CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 22-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2021 |
22-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3980 |
1.4011 |
0.0031 |
0.2% |
1.3858 |
| High |
1.4039 |
1.4089 |
0.0050 |
0.4% |
1.4039 |
| Low |
1.3953 |
1.3981 |
0.0028 |
0.2% |
1.3831 |
| Close |
1.4015 |
1.4078 |
0.0063 |
0.4% |
1.4015 |
| Range |
0.0086 |
0.0108 |
0.0022 |
25.6% |
0.0208 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
0.5% |
0.0000 |
| Volume |
84,256 |
78,874 |
-5,382 |
-6.4% |
415,919 |
|
| Daily Pivots for day following 22-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4373 |
1.4334 |
1.4137 |
|
| R3 |
1.4265 |
1.4226 |
1.4108 |
|
| R2 |
1.4157 |
1.4157 |
1.4098 |
|
| R1 |
1.4118 |
1.4118 |
1.4088 |
1.4138 |
| PP |
1.4049 |
1.4049 |
1.4049 |
1.4059 |
| S1 |
1.4010 |
1.4010 |
1.4068 |
1.4030 |
| S2 |
1.3941 |
1.3941 |
1.4058 |
|
| S3 |
1.3833 |
1.3902 |
1.4048 |
|
| S4 |
1.3725 |
1.3794 |
1.4019 |
|
|
| Weekly Pivots for week ending 19-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4586 |
1.4508 |
1.4129 |
|
| R3 |
1.4378 |
1.4300 |
1.4072 |
|
| R2 |
1.4170 |
1.4170 |
1.4053 |
|
| R1 |
1.4092 |
1.4092 |
1.4034 |
1.4131 |
| PP |
1.3962 |
1.3962 |
1.3962 |
1.3981 |
| S1 |
1.3884 |
1.3884 |
1.3996 |
1.3923 |
| S2 |
1.3754 |
1.3754 |
1.3977 |
|
| S3 |
1.3546 |
1.3676 |
1.3958 |
|
| S4 |
1.3338 |
1.3468 |
1.3901 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4089 |
1.3831 |
0.0258 |
1.8% |
0.0103 |
0.7% |
96% |
True |
False |
98,958 |
| 10 |
1.4089 |
1.3681 |
0.0408 |
2.9% |
0.0088 |
0.6% |
97% |
True |
False |
84,154 |
| 20 |
1.4089 |
1.3568 |
0.0521 |
3.7% |
0.0094 |
0.7% |
98% |
True |
False |
91,281 |
| 40 |
1.4089 |
1.3378 |
0.0711 |
5.1% |
0.0106 |
0.8% |
98% |
True |
False |
88,776 |
| 60 |
1.4089 |
1.3146 |
0.0943 |
6.7% |
0.0119 |
0.8% |
99% |
True |
False |
81,982 |
| 80 |
1.4089 |
1.2865 |
0.1224 |
8.7% |
0.0117 |
0.8% |
99% |
True |
False |
61,563 |
| 100 |
1.4089 |
1.2820 |
0.1269 |
9.0% |
0.0116 |
0.8% |
99% |
True |
False |
49,295 |
| 120 |
1.4089 |
1.2690 |
0.1399 |
9.9% |
0.0119 |
0.8% |
99% |
True |
False |
41,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4548 |
|
2.618 |
1.4372 |
|
1.618 |
1.4264 |
|
1.000 |
1.4197 |
|
0.618 |
1.4156 |
|
HIGH |
1.4089 |
|
0.618 |
1.4048 |
|
0.500 |
1.4035 |
|
0.382 |
1.4022 |
|
LOW |
1.3981 |
|
0.618 |
1.3914 |
|
1.000 |
1.3873 |
|
1.618 |
1.3806 |
|
2.618 |
1.3698 |
|
4.250 |
1.3522 |
|
|
| Fisher Pivots for day following 22-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4064 |
1.4040 |
| PP |
1.4049 |
1.4002 |
| S1 |
1.4035 |
1.3965 |
|