CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 17-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2021 |
17-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3858 |
1.3907 |
0.0049 |
0.4% |
1.3738 |
| High |
1.3953 |
1.3908 |
-0.0045 |
-0.3% |
1.3868 |
| Low |
1.3858 |
1.3831 |
-0.0027 |
-0.2% |
1.3681 |
| Close |
1.3913 |
1.3862 |
-0.0051 |
-0.4% |
1.3850 |
| Range |
0.0095 |
0.0077 |
-0.0018 |
-18.9% |
0.0187 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
142,204 |
83,336 |
-58,868 |
-41.4% |
346,751 |
|
| Daily Pivots for day following 17-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4098 |
1.4057 |
1.3904 |
|
| R3 |
1.4021 |
1.3980 |
1.3883 |
|
| R2 |
1.3944 |
1.3944 |
1.3876 |
|
| R1 |
1.3903 |
1.3903 |
1.3869 |
1.3885 |
| PP |
1.3867 |
1.3867 |
1.3867 |
1.3858 |
| S1 |
1.3826 |
1.3826 |
1.3855 |
1.3808 |
| S2 |
1.3790 |
1.3790 |
1.3848 |
|
| S3 |
1.3713 |
1.3749 |
1.3841 |
|
| S4 |
1.3636 |
1.3672 |
1.3820 |
|
|
| Weekly Pivots for week ending 12-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4361 |
1.4292 |
1.3953 |
|
| R3 |
1.4174 |
1.4105 |
1.3901 |
|
| R2 |
1.3987 |
1.3987 |
1.3884 |
|
| R1 |
1.3918 |
1.3918 |
1.3867 |
1.3953 |
| PP |
1.3800 |
1.3800 |
1.3800 |
1.3817 |
| S1 |
1.3731 |
1.3731 |
1.3833 |
1.3766 |
| S2 |
1.3613 |
1.3613 |
1.3816 |
|
| S3 |
1.3426 |
1.3544 |
1.3799 |
|
| S4 |
1.3239 |
1.3357 |
1.3747 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3953 |
1.3776 |
0.0177 |
1.3% |
0.0077 |
0.6% |
49% |
False |
False |
85,953 |
| 10 |
1.3953 |
1.3568 |
0.0385 |
2.8% |
0.0081 |
0.6% |
76% |
False |
False |
86,724 |
| 20 |
1.3953 |
1.3568 |
0.0385 |
2.8% |
0.0091 |
0.7% |
76% |
False |
False |
89,650 |
| 40 |
1.3953 |
1.3200 |
0.0753 |
5.4% |
0.0113 |
0.8% |
88% |
False |
False |
91,941 |
| 60 |
1.3953 |
1.3146 |
0.0807 |
5.8% |
0.0118 |
0.9% |
89% |
False |
False |
77,519 |
| 80 |
1.3953 |
1.2865 |
0.1088 |
7.8% |
0.0116 |
0.8% |
92% |
False |
False |
58,200 |
| 100 |
1.3953 |
1.2702 |
0.1251 |
9.0% |
0.0117 |
0.8% |
93% |
False |
False |
46,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4235 |
|
2.618 |
1.4110 |
|
1.618 |
1.4033 |
|
1.000 |
1.3985 |
|
0.618 |
1.3956 |
|
HIGH |
1.3908 |
|
0.618 |
1.3879 |
|
0.500 |
1.3870 |
|
0.382 |
1.3860 |
|
LOW |
1.3831 |
|
0.618 |
1.3783 |
|
1.000 |
1.3754 |
|
1.618 |
1.3706 |
|
2.618 |
1.3629 |
|
4.250 |
1.3504 |
|
|
| Fisher Pivots for day following 17-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3870 |
1.3865 |
| PP |
1.3867 |
1.3864 |
| S1 |
1.3865 |
1.3863 |
|