CME British Pound Future September 2021

Trading Metrics calculated at close of trading on 22-Mar-2021

Day Change Summary
	Previous	Current
	19-Mar-2021	22-Mar-2021	Change	Change %	Previous Week
Open	1.3940	1.3826	-0.0114	-0.8%	1.3956
High	1.3964	1.3882	-0.0082	-0.6%	1.4008
Low	1.3838	1.3826	-0.0012	-0.1%	1.3818
Close	1.3878	1.3871	-0.0007	-0.1%	1.3878
Range	0.0126	0.0056	-0.0070	-55.6%	0.0190
ATR	0.0100	0.0097	-0.0003	-3.1%	0.0000
Volume	16	12	-4	-25.0%	265

Daily Pivots for day following 22-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4028	1.4005	1.3902
R3	1.3972	1.3949	1.3886
R2	1.3916	1.3916	1.3881
R1	1.3893	1.3893	1.3876	1.3905
PP	1.3860	1.3860	1.3860	1.3865
S1	1.3837	1.3837	1.3866	1.3849
S2	1.3804	1.3804	1.3861
S3	1.3748	1.3781	1.3856
S4	1.3692	1.3725	1.3840

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%	0.0099	0.7%	28%	False	False	53
10	1.4008	1.3818	0.0190	1.4%	0.0097	0.7%	28%	False	False	72
20	1.4236	1.3790	0.0446	3.2%	0.0102	0.7%	18%	False	False	39
40	1.4236	1.3585	0.0651	4.7%	0.0090	0.7%	44%	False	False	23

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.4120
2.618	1.4029
1.618	1.3973
1.000	1.3938
0.618	1.3917
HIGH	1.3882
0.618	1.3861
0.500	1.3854
0.382	1.3847
LOW	1.3826
0.618	1.3791
1.000	1.3770
1.618	1.3735
2.618	1.3679
4.250	1.3588

Fisher Pivots for day following 22-Mar-2021
Pivot	1 day	3 day
R1	1.3865	1.3917
PP	1.3860	1.3902
S1	1.3854	1.3886

Download as Excel Spreadsheet

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

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