CME British Pound Future June 2021

Trading Metrics calculated at close of trading on 14-Jan-2021

Day Change Summary
	Previous	Current
	13-Jan-2021	14-Jan-2021	Change	Change %	Previous Week
Open	1.3676	1.3653	-0.0023	-0.2%	1.3689
High	1.3714	1.3722	0.0008	0.1%	1.3715
Low	1.3624	1.3629	0.0005	0.0%	1.3543
Close	1.3642	1.3694	0.0052	0.4%	1.3575
Range	0.0090	0.0093	0.0003	3.3%	0.0172
ATR	0.0125	0.0123	-0.0002	-1.8%	0.0000
Volume	400	59	-341	-85.3%	381

Daily Pivots for day following 14-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3961	1.3920	1.3745
R3	1.3868	1.3827	1.3720
R2	1.3775	1.3775	1.3711
R1	1.3734	1.3734	1.3703	1.3755
PP	1.3682	1.3682	1.3682	1.3692
S1	1.3641	1.3641	1.3685	1.3662
S2	1.3589	1.3589	1.3677
S3	1.3496	1.3548	1.3668
S4	1.3403	1.3455	1.3643

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	1.3722	1.3465	0.0257	1.9%	0.0104	0.8%	89%	True	False	487
10	1.3722	1.3465	0.0257	1.9%	0.0109	0.8%	89%	True	False	282
20	1.3722	1.3207	0.0515	3.8%	0.0129	0.9%	95%	True	False	205

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0026
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4117
2.618	1.3965
1.618	1.3872
1.000	1.3815
0.618	1.3779
HIGH	1.3722
0.618	1.3686
0.500	1.3676
0.382	1.3665
LOW	1.3629
0.618	1.3572
1.000	1.3536
1.618	1.3479
2.618	1.3386
4.250	1.3234

Fisher Pivots for day following 14-Jan-2021
Pivot	1 day	3 day
R1	1.3688	1.3669
PP	1.3682	1.3645
S1	1.3676	1.3620

Download as Excel Spreadsheet

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

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