CME British Pound Future June 2021

Trading Metrics calculated at close of trading on 21-Jan-2021

Day Change Summary
	Previous	Current
	20-Jan-2021	21-Jan-2021	Change	Change %	Previous Week
Open	1.3644	1.3678	0.0034	0.2%	1.3545
High	1.3730	1.3756	0.0026	0.2%	1.3722
Low	1.3636	1.3678	0.0042	0.3%	1.3465
Close	1.3656	1.3734	0.0078	0.6%	1.3592
Range	0.0094	0.0078	-0.0016	-17.0%	0.0257
ATR	0.0120	0.0119	-0.0001	-1.2%	0.0000
Volume	110	116	6	5.5%	2,452

Daily Pivots for day following 21-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3957	1.3923	1.3777
R3	1.3879	1.3845	1.3755
R2	1.3801	1.3801	1.3748
R1	1.3767	1.3767	1.3741	1.3784
PP	1.3723	1.3723	1.3723	1.3731
S1	1.3689	1.3689	1.3727	1.3706
S2	1.3645	1.3645	1.3720
S3	1.3567	1.3611	1.3713
S4	1.3489	1.3533	1.3691

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	1.3756	1.3531	0.0225	1.6%	0.0101	0.7%	90%	True	False	120
10	1.3756	1.3465	0.0291	2.1%	0.0103	0.8%	92%	True	False	304
20	1.3756	1.3328	0.0428	3.1%	0.0116	0.8%	95%	True	False	202
40	1.3756	1.3166	0.0590	4.3%	0.0111	0.8%	96%	True	False	122

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0022
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	1.4088
2.618	1.3960
1.618	1.3882
1.000	1.3834
0.618	1.3804
HIGH	1.3756
0.618	1.3726
0.500	1.3717
0.382	1.3708
LOW	1.3678
0.618	1.3630
1.000	1.3600
1.618	1.3552
2.618	1.3474
4.250	1.3347

Fisher Pivots for day following 21-Jan-2021
Pivot	1 day	3 day
R1	1.3728	1.3704
PP	1.3723	1.3674
S1	1.3717	1.3644

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols