CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 23-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2021 |
23-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3843 |
1.3863 |
0.0020 |
0.1% |
1.3929 |
| High |
1.3882 |
1.3869 |
-0.0013 |
-0.1% |
1.4006 |
| Low |
1.3822 |
1.3744 |
-0.0078 |
-0.6% |
1.3813 |
| Close |
1.3868 |
1.3762 |
-0.0106 |
-0.8% |
1.3875 |
| Range |
0.0060 |
0.0125 |
0.0065 |
108.3% |
0.0193 |
| ATR |
0.0105 |
0.0107 |
0.0001 |
1.4% |
0.0000 |
| Volume |
63,010 |
92,843 |
29,833 |
47.3% |
408,264 |
|
| Daily Pivots for day following 23-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4167 |
1.4089 |
1.3831 |
|
| R3 |
1.4042 |
1.3964 |
1.3796 |
|
| R2 |
1.3917 |
1.3917 |
1.3785 |
|
| R1 |
1.3839 |
1.3839 |
1.3773 |
1.3816 |
| PP |
1.3792 |
1.3792 |
1.3792 |
1.3780 |
| S1 |
1.3714 |
1.3714 |
1.3751 |
1.3691 |
| S2 |
1.3667 |
1.3667 |
1.3739 |
|
| S3 |
1.3542 |
1.3589 |
1.3728 |
|
| S4 |
1.3417 |
1.3464 |
1.3693 |
|
|
| 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 |
1.3744 |
0.0262 |
1.9% |
0.0108 |
0.8% |
7% |
False |
True |
86,046 |
| 10 |
1.4009 |
1.3744 |
0.0265 |
1.9% |
0.0105 |
0.8% |
7% |
False |
True |
83,671 |
| 20 |
1.4248 |
1.3744 |
0.0504 |
3.7% |
0.0114 |
0.8% |
4% |
False |
True |
46,375 |
| 40 |
1.4248 |
1.3577 |
0.0671 |
4.9% |
0.0102 |
0.7% |
28% |
False |
False |
23,424 |
| 60 |
1.4248 |
1.3447 |
0.0801 |
5.8% |
0.0103 |
0.8% |
39% |
False |
False |
15,683 |
| 80 |
1.4248 |
1.3166 |
0.1082 |
7.9% |
0.0107 |
0.8% |
55% |
False |
False |
11,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4400 |
|
2.618 |
1.4196 |
|
1.618 |
1.4071 |
|
1.000 |
1.3994 |
|
0.618 |
1.3946 |
|
HIGH |
1.3869 |
|
0.618 |
1.3821 |
|
0.500 |
1.3807 |
|
0.382 |
1.3792 |
|
LOW |
1.3744 |
|
0.618 |
1.3667 |
|
1.000 |
1.3619 |
|
1.618 |
1.3542 |
|
2.618 |
1.3417 |
|
4.250 |
1.3213 |
|
|
| Fisher Pivots for day following 23-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3807 |
1.3854 |
| PP |
1.3792 |
1.3823 |
| S1 |
1.3777 |
1.3793 |
|