CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 17-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2021 |
17-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3908 |
1.3896 |
-0.0012 |
-0.1% |
1.3836 |
| High |
1.3912 |
1.3975 |
0.0063 |
0.5% |
1.4009 |
| Low |
1.3813 |
1.3855 |
0.0042 |
0.3% |
1.3806 |
| Close |
1.3900 |
1.3949 |
0.0049 |
0.4% |
1.3927 |
| Range |
0.0099 |
0.0120 |
0.0021 |
21.2% |
0.0203 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.9% |
0.0000 |
| Volume |
66,670 |
73,153 |
6,483 |
9.7% |
341,979 |
|
| Daily Pivots for day following 17-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4286 |
1.4238 |
1.4015 |
|
| R3 |
1.4166 |
1.4118 |
1.3982 |
|
| R2 |
1.4046 |
1.4046 |
1.3971 |
|
| R1 |
1.3998 |
1.3998 |
1.3960 |
1.4022 |
| PP |
1.3926 |
1.3926 |
1.3926 |
1.3939 |
| S1 |
1.3878 |
1.3878 |
1.3938 |
1.3902 |
| S2 |
1.3806 |
1.3806 |
1.3927 |
|
| S3 |
1.3686 |
1.3758 |
1.3916 |
|
| S4 |
1.3566 |
1.3638 |
1.3883 |
|
|
| 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 |
1.3813 |
0.0196 |
1.4% |
0.0107 |
0.8% |
69% |
False |
False |
75,870 |
| 10 |
1.4021 |
1.3784 |
0.0237 |
1.7% |
0.0108 |
0.8% |
70% |
False |
False |
55,986 |
| 20 |
1.4248 |
1.3784 |
0.0464 |
3.3% |
0.0113 |
0.8% |
36% |
False |
False |
28,701 |
| 40 |
1.4248 |
1.3577 |
0.0671 |
4.8% |
0.0100 |
0.7% |
55% |
False |
False |
14,508 |
| 60 |
1.4248 |
1.3207 |
0.1041 |
7.5% |
0.0110 |
0.8% |
71% |
False |
False |
9,739 |
| 80 |
1.4248 |
1.3166 |
0.1082 |
7.8% |
0.0105 |
0.8% |
72% |
False |
False |
7,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4485 |
|
2.618 |
1.4289 |
|
1.618 |
1.4169 |
|
1.000 |
1.4095 |
|
0.618 |
1.4049 |
|
HIGH |
1.3975 |
|
0.618 |
1.3929 |
|
0.500 |
1.3915 |
|
0.382 |
1.3901 |
|
LOW |
1.3855 |
|
0.618 |
1.3781 |
|
1.000 |
1.3735 |
|
1.618 |
1.3661 |
|
2.618 |
1.3541 |
|
4.250 |
1.3345 |
|
|
| Fisher Pivots for day following 17-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3938 |
1.3931 |
| PP |
1.3926 |
1.3912 |
| S1 |
1.3915 |
1.3894 |
|