CME British Pound Future June 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 1.3545 1.3537 -0.0008 -0.1% 1.3689
High 1.3545 1.3681 0.0136 1.0% 1.3715
Low 1.3465 1.3518 0.0053 0.4% 1.3543
Close 1.3540 1.3676 0.0136 1.0% 1.3575
Range 0.0080 0.0163 0.0083 103.8% 0.0172
ATR 0.0125 0.0128 0.0003 2.2% 0.0000
Volume 542 1,372 830 153.1% 381
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 1.4114 1.4058 1.3766
R3 1.3951 1.3895 1.3721
R2 1.3788 1.3788 1.3706
R1 1.3732 1.3732 1.3691 1.3760
PP 1.3625 1.3625 1.3625 1.3639
S1 1.3569 1.3569 1.3661 1.3597
S2 1.3462 1.3462 1.3646
S3 1.3299 1.3406 1.3631
S4 1.3136 1.3243 1.3586
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% 0.0115 0.8% 97% False False 419
10 1.3715 1.3465 0.0250 1.8% 0.0109 0.8% 84% False False 247
20 1.3715 1.3207 0.0508 3.7% 0.0135 1.0% 92% False False 186
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.4374
2.618 1.4108
1.618 1.3945
1.000 1.3844
0.618 1.3782
HIGH 1.3681
0.618 1.3619
0.500 1.3600
0.382 1.3580
LOW 1.3518
0.618 1.3417
1.000 1.3355
1.618 1.3254
2.618 1.3091
4.250 1.2825
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 1.3651 1.3642
PP 1.3625 1.3607
S1 1.3600 1.3573

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

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