CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3311 |
1.3337 |
0.0026 |
0.2% |
1.3221 |
| High |
1.3409 |
1.3392 |
-0.0017 |
-0.1% |
1.3323 |
| Low |
1.3277 |
1.3305 |
0.0028 |
0.2% |
1.3179 |
| Close |
1.3337 |
1.3363 |
0.0026 |
0.2% |
1.3290 |
| Range |
0.0132 |
0.0087 |
-0.0045 |
-34.1% |
0.0144 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
666 |
500 |
-166 |
-24.9% |
2,128 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3614 |
1.3576 |
1.3411 |
|
| R3 |
1.3527 |
1.3489 |
1.3387 |
|
| R2 |
1.3440 |
1.3440 |
1.3379 |
|
| R1 |
1.3402 |
1.3402 |
1.3371 |
1.3421 |
| PP |
1.3353 |
1.3353 |
1.3353 |
1.3363 |
| S1 |
1.3315 |
1.3315 |
1.3355 |
1.3334 |
| S2 |
1.3266 |
1.3266 |
1.3347 |
|
| S3 |
1.3179 |
1.3228 |
1.3339 |
|
| S4 |
1.3092 |
1.3141 |
1.3315 |
|
|
| 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 |
1.3208 |
0.0201 |
1.5% |
0.0083 |
0.6% |
77% |
False |
False |
451 |
| 10 |
1.3409 |
1.3119 |
0.0290 |
2.2% |
0.0090 |
0.7% |
84% |
False |
False |
443 |
| 20 |
1.3409 |
1.2865 |
0.0544 |
4.1% |
0.0112 |
0.8% |
92% |
False |
False |
326 |
| 40 |
1.3409 |
1.2820 |
0.0589 |
4.4% |
0.0113 |
0.8% |
92% |
False |
False |
273 |
| 60 |
1.3496 |
1.2690 |
0.0806 |
6.0% |
0.0119 |
0.9% |
83% |
False |
False |
218 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3762 |
|
2.618 |
1.3620 |
|
1.618 |
1.3533 |
|
1.000 |
1.3479 |
|
0.618 |
1.3446 |
|
HIGH |
1.3392 |
|
0.618 |
1.3359 |
|
0.500 |
1.3349 |
|
0.382 |
1.3338 |
|
LOW |
1.3305 |
|
0.618 |
1.3251 |
|
1.000 |
1.3218 |
|
1.618 |
1.3164 |
|
2.618 |
1.3077 |
|
4.250 |
1.2935 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3358 |
1.3354 |
| PP |
1.3353 |
1.3344 |
| S1 |
1.3349 |
1.3335 |
|