CME British Pound Future June 2021

Trading Metrics calculated at close of trading on 19-Jan-2021

Day Change Summary
	Previous	Current
	15-Jan-2021	19-Jan-2021	Change	Change %	Previous Week
Open	1.3703	1.3582	-0.0121	-0.9%	1.3545
High	1.3709	1.3648	-0.0061	-0.4%	1.3722
Low	1.3584	1.3531	-0.0053	-0.4%	1.3465
Close	1.3592	1.3643	0.0051	0.4%	1.3592
Range	0.0125	0.0117	-0.0008	-6.4%	0.0257
ATR	0.0123	0.0122	0.0000	-0.3%	0.0000
Volume	79	236	157	198.7%	2,452

Daily Pivots for day following 19-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3958	1.3918	1.3707
R3	1.3841	1.3801	1.3675
R2	1.3724	1.3724	1.3664
R1	1.3684	1.3684	1.3654	1.3704
PP	1.3607	1.3607	1.3607	1.3618
S1	1.3567	1.3567	1.3632	1.3587
S2	1.3490	1.3490	1.3622
S3	1.3373	1.3450	1.3611
S4	1.3256	1.3333	1.3579

Weekly Pivots for week ending 15-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4364	1.4235	1.3733
R3	1.4107	1.3978	1.3663
R2	1.3850	1.3850	1.3639
R1	1.3721	1.3721	1.3616	1.3786
PP	1.3593	1.3593	1.3593	1.3625
S1	1.3464	1.3464	1.3568	1.3529
S2	1.3336	1.3336	1.3545
S3	1.3079	1.3207	1.3521
S4	1.2822	1.2950	1.3451

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3722	1.3518	0.0204	1.5%	0.0118	0.9%	61%	False	False	429
10	1.3722	1.3465	0.0257	1.9%	0.0109	0.8%	69%	False	False	296
20	1.3722	1.3207	0.0515	3.8%	0.0129	0.9%	85%	False	False	203
40	1.3722	1.3166	0.0556	4.1%	0.0109	0.8%	86%	False	False	117

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	True
Bull Hook	False
Stretch	0.0027
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4145
2.618	1.3954
1.618	1.3837
1.000	1.3765
0.618	1.3720
HIGH	1.3648
0.618	1.3603
0.500	1.3590
0.382	1.3576
LOW	1.3531
0.618	1.3459
1.000	1.3414
1.618	1.3342
2.618	1.3225
4.250	1.3034

Fisher Pivots for day following 19-Jan-2021
Pivot	1 day	3 day
R1	1.3625	1.3638
PP	1.3607	1.3632
S1	1.3590	1.3627

Download as Excel Spreadsheet

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

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