CME British Pound Future March 2021
Trading Metrics calculated at close of trading on 03-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1.3441 |
1.3382 |
-0.0059 |
-0.4% |
1.3311 |
High |
1.3453 |
1.3512 |
0.0059 |
0.4% |
1.3411 |
Low |
1.3290 |
1.3366 |
0.0076 |
0.6% |
1.3277 |
Close |
1.3370 |
1.3461 |
0.0091 |
0.7% |
1.3329 |
Range |
0.0163 |
0.0146 |
-0.0017 |
-10.4% |
0.0134 |
ATR |
0.0111 |
0.0113 |
0.0003 |
2.3% |
0.0000 |
Volume |
2,790 |
8,520 |
5,730 |
205.4% |
4,070 |
|
Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3884 |
1.3819 |
1.3541 |
|
R3 |
1.3738 |
1.3673 |
1.3501 |
|
R2 |
1.3592 |
1.3592 |
1.3488 |
|
R1 |
1.3527 |
1.3527 |
1.3474 |
1.3560 |
PP |
1.3446 |
1.3446 |
1.3446 |
1.3463 |
S1 |
1.3381 |
1.3381 |
1.3448 |
1.3414 |
S2 |
1.3300 |
1.3300 |
1.3434 |
|
S3 |
1.3154 |
1.3235 |
1.3421 |
|
S4 |
1.3008 |
1.3089 |
1.3381 |
|
|
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 |
1.3512 |
1.3290 |
0.0222 |
1.6% |
0.0125 |
0.9% |
77% |
True |
False |
3,442 |
10 |
1.3512 |
1.3208 |
0.0304 |
2.3% |
0.0106 |
0.8% |
83% |
True |
False |
2,026 |
20 |
1.3512 |
1.2952 |
0.0560 |
4.2% |
0.0106 |
0.8% |
91% |
True |
False |
1,183 |
40 |
1.3512 |
1.2865 |
0.0647 |
4.8% |
0.0112 |
0.8% |
92% |
True |
False |
652 |
60 |
1.3512 |
1.2690 |
0.0822 |
6.1% |
0.0117 |
0.9% |
94% |
True |
False |
515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4133 |
2.618 |
1.3894 |
1.618 |
1.3748 |
1.000 |
1.3658 |
0.618 |
1.3602 |
HIGH |
1.3512 |
0.618 |
1.3456 |
0.500 |
1.3439 |
0.382 |
1.3422 |
LOW |
1.3366 |
0.618 |
1.3276 |
1.000 |
1.3220 |
1.618 |
1.3130 |
2.618 |
1.2984 |
4.250 |
1.2746 |
|
|
Fisher Pivots for day following 03-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1.3454 |
1.3441 |
PP |
1.3446 |
1.3421 |
S1 |
1.3439 |
1.3401 |
|