CME British Pound Future September 2021

Trading Metrics calculated at close of trading on 29-Mar-2021

Day Change Summary
	Previous	Current
	26-Mar-2021	29-Mar-2021	Change	Change %	Previous Week
Open	1.3760	1.3799	0.0039	0.3%	1.3826
High	1.3818	1.3853	0.0035	0.3%	1.3882
Low	1.3743	1.3763	0.0020	0.1%	1.3678
Close	1.3792	1.3767	-0.0025	-0.2%	1.3792
Range	0.0075	0.0090	0.0015	20.0%	0.0204
ATR	0.0094	0.0094	0.0000	-0.3%	0.0000
Volume	66	17	-49	-74.2%	254

Daily Pivots for day following 29-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4064	1.4006	1.3817
R3	1.3974	1.3916	1.3792
R2	1.3884	1.3884	1.3784
R1	1.3826	1.3826	1.3775	1.3810
PP	1.3794	1.3794	1.3794	1.3787
S1	1.3736	1.3736	1.3759	1.3720
S2	1.3704	1.3704	1.3751
S3	1.3614	1.3646	1.3742
S4	1.3524	1.3556	1.3718

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4396	1.4298	1.3904
R3	1.4192	1.4094	1.3848
R2	1.3988	1.3988	1.3829
R1	1.3890	1.3890	1.3811	1.3837
PP	1.3784	1.3784	1.3784	1.3758
S1	1.3686	1.3686	1.3773	1.3633
S2	1.3580	1.3580	1.3755
S3	1.3376	1.3482	1.3736
S4	1.3172	1.3278	1.3680

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3856	1.3678	0.0178	1.3%	0.0082	0.6%	50%	False	False	51
10	1.4008	1.3678	0.0330	2.4%	0.0091	0.7%	27%	False	False	52
20	1.4022	1.3678	0.0344	2.5%	0.0094	0.7%	26%	False	False	51
40	1.4236	1.3585	0.0651	4.7%	0.0089	0.6%	28%	False	False	29

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0020
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.4236
2.618	1.4089
1.618	1.3999
1.000	1.3943
0.618	1.3909
HIGH	1.3853
0.618	1.3819
0.500	1.3808
0.382	1.3797
LOW	1.3763
0.618	1.3707
1.000	1.3673
1.618	1.3617
2.618	1.3527
4.250	1.3381

Fisher Pivots for day following 29-Mar-2021
Pivot	1 day	3 day
R1	1.3808	1.3767
PP	1.3794	1.3766
S1	1.3781	1.3766

Download as Excel Spreadsheet

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

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