CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3275 |
1.3311 |
0.0036 |
0.3% |
1.3221 |
| High |
1.3313 |
1.3409 |
0.0096 |
0.7% |
1.3323 |
| Low |
1.3260 |
1.3277 |
0.0017 |
0.1% |
1.3179 |
| Close |
1.3290 |
1.3337 |
0.0047 |
0.4% |
1.3290 |
| Range |
0.0053 |
0.0132 |
0.0079 |
149.1% |
0.0144 |
| ATR |
0.0108 |
0.0110 |
0.0002 |
1.6% |
0.0000 |
| Volume |
443 |
666 |
223 |
50.3% |
2,128 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3737 |
1.3669 |
1.3410 |
|
| R3 |
1.3605 |
1.3537 |
1.3373 |
|
| R2 |
1.3473 |
1.3473 |
1.3361 |
|
| R1 |
1.3405 |
1.3405 |
1.3349 |
1.3439 |
| PP |
1.3341 |
1.3341 |
1.3341 |
1.3358 |
| S1 |
1.3273 |
1.3273 |
1.3325 |
1.3307 |
| S2 |
1.3209 |
1.3209 |
1.3313 |
|
| S3 |
1.3077 |
1.3141 |
1.3301 |
|
| S4 |
1.2945 |
1.3009 |
1.3264 |
|
|
| 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 |
1.3409 |
1.3206 |
0.0203 |
1.5% |
0.0082 |
0.6% |
65% |
True |
False |
525 |
| 10 |
1.3409 |
1.3119 |
0.0290 |
2.2% |
0.0094 |
0.7% |
75% |
True |
False |
413 |
| 20 |
1.3409 |
1.2865 |
0.0544 |
4.1% |
0.0111 |
0.8% |
87% |
True |
False |
305 |
| 40 |
1.3409 |
1.2820 |
0.0589 |
4.4% |
0.0112 |
0.8% |
88% |
True |
False |
265 |
| 60 |
1.3496 |
1.2690 |
0.0806 |
6.0% |
0.0119 |
0.9% |
80% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3970 |
|
2.618 |
1.3755 |
|
1.618 |
1.3623 |
|
1.000 |
1.3541 |
|
0.618 |
1.3491 |
|
HIGH |
1.3409 |
|
0.618 |
1.3359 |
|
0.500 |
1.3343 |
|
0.382 |
1.3327 |
|
LOW |
1.3277 |
|
0.618 |
1.3195 |
|
1.000 |
1.3145 |
|
1.618 |
1.3063 |
|
2.618 |
1.2931 |
|
4.250 |
1.2716 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3343 |
1.3328 |
| PP |
1.3341 |
1.3318 |
| S1 |
1.3339 |
1.3309 |
|