CME British Pound Future June 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 1.3898 1.3943 0.0045 0.3% 1.3947
High 1.3943 1.4001 0.0058 0.4% 1.4021
Low 1.3851 1.3924 0.0073 0.5% 1.3784
Close 1.3937 1.3992 0.0055 0.4% 1.3848
Range 0.0092 0.0077 -0.0015 -16.3% 0.0237
ATR 0.0107 0.0105 -0.0002 -2.0% 0.0000
Volume 100,285 85,622 -14,663 -14.6% 15,903
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.4203 1.4175 1.4034
R3 1.4126 1.4098 1.4013
R2 1.4049 1.4049 1.4006
R1 1.4021 1.4021 1.3999 1.4035
PP 1.3972 1.3972 1.3972 1.3980
S1 1.3944 1.3944 1.3985 1.3958
S2 1.3895 1.3895 1.3978
S3 1.3818 1.3867 1.3971
S4 1.3741 1.3790 1.3950
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 1.4595 1.4459 1.3978
R3 1.4358 1.4222 1.3913
R2 1.4121 1.4121 1.3891
R1 1.3985 1.3985 1.3870 1.3935
PP 1.3884 1.3884 1.3884 1.3859
S1 1.3748 1.3748 1.3826 1.3698
S2 1.3647 1.3647 1.3805
S3 1.3410 1.3511 1.3783
S4 1.3173 1.3274 1.3718
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.4001 1.3784 0.0217 1.6% 0.0096 0.7% 96% True False 51,916
10 1.4031 1.3784 0.0247 1.8% 0.0105 0.7% 84% False False 27,305
20 1.4248 1.3783 0.0465 3.3% 0.0104 0.7% 45% False False 14,091
40 1.4248 1.3531 0.0717 5.1% 0.0099 0.7% 64% False False 7,184
60 1.4248 1.3207 0.1041 7.4% 0.0111 0.8% 75% False False 4,851
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 0.0032
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4328
2.618 1.4203
1.618 1.4126
1.000 1.4078
0.618 1.4049
HIGH 1.4001
0.618 1.3972
0.500 1.3963
0.382 1.3953
LOW 1.3924
0.618 1.3876
1.000 1.3847
1.618 1.3799
2.618 1.3722
4.250 1.3597
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 1.3982 1.3963
PP 1.3972 1.3933
S1 1.3963 1.3904

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

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