CME British Pound Future September 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	1.3964	1.4002	0.0038	0.3%	1.3860
High	1.3995	1.4002	0.0007	0.1%	1.4002
Low	1.3936	1.3874	-0.0062	-0.4%	1.3811
Close	1.3995	1.3930	-0.0065	-0.5%	1.3930
Range	0.0059	0.0128	0.0069	116.9%	0.0191
ATR	0.0094	0.0097	0.0002	2.6%	0.0000
Volume	380	15	-365	-96.1%	451

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4319	1.4253	1.4000
R3	1.4191	1.4125	1.3965
R2	1.4063	1.4063	1.3953
R1	1.3997	1.3997	1.3942	1.3966
PP	1.3935	1.3935	1.3935	1.3920
S1	1.3869	1.3869	1.3918	1.3838
S2	1.3807	1.3807	1.3907
S3	1.3679	1.3741	1.3895
S4	1.3551	1.3613	1.3860

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4487	1.4400	1.4035
R3	1.4296	1.4209	1.3983
R2	1.4105	1.4105	1.3965
R1	1.4018	1.4018	1.3948	1.4062
PP	1.3914	1.3914	1.3914	1.3936
S1	1.3827	1.3827	1.3912	1.3871
S2	1.3723	1.3723	1.3895
S3	1.3532	1.3636	1.3877
S4	1.3341	1.3445	1.3825

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.4002	1.3811	0.0191	1.4%	0.0087	0.6%	62%	True	False	90
10	1.4022	1.3790	0.0232	1.7%	0.0096	0.7%	60%	False	False	49
20	1.4236	1.3788	0.0448	3.2%	0.0096	0.7%	32%	False	False	28

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	1.4546
2.618	1.4337
1.618	1.4209
1.000	1.4130
0.618	1.4081
HIGH	1.4002
0.618	1.3953
0.500	1.3938
0.382	1.3923
LOW	1.3874
0.618	1.3795
1.000	1.3746
1.618	1.3667
2.618	1.3539
4.250	1.3330

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	1.3938	1.3930
PP	1.3935	1.3929
S1	1.3933	1.3929

Download as Excel Spreadsheet

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

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