CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 15-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2021 |
15-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3981 |
1.3926 |
-0.0055 |
-0.4% |
1.3841 |
| High |
1.4004 |
1.3949 |
-0.0055 |
-0.4% |
1.4004 |
| Low |
1.3864 |
1.3898 |
0.0034 |
0.2% |
1.3801 |
| Close |
1.3923 |
1.3909 |
-0.0014 |
-0.1% |
1.3923 |
| Range |
0.0140 |
0.0051 |
-0.0089 |
-63.6% |
0.0203 |
| ATR |
0.0109 |
0.0105 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
18,821 |
952 |
-17,869 |
-94.9% |
486,383 |
|
| Daily Pivots for day following 15-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4072 |
1.4041 |
1.3937 |
|
| R3 |
1.4021 |
1.3990 |
1.3923 |
|
| R2 |
1.3970 |
1.3970 |
1.3918 |
|
| R1 |
1.3939 |
1.3939 |
1.3914 |
1.3929 |
| PP |
1.3919 |
1.3919 |
1.3919 |
1.3914 |
| S1 |
1.3888 |
1.3888 |
1.3904 |
1.3878 |
| S2 |
1.3868 |
1.3868 |
1.3900 |
|
| S3 |
1.3817 |
1.3837 |
1.3895 |
|
| S4 |
1.3766 |
1.3786 |
1.3881 |
|
|
| Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4518 |
1.4424 |
1.4035 |
|
| R3 |
1.4315 |
1.4221 |
1.3979 |
|
| R2 |
1.4112 |
1.4112 |
1.3960 |
|
| R1 |
1.4018 |
1.4018 |
1.3942 |
1.4065 |
| PP |
1.3909 |
1.3909 |
1.3909 |
1.3933 |
| S1 |
1.3815 |
1.3815 |
1.3904 |
1.3862 |
| S2 |
1.3706 |
1.3706 |
1.3886 |
|
| S3 |
1.3503 |
1.3612 |
1.3867 |
|
| S4 |
1.3300 |
1.3409 |
1.3811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4004 |
1.3801 |
0.0203 |
1.5% |
0.0098 |
0.7% |
53% |
False |
False |
80,606 |
| 10 |
1.4018 |
1.3779 |
0.0239 |
1.7% |
0.0102 |
0.7% |
54% |
False |
False |
84,215 |
| 20 |
1.4245 |
1.3779 |
0.0466 |
3.4% |
0.0109 |
0.8% |
28% |
False |
False |
92,864 |
| 40 |
1.4245 |
1.3523 |
0.0722 |
5.2% |
0.0102 |
0.7% |
53% |
False |
False |
89,903 |
| 60 |
1.4245 |
1.3200 |
0.1045 |
7.5% |
0.0113 |
0.8% |
68% |
False |
False |
92,084 |
| 80 |
1.4245 |
1.3146 |
0.1099 |
7.9% |
0.0115 |
0.8% |
69% |
False |
False |
78,550 |
| 100 |
1.4245 |
1.2865 |
0.1380 |
9.9% |
0.0115 |
0.8% |
76% |
False |
False |
62,882 |
| 120 |
1.4245 |
1.2690 |
0.1555 |
11.2% |
0.0116 |
0.8% |
78% |
False |
False |
52,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4166 |
|
2.618 |
1.4083 |
|
1.618 |
1.4032 |
|
1.000 |
1.4000 |
|
0.618 |
1.3981 |
|
HIGH |
1.3949 |
|
0.618 |
1.3930 |
|
0.500 |
1.3924 |
|
0.382 |
1.3917 |
|
LOW |
1.3898 |
|
0.618 |
1.3866 |
|
1.000 |
1.3847 |
|
1.618 |
1.3815 |
|
2.618 |
1.3764 |
|
4.250 |
1.3681 |
|
|
| Fisher Pivots for day following 15-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3924 |
1.3934 |
| PP |
1.3919 |
1.3926 |
| S1 |
1.3914 |
1.3917 |
|