |
1.3647 |
1.3681 |
1.3626 |
| S2 |
1.3605 |
1.3605 |
1.3672 |
|
| S3 |
1.3505 |
1.3547 |
1.3663 |
|
| S4 |
1.3405 |
1.3447 |
1.3635 |
|
|
| Weekly Pivots for week ending 22-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4334 |
1.4237 |
1.3811 |
|
| R3 |
1.4107 |
1.4010 |
1.3748 |
|
| R2 |
1.3880 |
1.3880 |
1.3728 |
|
| R1 |
1.3783 |
1.3783 |
1.3707 |
1.3832 |
| PP |
1.3653 |
1.3653 |
1.3653 |
1.3677 |
| S1 |
1.3556 |
1.3556 |
1.3665 |
1.3605 |
| S2 |
1.3426 |
1.3426 |
1.3644 |
|
| S3 |
1.3199 |
1.3329 |
1.3624 |
|
| S4 |
1.2972 |
1.3102 |
1.3561 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3762 |
1.3612 |
0.0150 |
1.1% |
0.0102 |
0.7% |
52% |
True |
False |
84,018 |
| 10 |
1.3762 |
1.3523 |
0.0239 |
1.7% |
0.0104 |
0.8% |
70% |
True |
False |
83,076 |
| 20 |
1.3762 |
1.3456 |
0.0306 |
2.2% |
0.0110 |
0.8% |
76% |
True |
False |
84,189 |
| 40 |
1.3762 |
1.3146 |
0.0616 |
4.5% |
0.0133 |
1.0% |
88% |
True |
False |
83,942 |
| 60 |
1.3762 |
1.2865 |
0.0897 |
6.6% |
0.0124 |
0.9% |
92% |
True |
False |
56,111 |
| 80 |
1.3762 |
1.2849 |
0.0913 |
6.7% |
0.0121 |
0.9% |
92% |
True |
False |
42,124 |
| 100 |
1.3762 |
1.2690 |
0.1072 |
7.8% |
0.0124 |
0.9% |
93% |
True |
False |
33,735 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4187 |
|
2.618 |
1.4024 |
|
1.618 |
1.3924 |
|
1.000 |
1.3862 |
|
0.618 |
1.3824 |
|
HIGH |
1.3762 |
|
0.618 |
1.3724 |
|
0.500 |
1.3712 |
|
0.382 |
1.3700 |
|
LOW |
1.3662 |
|
0.618 |
1.3600 |
|
1.000 |
1.3562 |
|
1.618 |
1.3500 |
|
2.618 |
1.3400 |
|
4.250 |
1.3237 |
|
|
| Fisher Pivots for day following 27-Jan-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3712 |
1.3689 |
| PP |
1.3705 |
1.3688 |
| S1 |
1.3697 |
1.3687 |
|