CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 26-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2021 |
26-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3690 |
1.3737 |
0.0047 |
0.3% |
1.3843 |
| High |
1.3749 |
1.3816 |
0.0067 |
0.5% |
1.3882 |
| Low |
1.3674 |
1.3737 |
0.0063 |
0.5% |
1.3674 |
| Close |
1.3743 |
1.3789 |
0.0046 |
0.3% |
1.3789 |
| Range |
0.0075 |
0.0079 |
0.0004 |
5.3% |
0.0208 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
78,877 |
73,946 |
-4,931 |
-6.3% |
386,979 |
|
| Daily Pivots for day following 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4018 |
1.3982 |
1.3832 |
|
| R3 |
1.3939 |
1.3903 |
1.3811 |
|
| R2 |
1.3860 |
1.3860 |
1.3803 |
|
| R1 |
1.3824 |
1.3824 |
1.3796 |
1.3842 |
| PP |
1.3781 |
1.3781 |
1.3781 |
1.3790 |
| S1 |
1.3745 |
1.3745 |
1.3782 |
1.3763 |
| S2 |
1.3702 |
1.3702 |
1.3775 |
|
| S3 |
1.3623 |
1.3666 |
1.3767 |
|
| S4 |
1.3544 |
1.3587 |
1.3746 |
|
|
| Weekly Pivots for week ending 26-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4406 |
1.4305 |
1.3903 |
|
| R3 |
1.4198 |
1.4097 |
1.3846 |
|
| R2 |
1.3990 |
1.3990 |
1.3827 |
|
| R1 |
1.3889 |
1.3889 |
1.3808 |
1.3836 |
| PP |
1.3782 |
1.3782 |
1.3782 |
1.3755 |
| S1 |
1.3681 |
1.3681 |
1.3770 |
1.3628 |
| S2 |
1.3574 |
1.3574 |
1.3751 |
|
| S3 |
1.3366 |
1.3473 |
1.3732 |
|
| S4 |
1.3158 |
1.3265 |
1.3675 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3882 |
1.3674 |
0.0208 |
1.5% |
0.0084 |
0.6% |
55% |
False |
False |
77,395 |
| 10 |
1.4006 |
1.3674 |
0.0332 |
2.4% |
0.0098 |
0.7% |
35% |
False |
False |
79,524 |
| 20 |
1.4021 |
1.3674 |
0.0347 |
2.5% |
0.0101 |
0.7% |
33% |
False |
False |
57,656 |
| 40 |
1.4248 |
1.3577 |
0.0671 |
4.9% |
0.0099 |
0.7% |
32% |
False |
False |
29,195 |
| 60 |
1.4248 |
1.3465 |
0.0783 |
5.7% |
0.0102 |
0.7% |
41% |
False |
False |
19,528 |
| 80 |
1.4248 |
1.3166 |
0.1082 |
7.8% |
0.0109 |
0.8% |
58% |
False |
False |
14,664 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4152 |
|
2.618 |
1.4023 |
|
1.618 |
1.3944 |
|
1.000 |
1.3895 |
|
0.618 |
1.3865 |
|
HIGH |
1.3816 |
|
0.618 |
1.3786 |
|
0.500 |
1.3777 |
|
0.382 |
1.3767 |
|
LOW |
1.3737 |
|
0.618 |
1.3688 |
|
1.000 |
1.3658 |
|
1.618 |
1.3609 |
|
2.618 |
1.3530 |
|
4.250 |
1.3401 |
|
|
| Fisher Pivots for day following 26-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3785 |
1.3774 |
| PP |
1.3781 |
1.3760 |
| S1 |
1.3777 |
1.3745 |
|