CME British Pound Future June 2021
| Trading Metrics calculated at close of trading on 29-Mar-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2021 |
29-Mar-2021 |
Change |
Change % |
Previous Week |
| Open |
1.3737 |
1.3797 |
0.0060 |
0.4% |
1.3843 |
| High |
1.3816 |
1.3851 |
0.0035 |
0.3% |
1.3882 |
| Low |
1.3737 |
1.3759 |
0.0022 |
0.2% |
1.3674 |
| Close |
1.3789 |
1.3764 |
-0.0025 |
-0.2% |
1.3789 |
| Range |
0.0079 |
0.0092 |
0.0013 |
16.5% |
0.0208 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
73,946 |
82,913 |
8,967 |
12.1% |
386,979 |
|
| Daily Pivots for day following 29-Mar-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4067 |
1.4008 |
1.3815 |
|
| R3 |
1.3975 |
1.3916 |
1.3789 |
|
| R2 |
1.3883 |
1.3883 |
1.3781 |
|
| R1 |
1.3824 |
1.3824 |
1.3772 |
1.3808 |
| PP |
1.3791 |
1.3791 |
1.3791 |
1.3783 |
| S1 |
1.3732 |
1.3732 |
1.3756 |
1.3716 |
| S2 |
1.3699 |
1.3699 |
1.3747 |
|
| S3 |
1.3607 |
1.3640 |
1.3739 |
|
| S4 |
1.3515 |
1.3548 |
1.3713 |
|
|
| 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 |
1.3869 |
1.3674 |
0.0195 |
1.4% |
0.0091 |
0.7% |
46% |
False |
False |
81,376 |
| 10 |
1.4006 |
1.3674 |
0.0332 |
2.4% |
0.0097 |
0.7% |
27% |
False |
False |
81,094 |
| 20 |
1.4021 |
1.3674 |
0.0347 |
2.5% |
0.0101 |
0.7% |
26% |
False |
False |
61,747 |
| 40 |
1.4248 |
1.3577 |
0.0671 |
4.9% |
0.0099 |
0.7% |
28% |
False |
False |
31,265 |
| 60 |
1.4248 |
1.3465 |
0.0783 |
5.7% |
0.0101 |
0.7% |
38% |
False |
False |
20,909 |
| 80 |
1.4248 |
1.3166 |
0.1082 |
7.9% |
0.0109 |
0.8% |
55% |
False |
False |
15,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4242 |
|
2.618 |
1.4092 |
|
1.618 |
1.4000 |
|
1.000 |
1.3943 |
|
0.618 |
1.3908 |
|
HIGH |
1.3851 |
|
0.618 |
1.3816 |
|
0.500 |
1.3805 |
|
0.382 |
1.3794 |
|
LOW |
1.3759 |
|
0.618 |
1.3702 |
|
1.000 |
1.3667 |
|
1.618 |
1.3610 |
|
2.618 |
1.3518 |
|
4.250 |
1.3368 |
|
|
| Fisher Pivots for day following 29-Mar-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1.3805 |
1.3764 |
| PP |
1.3791 |
1.3763 |
| S1 |
1.3778 |
1.3763 |
|