CME British Pound Future June 2021

Trading Metrics calculated at close of trading on 27-Jan-2021

Day Change Summary
	Previous	Current
	26-Jan-2021	27-Jan-2021	Change	Change %	Previous Week
Open	1.3684	1.3751	0.0067	0.5%	1.3582
High	1.3755	1.3768	0.0013	0.1%	1.3756
Low	1.3621	1.3670	0.0049	0.4%	1.3531
Close	1.3742	1.3697	-0.0045	-0.3%	1.3693
Range	0.0134	0.0098	-0.0036	-26.9%	0.0225
ATR	0.0116	0.0115	-0.0001	-1.1%	0.0000
Volume	148	106	-42	-28.4%	560

Daily Pivots for day following 27-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4006	1.3949	1.3751
R3	1.3908	1.3851	1.3724
R2	1.3810	1.3810	1.3715
R1	1.3753	1.3753	1.3706	1.3733
PP	1.3712	1.3712	1.3712	1.3701
S1	1.3655	1.3655	1.3688	1.3635
S2	1.3614	1.3614	1.3679
S3	1.3516	1.3557	1.3670
S4	1.3418	1.3459	1.3643

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4335	1.4239	1.3817
R3	1.4110	1.4014	1.3755
R2	1.3885	1.3885	1.3734
R1	1.3789	1.3789	1.3714	1.3837
PP	1.3660	1.3660	1.3660	1.3684
S1	1.3564	1.3564	1.3672	1.3612
S2	1.3435	1.3435	1.3652
S3	1.3210	1.3339	1.3631
S4	1.2985	1.3114	1.3569

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3768	1.3621	0.0147	1.1%	0.0097	0.7%	52%	True	False	110
10	1.3768	1.3531	0.0237	1.7%	0.0100	0.7%	70%	True	False	143
20	1.3768	1.3465	0.0303	2.2%	0.0105	0.8%	77%	True	False	195
40	1.3768	1.3166	0.0602	4.4%	0.0116	0.8%	88%	True	False	133

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4185
2.618	1.4025
1.618	1.3927
1.000	1.3866
0.618	1.3829
HIGH	1.3768
0.618	1.3731
0.500	1.3719
0.382	1.3707
LOW	1.3670
0.618	1.3609
1.000	1.3572
1.618	1.3511
2.618	1.3413
4.250	1.3254

Fisher Pivots for day following 27-Jan-2021
Pivot	1 day	3 day
R1	1.3719	1.3696
PP	1.3712	1.3695
S1	1.3704	1.3695

Download as Excel Spreadsheet

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

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