CME British Pound Future June 2021

Trading Metrics calculated at close of trading on 29-Jan-2021

Day Change Summary
	Previous	Current
	28-Jan-2021	29-Jan-2021	Change	Change %	Previous Week
Open	1.3700	1.3710	0.0010	0.1%	1.3696
High	1.3755	1.3760	0.0005	0.0%	1.3768
Low	1.3640	1.3667	0.0027	0.2%	1.3621
Close	1.3752	1.3712	-0.0040	-0.3%	1.3712
Range	0.0115	0.0093	-0.0022	-19.1%	0.0147
ATR	0.0115	0.0113	-0.0002	-1.3%	0.0000
Volume	55	91	36	65.5%	484

Daily Pivots for day following 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3992	1.3945	1.3763
R3	1.3899	1.3852	1.3738
R2	1.3806	1.3806	1.3729
R1	1.3759	1.3759	1.3721	1.3783
PP	1.3713	1.3713	1.3713	1.3725
S1	1.3666	1.3666	1.3703	1.3690
S2	1.3620	1.3620	1.3695
S3	1.3527	1.3573	1.3686
S4	1.3434	1.3480	1.3661

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4141	1.4074	1.3793
R3	1.3994	1.3927	1.3752
R2	1.3847	1.3847	1.3739
R1	1.3780	1.3780	1.3725	1.3814
PP	1.3700	1.3700	1.3700	1.3717
S1	1.3633	1.3633	1.3699	1.3667
S2	1.3553	1.3553	1.3685
S3	1.3406	1.3486	1.3672
S4	1.3259	1.3339	1.3631

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%	0.0103	0.7%	62%	False	False	96
10	1.3768	1.3531	0.0237	1.7%	0.0103	0.7%	76%	False	False	112
20	1.3768	1.3465	0.0303	2.2%	0.0106	0.8%	82%	False	False	197
40	1.3768	1.3166	0.0602	4.4%	0.0119	0.9%	91%	False	False	136

Crabel Price Patterns
NR	True
NR4	True
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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0028
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4155
2.618	1.4003
1.618	1.3910
1.000	1.3853
0.618	1.3817
HIGH	1.3760
0.618	1.3724
0.500	1.3714
0.382	1.3703
LOW	1.3667
0.618	1.3610
1.000	1.3574
1.618	1.3517
2.618	1.3424
4.250	1.3272

Fisher Pivots for day following 29-Jan-2021
Pivot	1 day	3 day
R1	1.3714	1.3709
PP	1.3713	1.3707
S1	1.3713	1.3704

Download as Excel Spreadsheet

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

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