CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 03-Mar-2021
Day Change Summary
Previous Current
02-Mar-2021 03-Mar-2021 Change Change % Previous Week
Open 1.3930 1.3955 0.0025 0.2% 1.4011
High 1.3977 1.4006 0.0029 0.2% 1.4245
Low 1.3859 1.3921 0.0062 0.4% 1.3888
Close 1.3965 1.3957 -0.0008 -0.1% 1.3946
Range 0.0118 0.0085 -0.0033 -28.0% 0.0357
ATR 0.0111 0.0109 -0.0002 -1.6% 0.0000
Volume 72,922 77,102 4,180 5.7% 520,526
Daily Pivots for day following 03-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.4216 1.4172 1.4004
R3 1.4131 1.4087 1.3980
R2 1.4046 1.4046 1.3973
R1 1.4002 1.4002 1.3965 1.4024
PP 1.3961 1.3961 1.3961 1.3973
S1 1.3917 1.3917 1.3949 1.3939
S2 1.3876 1.3876 1.3941
S3 1.3791 1.3832 1.3934
S4 1.3706 1.3747 1.3910
Weekly Pivots for week ending 26-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.5097 1.4879 1.4142
R3 1.4740 1.4522 1.4044
R2 1.4383 1.4383 1.4011
R1 1.4165 1.4165 1.3979 1.4096
PP 1.4026 1.4026 1.4026 1.3992
S1 1.3808 1.3808 1.3913 1.3739
S2 1.3669 1.3669 1.3881
S3 1.3312 1.3451 1.3848
S4 1.2955 1.3094 1.3750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4183 1.3859 0.0324 2.3% 0.0124 0.9% 30% False False 100,979
10 1.4245 1.3840 0.0405 2.9% 0.0119 0.8% 29% False False 93,962
20 1.4245 1.3568 0.0677 4.9% 0.0100 0.7% 57% False False 90,343
40 1.4245 1.3456 0.0789 5.7% 0.0104 0.7% 63% False False 88,918
60 1.4245 1.3146 0.1099 7.9% 0.0120 0.9% 74% False False 92,842
80 1.4245 1.2952 0.1293 9.3% 0.0116 0.8% 78% False False 69,927
100 1.4245 1.2865 0.1380 9.9% 0.0117 0.8% 79% False False 55,966
120 1.4245 1.2690 0.1555 11.1% 0.0118 0.8% 81% False False 46,679
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0029
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.4367
2.618 1.4229
1.618 1.4144
1.000 1.4091
0.618 1.4059
HIGH 1.4006
0.618 1.3974
0.500 1.3964
0.382 1.3953
LOW 1.3921
0.618 1.3868
1.000 1.3836
1.618 1.3783
2.618 1.3698
4.250 1.3560
Fisher Pivots for day following 03-Mar-2021
Pivot 1 day 3 day
R1 1.3964 1.3949
PP 1.3961 1.3941
S1 1.3959 1.3933

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

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