CME British Pound Future September 2021

Trading Metrics calculated at close of trading on 18-Mar-2021

Day Change Summary
	Previous	Current
	17-Mar-2021	18-Mar-2021	Change	Change %	Previous Week
Open	1.3903	1.3955	0.0052	0.4%	1.3860
High	1.3977	1.4008	0.0031	0.2%	1.4002
Low	1.3860	1.3905	0.0045	0.3%	1.3811
Close	1.3952	1.3936	-0.0016	-0.1%	1.3930
Range	0.0117	0.0103	-0.0014	-12.0%	0.0191
ATR	0.0098	0.0098	0.0000	0.4%	0.0000
Volume	25	16	-9	-36.0%	451

Daily Pivots for day following 18-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4259	1.4200	1.3993
R3	1.4156	1.4097	1.3964
R2	1.4053	1.4053	1.3955
R1	1.3994	1.3994	1.3945	1.3972
PP	1.3950	1.3950	1.3950	1.3939
S1	1.3891	1.3891	1.3927	1.3869
S2	1.3847	1.3847	1.3917
S3	1.3744	1.3788	1.3908
S4	1.3641	1.3685	1.3879

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	1.4008	1.3818	0.0190	1.4%	0.0108	0.8%	62%	True	False	52
10	1.4008	1.3790	0.0218	1.6%	0.0097	0.7%	67%	True	False	71
20	1.4236	1.3790	0.0446	3.2%	0.0101	0.7%	33%	False	False	38
40	1.4236	1.3585	0.0651	4.7%	0.0088	0.6%	54%	False	False	22

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	0.0025
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4446
2.618	1.4278
1.618	1.4175
1.000	1.4111
0.618	1.4072
HIGH	1.4008
0.618	1.3969
0.500	1.3957
0.382	1.3944
LOW	1.3905
0.618	1.3841
1.000	1.3802
1.618	1.3738
2.618	1.3635
4.250	1.3467

Fisher Pivots for day following 18-Mar-2021
Pivot	1 day	3 day
R1	1.3957	1.3928
PP	1.3950	1.3921
S1	1.3943	1.3913

Download as Excel Spreadsheet

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

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