CME British Pound Future June 2021


Trading Metrics calculated at close of trading on 11-Jan-2021
Day Change Summary
Previous Current
08-Jan-2021 11-Jan-2021 Change Change % Previous Week
Open 1.3591 1.3545 -0.0046 -0.3% 1.3689
High 1.3647 1.3545 -0.0102 -0.7% 1.3715
Low 1.3551 1.3465 -0.0086 -0.6% 1.3543
Close 1.3575 1.3540 -0.0035 -0.3% 1.3575
Range 0.0096 0.0080 -0.0016 -16.7% 0.0172
ATR 0.0126 0.0125 -0.0001 -0.9% 0.0000
Volume 64 542 478 746.9% 381
Daily Pivots for day following 11-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.3757 1.3728 1.3584
R3 1.3677 1.3648 1.3562
R2 1.3597 1.3597 1.3555
R1 1.3568 1.3568 1.3547 1.3543
PP 1.3517 1.3517 1.3517 1.3504
S1 1.3488 1.3488 1.3533 1.3463
S2 1.3437 1.3437 1.3525
S3 1.3357 1.3408 1.3518
S4 1.3277 1.3328 1.3496
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.4127 1.4023 1.3670
R3 1.3955 1.3851 1.3622
R2 1.3783 1.3783 1.3607
R1 1.3679 1.3679 1.3591 1.3645
PP 1.3611 1.3611 1.3611 1.3594
S1 1.3507 1.3507 1.3559 1.3473
S2 1.3439 1.3439 1.3543
S3 1.3267 1.3335 1.3528
S4 1.3095 1.3163 1.3480
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3683 1.3465 0.0218 1.6% 0.0100 0.7% 34% False True 164
10 1.3715 1.3447 0.0268 2.0% 0.0108 0.8% 35% False False 132
20 1.3715 1.3166 0.0549 4.1% 0.0136 1.0% 68% False False 118
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 0.0021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3885
2.618 1.3754
1.618 1.3674
1.000 1.3625
0.618 1.3594
HIGH 1.3545
0.618 1.3514
0.500 1.3505
0.382 1.3496
LOW 1.3465
0.618 1.3416
1.000 1.3385
1.618 1.3336
2.618 1.3256
4.250 1.3125
Fisher Pivots for day following 11-Jan-2021
Pivot 1 day 3 day
R1 1.3528 1.3556
PP 1.3517 1.3551
S1 1.3505 1.3545

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

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