CME British Pound Future June 2021

Trading Metrics calculated at close of trading on 03-Feb-2021

Day Change Summary
	Previous	Current
	02-Feb-2021	03-Feb-2021	Change	Change %	Previous Week
Open	1.3677	1.3670	-0.0007	-0.1%	1.3696
High	1.3718	1.3691	-0.0027	-0.2%	1.3768
Low	1.3621	1.3629	0.0008	0.1%	1.3621
Close	1.3663	1.3650	-0.0013	-0.1%	1.3712
Range	0.0097	0.0062	-0.0035	-36.1%	0.0147
ATR	0.0111	0.0108	-0.0004	-3.2%	0.0000
Volume	1,533	89	-1,444	-94.2%	484

Daily Pivots for day following 03-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.3843	1.3808	1.3684
R3	1.3781	1.3746	1.3667
R2	1.3719	1.3719	1.3661
R1	1.3684	1.3684	1.3656	1.3671
PP	1.3657	1.3657	1.3657	1.3650
S1	1.3622	1.3622	1.3644	1.3609
S2	1.3595	1.3595	1.3639
S3	1.3533	1.3560	1.3633
S4	1.3471	1.3498	1.3616

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	1.3766	1.3621	0.0145	1.1%	0.0094	0.7%	20%	False	False	395
10	1.3768	1.3621	0.0147	1.1%	0.0095	0.7%	20%	False	False	253
20	1.3768	1.3465	0.0303	2.2%	0.0102	0.7%	61%	False	False	275
40	1.3768	1.3166	0.0602	4.4%	0.0118	0.9%	80%	False	False	181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0032
Narrowest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	1.3955
2.618	1.3853
1.618	1.3791
1.000	1.3753
0.618	1.3729
HIGH	1.3691
0.618	1.3667
0.500	1.3660
0.382	1.3653
LOW	1.3629
0.618	1.3591
1.000	1.3567
1.618	1.3529
2.618	1.3467
4.250	1.3366

Fisher Pivots for day following 03-Feb-2021
Pivot	1 day	3 day
R1	1.3660	1.3694
PP	1.3657	1.3679
S1	1.3653	1.3665

Download as Excel Spreadsheet

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

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