CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 04-Dec-2020
Day Change Summary
Previous Current
03-Dec-2020 04-Dec-2020 Change Change % Previous Week
Open 1.3382 1.3467 0.0085 0.6% 1.3338
High 1.3512 1.3550 0.0038 0.3% 1.3550
Low 1.3366 1.3422 0.0056 0.4% 1.3290
Close 1.3461 1.3455 -0.0006 0.0% 1.3455
Range 0.0146 0.0128 -0.0018 -12.3% 0.0260
ATR 0.0113 0.0114 0.0001 0.9% 0.0000
Volume 8,520 11,741 3,221 37.8% 27,080
Daily Pivots for day following 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.3860 1.3785 1.3525
R3 1.3732 1.3657 1.3490
R2 1.3604 1.3604 1.3478
R1 1.3529 1.3529 1.3467 1.3503
PP 1.3476 1.3476 1.3476 1.3462
S1 1.3401 1.3401 1.3443 1.3375
S2 1.3348 1.3348 1.3432
S3 1.3220 1.3273 1.3420
S4 1.3092 1.3145 1.3385
Weekly Pivots for week ending 04-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.4212 1.4093 1.3598
R3 1.3952 1.3833 1.3527
R2 1.3692 1.3692 1.3503
R1 1.3573 1.3573 1.3479 1.3633
PP 1.3432 1.3432 1.3432 1.3461
S1 1.3313 1.3313 1.3431 1.3373
S2 1.3172 1.3172 1.3407
S3 1.2912 1.3053 1.3384
S4 1.2652 1.2793 1.3312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3550 1.3290 0.0260 1.9% 0.0129 1.0% 63% True False 5,416
10 1.3550 1.3260 0.0290 2.2% 0.0111 0.8% 67% True False 3,159
20 1.3550 1.3106 0.0444 3.3% 0.0102 0.8% 79% True False 1,750
40 1.3550 1.2865 0.0685 5.1% 0.0114 0.8% 86% True False 945
60 1.3550 1.2690 0.0860 6.4% 0.0114 0.8% 89% True False 710
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.4094
2.618 1.3885
1.618 1.3757
1.000 1.3678
0.618 1.3629
HIGH 1.3550
0.618 1.3501
0.500 1.3486
0.382 1.3471
LOW 1.3422
0.618 1.3343
1.000 1.3294
1.618 1.3215
2.618 1.3087
4.250 1.2878
Fisher Pivots for day following 04-Dec-2020
Pivot 1 day 3 day
R1 1.3486 1.3443
PP 1.3476 1.3432
S1 1.3465 1.3420

These figures are updated between 7pm and 10pm EST after a trading day.

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