CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 10-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2021 |
10-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3819 |
1.3893 |
0.0074 |
0.5% |
1.3934 |
| High |
1.3926 |
1.3939 |
0.0013 |
0.1% |
1.4018 |
| Low |
1.3801 |
1.3845 |
0.0044 |
0.3% |
1.3779 |
| Close |
1.3897 |
1.3932 |
0.0035 |
0.3% |
1.3843 |
| Range |
0.0125 |
0.0094 |
-0.0031 |
-24.8% |
0.0239 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
118,260 |
157,380 |
39,120 |
33.1% |
433,513 |
|
| Daily Pivots for day following 10-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4187 |
1.4154 |
1.3984 |
|
| R3 |
1.4093 |
1.4060 |
1.3958 |
|
| R2 |
1.3999 |
1.3999 |
1.3949 |
|
| R1 |
1.3966 |
1.3966 |
1.3941 |
1.3983 |
| PP |
1.3905 |
1.3905 |
1.3905 |
1.3914 |
| S1 |
1.3872 |
1.3872 |
1.3923 |
1.3889 |
| S2 |
1.3811 |
1.3811 |
1.3915 |
|
| S3 |
1.3717 |
1.3778 |
1.3906 |
|
| S4 |
1.3623 |
1.3684 |
1.3880 |
|
|
| Weekly Pivots for week ending 05-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4597 |
1.4459 |
1.3974 |
|
| R3 |
1.4358 |
1.4220 |
1.3909 |
|
| R2 |
1.4119 |
1.4119 |
1.3887 |
|
| R1 |
1.3981 |
1.3981 |
1.3865 |
1.3931 |
| PP |
1.3880 |
1.3880 |
1.3880 |
1.3855 |
| S1 |
1.3742 |
1.3742 |
1.3821 |
1.3692 |
| S2 |
1.3641 |
1.3641 |
1.3799 |
|
| S3 |
1.3402 |
1.3503 |
1.3777 |
|
| S4 |
1.3163 |
1.3264 |
1.3712 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4018 |
1.3779 |
0.0239 |
1.7% |
0.0110 |
0.8% |
64% |
False |
False |
112,948 |
| 10 |
1.4183 |
1.3779 |
0.0404 |
2.9% |
0.0117 |
0.8% |
38% |
False |
False |
106,964 |
| 20 |
1.4245 |
1.3776 |
0.0469 |
3.4% |
0.0106 |
0.8% |
33% |
False |
False |
96,706 |
| 40 |
1.4245 |
1.3510 |
0.0735 |
5.3% |
0.0104 |
0.7% |
57% |
False |
False |
92,901 |
| 60 |
1.4245 |
1.3146 |
0.1099 |
7.9% |
0.0117 |
0.8% |
72% |
False |
False |
97,000 |
| 80 |
1.4245 |
1.3119 |
0.1126 |
8.1% |
0.0115 |
0.8% |
72% |
False |
False |
76,970 |
| 100 |
1.4245 |
1.2865 |
0.1380 |
9.9% |
0.0116 |
0.8% |
77% |
False |
False |
61,611 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.2% |
0.0117 |
0.8% |
80% |
False |
False |
51,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4339 |
|
2.618 |
1.4185 |
|
1.618 |
1.4091 |
|
1.000 |
1.4033 |
|
0.618 |
1.3997 |
|
HIGH |
1.3939 |
|
0.618 |
1.3903 |
|
0.500 |
1.3892 |
|
0.382 |
1.3881 |
|
LOW |
1.3845 |
|
0.618 |
1.3787 |
|
1.000 |
1.3751 |
|
1.618 |
1.3693 |
|
2.618 |
1.3599 |
|
4.250 |
1.3446 |
|
|
| Fisher Pivots for day following 10-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3919 |
1.3911 |
| PP |
1.3905 |
1.3891 |
| S1 |
1.3892 |
1.3870 |
|