CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 24-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2021 |
24-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1.4068 |
1.4114 |
0.0046 |
0.3% |
1.3858 |
| High |
1.4119 |
1.4245 |
0.0126 |
0.9% |
1.4039 |
| Low |
1.4055 |
1.4083 |
0.0028 |
0.2% |
1.3831 |
| Close |
1.4109 |
1.4125 |
0.0016 |
0.1% |
1.4015 |
| Range |
0.0064 |
0.0162 |
0.0098 |
153.1% |
0.0208 |
| ATR |
0.0098 |
0.0103 |
0.0005 |
4.6% |
0.0000 |
| Volume |
68,130 |
97,340 |
29,210 |
42.9% |
415,919 |
|
| Daily Pivots for day following 24-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4637 |
1.4543 |
1.4214 |
|
| R3 |
1.4475 |
1.4381 |
1.4170 |
|
| R2 |
1.4313 |
1.4313 |
1.4155 |
|
| R1 |
1.4219 |
1.4219 |
1.4140 |
1.4266 |
| PP |
1.4151 |
1.4151 |
1.4151 |
1.4175 |
| S1 |
1.4057 |
1.4057 |
1.4110 |
1.4104 |
| S2 |
1.3989 |
1.3989 |
1.4095 |
|
| S3 |
1.3827 |
1.3895 |
1.4080 |
|
| S4 |
1.3665 |
1.3733 |
1.4036 |
|
|
| 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 |
1.4245 |
1.3840 |
0.0405 |
2.9% |
0.0113 |
0.8% |
70% |
True |
False |
86,944 |
| 10 |
1.4245 |
1.3776 |
0.0469 |
3.3% |
0.0095 |
0.7% |
74% |
True |
False |
86,449 |
| 20 |
1.4245 |
1.3568 |
0.0677 |
4.8% |
0.0095 |
0.7% |
82% |
True |
False |
91,454 |
| 40 |
1.4245 |
1.3439 |
0.0806 |
5.7% |
0.0104 |
0.7% |
85% |
True |
False |
87,006 |
| 60 |
1.4245 |
1.3146 |
0.1099 |
7.8% |
0.0120 |
0.9% |
89% |
True |
False |
84,714 |
| 80 |
1.4245 |
1.2865 |
0.1380 |
9.8% |
0.0117 |
0.8% |
91% |
True |
False |
63,627 |
| 100 |
1.4245 |
1.2833 |
0.1412 |
10.0% |
0.0117 |
0.8% |
92% |
True |
False |
50,934 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.0% |
0.0119 |
0.8% |
92% |
True |
False |
42,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4934 |
|
2.618 |
1.4669 |
|
1.618 |
1.4507 |
|
1.000 |
1.4407 |
|
0.618 |
1.4345 |
|
HIGH |
1.4245 |
|
0.618 |
1.4183 |
|
0.500 |
1.4164 |
|
0.382 |
1.4145 |
|
LOW |
1.4083 |
|
0.618 |
1.3983 |
|
1.000 |
1.3921 |
|
1.618 |
1.3821 |
|
2.618 |
1.3659 |
|
4.250 |
1.3395 |
|
|
| Fisher Pivots for day following 24-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.4164 |
1.4121 |
| PP |
1.4151 |
1.4117 |
| S1 |
1.4138 |
1.4113 |
|