CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3337 |
1.3371 |
0.0034 |
0.3% |
1.3221 |
| High |
1.3392 |
1.3404 |
0.0012 |
0.1% |
1.3323 |
| Low |
1.3305 |
1.3317 |
0.0012 |
0.1% |
1.3179 |
| Close |
1.3363 |
1.3394 |
0.0031 |
0.2% |
1.3290 |
| Range |
0.0087 |
0.0087 |
0.0000 |
0.0% |
0.0144 |
| ATR |
0.0108 |
0.0107 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
500 |
1,030 |
530 |
106.0% |
2,128 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3633 |
1.3600 |
1.3442 |
|
| R3 |
1.3546 |
1.3513 |
1.3418 |
|
| R2 |
1.3459 |
1.3459 |
1.3410 |
|
| R1 |
1.3426 |
1.3426 |
1.3402 |
1.3443 |
| PP |
1.3372 |
1.3372 |
1.3372 |
1.3380 |
| S1 |
1.3339 |
1.3339 |
1.3386 |
1.3356 |
| S2 |
1.3285 |
1.3285 |
1.3378 |
|
| S3 |
1.3198 |
1.3252 |
1.3370 |
|
| S4 |
1.3111 |
1.3165 |
1.3346 |
|
|
| 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% |
0.0087 |
0.7% |
93% |
False |
False |
610 |
| 10 |
1.3409 |
1.3119 |
0.0290 |
2.2% |
0.0087 |
0.6% |
95% |
False |
False |
514 |
| 20 |
1.3409 |
1.2865 |
0.0544 |
4.1% |
0.0109 |
0.8% |
97% |
False |
False |
365 |
| 40 |
1.3409 |
1.2833 |
0.0576 |
4.3% |
0.0111 |
0.8% |
97% |
False |
False |
265 |
| 60 |
1.3409 |
1.2690 |
0.0719 |
5.4% |
0.0118 |
0.9% |
98% |
False |
False |
233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3774 |
|
2.618 |
1.3632 |
|
1.618 |
1.3545 |
|
1.000 |
1.3491 |
|
0.618 |
1.3458 |
|
HIGH |
1.3404 |
|
0.618 |
1.3371 |
|
0.500 |
1.3361 |
|
0.382 |
1.3350 |
|
LOW |
1.3317 |
|
0.618 |
1.3263 |
|
1.000 |
1.3230 |
|
1.618 |
1.3176 |
|
2.618 |
1.3089 |
|
4.250 |
1.2947 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3383 |
1.3377 |
| PP |
1.3372 |
1.3360 |
| S1 |
1.3361 |
1.3343 |
|