CME British Pound Future September 2021

Trading Metrics calculated at close of trading on 19-Mar-2021

Day Change Summary
	Previous	Current
	18-Mar-2021	19-Mar-2021	Change	Change %	Previous Week
Open	1.3955	1.3940	-0.0015	-0.1%	1.3956
High	1.4008	1.3964	-0.0044	-0.3%	1.4008
Low	1.3905	1.3838	-0.0067	-0.5%	1.3818
Close	1.3936	1.3878	-0.0058	-0.4%	1.3878
Range	0.0103	0.0126	0.0023	22.3%	0.0190
ATR	0.0098	0.0100	0.0002	2.0%	0.0000
Volume	16	16	0	0.0%	265

Daily Pivots for day following 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4271	1.4201	1.3947
R3	1.4145	1.4075	1.3913
R2	1.4019	1.4019	1.3901
R1	1.3949	1.3949	1.3890	1.3921
PP	1.3893	1.3893	1.3893	1.3880
S1	1.3823	1.3823	1.3866	1.3795
S2	1.3767	1.3767	1.3855
S3	1.3641	1.3697	1.3843
S4	1.3515	1.3571	1.3809

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4471	1.4365	1.3983
R3	1.4281	1.4175	1.3930
R2	1.4091	1.4091	1.3913
R1	1.3985	1.3985	1.3895	1.3943
PP	1.3901	1.3901	1.3901	1.3881
S1	1.3795	1.3795	1.3861	1.3753
S2	1.3711	1.3711	1.3843
S3	1.3521	1.3605	1.3826
S4	1.3331	1.3415	1.3774

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%	0.0107	0.8%	32%	False	False	53
10	1.4008	1.3811	0.0197	1.4%	0.0097	0.7%	34%	False	False	71
20	1.4236	1.3790	0.0446	3.2%	0.0104	0.8%	20%	False	False	39
40	1.4236	1.3585	0.0651	4.7%	0.0090	0.6%	45%	False	False	23

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.4500
2.618	1.4294
1.618	1.4168
1.000	1.4090
0.618	1.4042
HIGH	1.3964
0.618	1.3916
0.500	1.3901
0.382	1.3886
LOW	1.3838
0.618	1.3760
1.000	1.3712
1.618	1.3634
2.618	1.3508
4.250	1.3303

Fisher Pivots for day following 19-Mar-2021
Pivot	1 day	3 day
R1	1.3901	1.3923
PP	1.3893	1.3908
S1	1.3886	1.3893

Download as Excel Spreadsheet

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

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