CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3396 |
1.3338 |
-0.0058 |
-0.4% |
1.3311 |
| High |
1.3411 |
1.3401 |
-0.0010 |
-0.1% |
1.3411 |
| Low |
1.3305 |
1.3318 |
0.0013 |
0.1% |
1.3277 |
| Close |
1.3329 |
1.3356 |
0.0027 |
0.2% |
1.3329 |
| Range |
0.0106 |
0.0083 |
-0.0023 |
-21.7% |
0.0134 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
1,874 |
1,474 |
-400 |
-21.3% |
4,070 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3607 |
1.3565 |
1.3402 |
|
| R3 |
1.3524 |
1.3482 |
1.3379 |
|
| R2 |
1.3441 |
1.3441 |
1.3371 |
|
| R1 |
1.3399 |
1.3399 |
1.3364 |
1.3420 |
| PP |
1.3358 |
1.3358 |
1.3358 |
1.3369 |
| S1 |
1.3316 |
1.3316 |
1.3348 |
1.3337 |
| S2 |
1.3275 |
1.3275 |
1.3341 |
|
| S3 |
1.3192 |
1.3233 |
1.3333 |
|
| S4 |
1.3109 |
1.3150 |
1.3310 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3741 |
1.3669 |
1.3403 |
|
| R3 |
1.3607 |
1.3535 |
1.3366 |
|
| R2 |
1.3473 |
1.3473 |
1.3354 |
|
| R1 |
1.3401 |
1.3401 |
1.3341 |
1.3437 |
| PP |
1.3339 |
1.3339 |
1.3339 |
1.3357 |
| S1 |
1.3267 |
1.3267 |
1.3317 |
1.3303 |
| S2 |
1.3205 |
1.3205 |
1.3304 |
|
| S3 |
1.3071 |
1.3133 |
1.3292 |
|
| S4 |
1.2937 |
1.2999 |
1.3255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3411 |
1.3277 |
0.0134 |
1.0% |
0.0099 |
0.7% |
59% |
False |
False |
1,108 |
| 10 |
1.3411 |
1.3179 |
0.0232 |
1.7% |
0.0085 |
0.6% |
76% |
False |
False |
767 |
| 20 |
1.3411 |
1.2865 |
0.0546 |
4.1% |
0.0107 |
0.8% |
90% |
False |
False |
511 |
| 40 |
1.3411 |
1.2856 |
0.0555 |
4.2% |
0.0109 |
0.8% |
90% |
False |
False |
317 |
| 60 |
1.3411 |
1.2690 |
0.0721 |
5.4% |
0.0118 |
0.9% |
92% |
False |
False |
288 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3754 |
|
2.618 |
1.3618 |
|
1.618 |
1.3535 |
|
1.000 |
1.3484 |
|
0.618 |
1.3452 |
|
HIGH |
1.3401 |
|
0.618 |
1.3369 |
|
0.500 |
1.3360 |
|
0.382 |
1.3350 |
|
LOW |
1.3318 |
|
0.618 |
1.3267 |
|
1.000 |
1.3235 |
|
1.618 |
1.3184 |
|
2.618 |
1.3101 |
|
4.250 |
1.2965 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3360 |
1.3358 |
| PP |
1.3358 |
1.3357 |
| S1 |
1.3357 |
1.3357 |
|