CME British Pound Future June 2021

Trading Metrics calculated at close of trading on 13-Jan-2021

Day Change Summary
	Previous	Current
	12-Jan-2021	13-Jan-2021	Change	Change %	Previous Week
Open	1.3537	1.3676	0.0139	1.0%	1.3689
High	1.3681	1.3714	0.0033	0.2%	1.3715
Low	1.3518	1.3624	0.0106	0.8%	1.3543
Close	1.3676	1.3642	-0.0034	-0.2%	1.3575
Range	0.0163	0.0090	-0.0073	-44.8%	0.0172
ATR	0.0128	0.0125	-0.0003	-2.1%	0.0000
Volume	1,372	400	-972	-70.8%	381

Daily Pivots for day following 13-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3930	1.3876	1.3692
R3	1.3840	1.3786	1.3667
R2	1.3750	1.3750	1.3659
R1	1.3696	1.3696	1.3650	1.3678
PP	1.3660	1.3660	1.3660	1.3651
S1	1.3606	1.3606	1.3634	1.3588
S2	1.3570	1.3570	1.3626
S3	1.3480	1.3516	1.3617
S4	1.3390	1.3426	1.3593

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	1.3714	1.3465	0.0249	1.8%	0.0105	0.8%	71%	True	False	489
10	1.3715	1.3465	0.0250	1.8%	0.0113	0.8%	71%	False	False	282
20	1.3715	1.3207	0.0508	3.7%	0.0134	1.0%	86%	False	False	205

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0026
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4097
2.618	1.3950
1.618	1.3860
1.000	1.3804
0.618	1.3770
HIGH	1.3714
0.618	1.3680
0.500	1.3669
0.382	1.3658
LOW	1.3624
0.618	1.3568
1.000	1.3534
1.618	1.3478
2.618	1.3388
4.250	1.3242

Fisher Pivots for day following 13-Jan-2021
Pivot	1 day	3 day
R1	1.3669	1.3625
PP	1.3660	1.3607
S1	1.3651	1.3590

Download as Excel Spreadsheet

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

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