CME British Pound Future September 2021

Trading Metrics calculated at close of trading on 17-Mar-2021

Day Change Summary
	Previous	Current
	16-Mar-2021	17-Mar-2021	Change	Change %	Previous Week
Open	1.3901	1.3903	0.0002	0.0%	1.3860
High	1.3913	1.3977	0.0064	0.5%	1.4002
Low	1.3818	1.3860	0.0042	0.3%	1.3811
Close	1.3903	1.3952	0.0049	0.4%	1.3930
Range	0.0095	0.0117	0.0022	23.2%	0.0191
ATR	0.0096	0.0098	0.0001	1.5%	0.0000
Volume	197	25	-172	-87.3%	451

Daily Pivots for day following 17-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4281	1.4233	1.4016
R3	1.4164	1.4116	1.3984
R2	1.4047	1.4047	1.3973
R1	1.3999	1.3999	1.3963	1.4023
PP	1.3930	1.3930	1.3930	1.3942
S1	1.3882	1.3882	1.3941	1.3906
S2	1.3813	1.3813	1.3931
S3	1.3696	1.3765	1.3920
S4	1.3579	1.3648	1.3888

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	1.3818	0.0184	1.3%	0.0099	0.7%	73%	False	False	125
10	1.4022	1.3790	0.0232	1.7%	0.0099	0.7%	70%	False	False	69
20	1.4236	1.3790	0.0446	3.2%	0.0103	0.7%	36%	False	False	37
40	1.4236	1.3585	0.0651	4.7%	0.0087	0.6%	56%	False	False	22

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0025
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.4474
2.618	1.4283
1.618	1.4166
1.000	1.4094
0.618	1.4049
HIGH	1.3977
0.618	1.3932
0.500	1.3919
0.382	1.3905
LOW	1.3860
0.618	1.3788
1.000	1.3743
1.618	1.3671
2.618	1.3554
4.250	1.3363

Fisher Pivots for day following 17-Mar-2021
Pivot	1 day	3 day
R1	1.3941	1.3934
PP	1.3930	1.3916
S1	1.3919	1.3898

Download as Excel Spreadsheet

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

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