CME British Pound Future June 2021

Trading Metrics calculated at close of trading on 07-Jan-2021

Day Change Summary
	Previous	Current
	06-Jan-2021	07-Jan-2021	Change	Change %	Previous Week
Open	1.3639	1.3613	-0.0026	-0.2%	1.3589
High	1.3683	1.3644	-0.0039	-0.3%	1.3697
Low	1.3543	1.3546	0.0003	0.0%	1.3447
Close	1.3613	1.3583	-0.0030	-0.2%	1.3665
Range	0.0140	0.0098	-0.0042	-30.0%	0.0250
ATR	0.0131	0.0128	-0.0002	-1.8%	0.0000
Volume	49	71	22	44.9%	399

Daily Pivots for day following 07-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3885	1.3832	1.3637
R3	1.3787	1.3734	1.3610
R2	1.3689	1.3689	1.3601
R1	1.3636	1.3636	1.3592	1.3614
PP	1.3591	1.3591	1.3591	1.3580
S1	1.3538	1.3538	1.3574	1.3516
S2	1.3493	1.3493	1.3565
S3	1.3395	1.3440	1.3556
S4	1.3297	1.3342	1.3529

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4353	1.4259	1.3803
R3	1.4103	1.4009	1.3734
R2	1.3853	1.3853	1.3711
R1	1.3759	1.3759	1.3688	1.3806
PP	1.3603	1.3603	1.3603	1.3627
S1	1.3509	1.3509	1.3642	1.3556
S2	1.3353	1.3353	1.3619
S3	1.3103	1.3259	1.3596
S4	1.2853	1.3009	1.3528

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3715	1.3543	0.0172	1.3%	0.0113	0.8%	23%	False	False	78
10	1.3715	1.3396	0.0319	2.3%	0.0122	0.9%	59%	False	False	92
20	1.3715	1.3166	0.0549	4.0%	0.0135	1.0%	76%	False	False	89

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4061
2.618	1.3901
1.618	1.3803
1.000	1.3742
0.618	1.3705
HIGH	1.3644
0.618	1.3607
0.500	1.3595
0.382	1.3583
LOW	1.3546
0.618	1.3485
1.000	1.3448
1.618	1.3387
2.618	1.3289
4.250	1.3130

Fisher Pivots for day following 07-Jan-2021
Pivot	1 day	3 day
R1	1.3595	1.3613
PP	1.3591	1.3603
S1	1.3587	1.3593

Download as Excel Spreadsheet

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

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