CME British Pound Future September 2021

Trading Metrics calculated at close of trading on 01-Apr-2021

Day Change Summary
	Previous	Current
	31-Mar-2021	01-Apr-2021	Change	Change %	Previous Week
Open	1.3747	1.3791	0.0044	0.3%	1.3826
High	1.3817	1.3841	0.0024	0.2%	1.3882
Low	1.3724	1.3753	0.0029	0.2%	1.3678
Close	1.3785	1.3837	0.0052	0.4%	1.3792
Range	0.0093	0.0088	-0.0005	-5.4%	0.0204
ATR	0.0093	0.0092	0.0000	-0.4%	0.0000
Volume	24	45	21	87.5%	254

Daily Pivots for day following 01-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	1.4074	1.4044	1.3885
R3	1.3986	1.3956	1.3861
R2	1.3898	1.3898	1.3853
R1	1.3868	1.3868	1.3845	1.3883
PP	1.3810	1.3810	1.3810	1.3818
S1	1.3780	1.3780	1.3829	1.3795
S2	1.3722	1.3722	1.3821
S3	1.3634	1.3692	1.3813
S4	1.3546	1.3604	1.3789

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	1.3853	1.3715	0.0138	1.0%	0.0084	0.6%	88%	False	False	40
10	1.3964	1.3678	0.0286	2.1%	0.0085	0.6%	56%	False	False	40
20	1.4008	1.3678	0.0330	2.4%	0.0091	0.7%	48%	False	False	55
40	1.4236	1.3585	0.0651	4.7%	0.0089	0.6%	39%	False	False	31

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	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4215
2.618	1.4071
1.618	1.3983
1.000	1.3929
0.618	1.3895
HIGH	1.3841
0.618	1.3807
0.500	1.3797
0.382	1.3787
LOW	1.3753
0.618	1.3699
1.000	1.3665
1.618	1.3611
2.618	1.3523
4.250	1.3379

Fisher Pivots for day following 01-Apr-2021
Pivot	1 day	3 day
R1	1.3824	1.3817
PP	1.3810	1.3798
S1	1.3797	1.3778

Download as Excel Spreadsheet

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

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