CME British Pound Future June 2021
Trading Metrics calculated at close of trading on 12-Mar-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2021 |
12-Mar-2021 |
Change |
Change % |
Previous Week |
Open |
1.3943 |
1.3996 |
0.0053 |
0.4% |
1.3836 |
High |
1.4001 |
1.4009 |
0.0008 |
0.1% |
1.4009 |
Low |
1.3924 |
1.3867 |
-0.0057 |
-0.4% |
1.3806 |
Close |
1.3992 |
1.3927 |
-0.0065 |
-0.5% |
1.3927 |
Range |
0.0077 |
0.0142 |
0.0065 |
84.4% |
0.0203 |
ATR |
0.0105 |
0.0107 |
0.0003 |
2.6% |
0.0000 |
Volume |
85,622 |
86,692 |
1,070 |
1.2% |
341,979 |
|
Daily Pivots for day following 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4360 |
1.4286 |
1.4005 |
|
R3 |
1.4218 |
1.4144 |
1.3966 |
|
R2 |
1.4076 |
1.4076 |
1.3953 |
|
R1 |
1.4002 |
1.4002 |
1.3940 |
1.3968 |
PP |
1.3934 |
1.3934 |
1.3934 |
1.3918 |
S1 |
1.3860 |
1.3860 |
1.3914 |
1.3826 |
S2 |
1.3792 |
1.3792 |
1.3901 |
|
S3 |
1.3650 |
1.3718 |
1.3888 |
|
S4 |
1.3508 |
1.3576 |
1.3849 |
|
|
Weekly Pivots for week ending 12-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4523 |
1.4428 |
1.4039 |
|
R3 |
1.4320 |
1.4225 |
1.3983 |
|
R2 |
1.4117 |
1.4117 |
1.3964 |
|
R1 |
1.4022 |
1.4022 |
1.3946 |
1.4070 |
PP |
1.3914 |
1.3914 |
1.3914 |
1.3938 |
S1 |
1.3819 |
1.3819 |
1.3908 |
1.3867 |
S2 |
1.3711 |
1.3711 |
1.3890 |
|
S3 |
1.3508 |
1.3616 |
1.3871 |
|
S4 |
1.3305 |
1.3413 |
1.3815 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.4009 |
1.3806 |
0.0203 |
1.5% |
0.0100 |
0.7% |
60% |
True |
False |
68,395 |
10 |
1.4021 |
1.3784 |
0.0237 |
1.7% |
0.0105 |
0.8% |
60% |
False |
False |
35,788 |
20 |
1.4248 |
1.3783 |
0.0465 |
3.3% |
0.0109 |
0.8% |
31% |
False |
False |
18,420 |
40 |
1.4248 |
1.3531 |
0.0717 |
5.1% |
0.0100 |
0.7% |
55% |
False |
False |
9,341 |
60 |
1.4248 |
1.3207 |
0.1041 |
7.5% |
0.0111 |
0.8% |
69% |
False |
False |
6,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4613 |
2.618 |
1.4381 |
1.618 |
1.4239 |
1.000 |
1.4151 |
0.618 |
1.4097 |
HIGH |
1.4009 |
0.618 |
1.3955 |
0.500 |
1.3938 |
0.382 |
1.3921 |
LOW |
1.3867 |
0.618 |
1.3779 |
1.000 |
1.3725 |
1.618 |
1.3637 |
2.618 |
1.3495 |
4.250 |
1.3264 |
|
|
Fisher Pivots for day following 12-Mar-2021 |
Pivot |
1 day |
3 day |
R1 |
1.3938 |
1.3930 |
PP |
1.3934 |
1.3929 |
S1 |
1.3931 |
1.3928 |
|