CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 20-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3252 |
1.3275 |
0.0023 |
0.2% |
1.3221 |
| High |
1.3286 |
1.3313 |
0.0027 |
0.2% |
1.3323 |
| Low |
1.3208 |
1.3260 |
0.0052 |
0.4% |
1.3179 |
| Close |
1.3267 |
1.3290 |
0.0023 |
0.2% |
1.3290 |
| Range |
0.0078 |
0.0053 |
-0.0025 |
-32.1% |
0.0144 |
| ATR |
0.0113 |
0.0108 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
413 |
443 |
30 |
7.3% |
2,128 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3447 |
1.3421 |
1.3319 |
|
| R3 |
1.3394 |
1.3368 |
1.3305 |
|
| R2 |
1.3341 |
1.3341 |
1.3300 |
|
| R1 |
1.3315 |
1.3315 |
1.3295 |
1.3328 |
| PP |
1.3288 |
1.3288 |
1.3288 |
1.3294 |
| S1 |
1.3262 |
1.3262 |
1.3285 |
1.3275 |
| S2 |
1.3235 |
1.3235 |
1.3280 |
|
| S3 |
1.3182 |
1.3209 |
1.3275 |
|
| S4 |
1.3129 |
1.3156 |
1.3261 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3696 |
1.3637 |
1.3369 |
|
| R3 |
1.3552 |
1.3493 |
1.3330 |
|
| R2 |
1.3408 |
1.3408 |
1.3316 |
|
| R1 |
1.3349 |
1.3349 |
1.3303 |
1.3379 |
| PP |
1.3264 |
1.3264 |
1.3264 |
1.3279 |
| S1 |
1.3205 |
1.3205 |
1.3277 |
1.3235 |
| S2 |
1.3120 |
1.3120 |
1.3264 |
|
| S3 |
1.2976 |
1.3061 |
1.3250 |
|
| S4 |
1.2832 |
1.2917 |
1.3211 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3323 |
1.3179 |
0.0144 |
1.1% |
0.0070 |
0.5% |
77% |
False |
False |
425 |
| 10 |
1.3328 |
1.3119 |
0.0209 |
1.6% |
0.0089 |
0.7% |
82% |
False |
False |
369 |
| 20 |
1.3328 |
1.2865 |
0.0463 |
3.5% |
0.0109 |
0.8% |
92% |
False |
False |
275 |
| 40 |
1.3328 |
1.2766 |
0.0562 |
4.2% |
0.0113 |
0.9% |
93% |
False |
False |
251 |
| 60 |
1.3496 |
1.2690 |
0.0806 |
6.1% |
0.0119 |
0.9% |
74% |
False |
False |
199 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3538 |
|
2.618 |
1.3452 |
|
1.618 |
1.3399 |
|
1.000 |
1.3366 |
|
0.618 |
1.3346 |
|
HIGH |
1.3313 |
|
0.618 |
1.3293 |
|
0.500 |
1.3287 |
|
0.382 |
1.3280 |
|
LOW |
1.3260 |
|
0.618 |
1.3227 |
|
1.000 |
1.3207 |
|
1.618 |
1.3174 |
|
2.618 |
1.3121 |
|
4.250 |
1.3035 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3289 |
1.3282 |
| PP |
1.3288 |
1.3274 |
| S1 |
1.3287 |
1.3266 |
|