CME British Pound Future September 2021

Trading Metrics calculated at close of trading on 11-Mar-2021

Day Change Summary
	Previous	Current
	10-Mar-2021	11-Mar-2021	Change	Change %	Previous Week
Open	1.3888	1.3964	0.0076	0.5%	1.3970
High	1.3943	1.3995	0.0052	0.4%	1.4022
Low	1.3856	1.3936	0.0080	0.6%	1.3790
Close	1.3940	1.3995	0.0055	0.4%	1.3851
Range	0.0087	0.0059	-0.0028	-32.2%	0.0232
ATR	0.0097	0.0094	-0.0003	-2.8%	0.0000
Volume	39	380	341	874.4%	48

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4152	1.4133	1.4027
R3	1.4093	1.4074	1.4011
R2	1.4034	1.4034	1.4006
R1	1.4015	1.4015	1.4000	1.4025
PP	1.3975	1.3975	1.3975	1.3980
S1	1.3956	1.3956	1.3990	1.3966
S2	1.3916	1.3916	1.3984
S3	1.3857	1.3897	1.3979
S4	1.3798	1.3838	1.3963

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4584	1.4449	1.3979
R3	1.4352	1.4217	1.3915
R2	1.4120	1.4120	1.3894
R1	1.3985	1.3985	1.3872	1.3937
PP	1.3888	1.3888	1.3888	1.3863
S1	1.3753	1.3753	1.3830	1.3705
S2	1.3656	1.3656	1.3808
S3	1.3424	1.3521	1.3787
S4	1.3192	1.3289	1.3723

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3995	1.3790	0.0205	1.5%	0.0085	0.6%	100%	True	False	89
10	1.4027	1.3790	0.0237	1.7%	0.0096	0.7%	86%	False	False	48
20	1.4236	1.3788	0.0448	3.2%	0.0093	0.7%	46%	False	False	27

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4246
2.618	1.4149
1.618	1.4090
1.000	1.4054
0.618	1.4031
HIGH	1.3995
0.618	1.3972
0.500	1.3966
0.382	1.3959
LOW	1.3936
0.618	1.3900
1.000	1.3877
1.618	1.3841
2.618	1.3782
4.250	1.3685

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	1.3985	1.3967
PP	1.3975	1.3939
S1	1.3966	1.3911

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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