CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 22-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2021 |
22-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3933 |
1.3843 |
-0.0090 |
-0.6% |
1.3929 |
| High |
1.3963 |
1.3882 |
-0.0081 |
-0.6% |
1.4006 |
| Low |
1.3834 |
1.3822 |
-0.0012 |
-0.1% |
1.3813 |
| Close |
1.3875 |
1.3868 |
-0.0007 |
-0.1% |
1.3875 |
| Range |
0.0129 |
0.0060 |
-0.0069 |
-53.5% |
0.0193 |
| ATR |
0.0109 |
0.0105 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
100,046 |
63,010 |
-37,036 |
-37.0% |
408,264 |
|
| Daily Pivots for day following 22-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4037 |
1.4013 |
1.3901 |
|
| R3 |
1.3977 |
1.3953 |
1.3885 |
|
| R2 |
1.3917 |
1.3917 |
1.3879 |
|
| R1 |
1.3893 |
1.3893 |
1.3874 |
1.3905 |
| PP |
1.3857 |
1.3857 |
1.3857 |
1.3864 |
| S1 |
1.3833 |
1.3833 |
1.3863 |
1.3845 |
| S2 |
1.3797 |
1.3797 |
1.3857 |
|
| S3 |
1.3737 |
1.3773 |
1.3852 |
|
| S4 |
1.3677 |
1.3713 |
1.3835 |
|
|
| Weekly Pivots for week ending 19-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4477 |
1.4369 |
1.3981 |
|
| R3 |
1.4284 |
1.4176 |
1.3928 |
|
| R2 |
1.4091 |
1.4091 |
1.3910 |
|
| R1 |
1.3983 |
1.3983 |
1.3893 |
1.3941 |
| PP |
1.3898 |
1.3898 |
1.3898 |
1.3877 |
| S1 |
1.3790 |
1.3790 |
1.3857 |
1.3748 |
| S2 |
1.3705 |
1.3705 |
1.3840 |
|
| S3 |
1.3512 |
1.3597 |
1.3822 |
|
| S4 |
1.3319 |
1.3404 |
1.3769 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.4006 |
1.3813 |
0.0193 |
1.4% |
0.0103 |
0.7% |
28% |
False |
False |
80,811 |
| 10 |
1.4009 |
1.3807 |
0.0202 |
1.5% |
0.0105 |
0.8% |
30% |
False |
False |
79,319 |
| 20 |
1.4248 |
1.3784 |
0.0464 |
3.3% |
0.0111 |
0.8% |
18% |
False |
False |
41,763 |
| 40 |
1.4248 |
1.3577 |
0.0671 |
4.8% |
0.0101 |
0.7% |
43% |
False |
False |
21,105 |
| 60 |
1.4248 |
1.3396 |
0.0852 |
6.1% |
0.0105 |
0.8% |
55% |
False |
False |
14,137 |
| 80 |
1.4248 |
1.3166 |
0.1082 |
7.8% |
0.0106 |
0.8% |
65% |
False |
False |
10,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4137 |
|
2.618 |
1.4039 |
|
1.618 |
1.3979 |
|
1.000 |
1.3942 |
|
0.618 |
1.3919 |
|
HIGH |
1.3882 |
|
0.618 |
1.3859 |
|
0.500 |
1.3852 |
|
0.382 |
1.3845 |
|
LOW |
1.3822 |
|
0.618 |
1.3785 |
|
1.000 |
1.3762 |
|
1.618 |
1.3725 |
|
2.618 |
1.3665 |
|
4.250 |
1.3567 |
|
|
| Fisher Pivots for day following 22-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3863 |
1.3914 |
| PP |
1.3857 |
1.3899 |
| S1 |
1.3852 |
1.3883 |
|