CME British Pound Future March 2021
Trading Metrics calculated at close of trading on 07-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1.3467 |
1.3431 |
-0.0036 |
-0.3% |
1.3338 |
High |
1.3550 |
1.3449 |
-0.0101 |
-0.7% |
1.3550 |
Low |
1.3422 |
1.3236 |
-0.0186 |
-1.4% |
1.3290 |
Close |
1.3455 |
1.3414 |
-0.0041 |
-0.3% |
1.3455 |
Range |
0.0128 |
0.0213 |
0.0085 |
66.4% |
0.0260 |
ATR |
0.0114 |
0.0122 |
0.0007 |
6.6% |
0.0000 |
Volume |
11,741 |
50,189 |
38,448 |
327.5% |
27,080 |
|
Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4005 |
1.3923 |
1.3531 |
|
R3 |
1.3792 |
1.3710 |
1.3473 |
|
R2 |
1.3579 |
1.3579 |
1.3453 |
|
R1 |
1.3497 |
1.3497 |
1.3434 |
1.3432 |
PP |
1.3366 |
1.3366 |
1.3366 |
1.3334 |
S1 |
1.3284 |
1.3284 |
1.3394 |
1.3219 |
S2 |
1.3153 |
1.3153 |
1.3375 |
|
S3 |
1.2940 |
1.3071 |
1.3355 |
|
S4 |
1.2727 |
1.2858 |
1.3297 |
|
|
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 |
1.3236 |
0.0314 |
2.3% |
0.0155 |
1.2% |
57% |
False |
True |
15,159 |
10 |
1.3550 |
1.3236 |
0.0314 |
2.3% |
0.0127 |
0.9% |
57% |
False |
True |
8,133 |
20 |
1.3550 |
1.3119 |
0.0431 |
3.2% |
0.0108 |
0.8% |
68% |
False |
False |
4,251 |
40 |
1.3550 |
1.2865 |
0.0685 |
5.1% |
0.0116 |
0.9% |
80% |
False |
False |
2,199 |
60 |
1.3550 |
1.2690 |
0.0860 |
6.4% |
0.0116 |
0.9% |
84% |
False |
False |
1,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4354 |
2.618 |
1.4007 |
1.618 |
1.3794 |
1.000 |
1.3662 |
0.618 |
1.3581 |
HIGH |
1.3449 |
0.618 |
1.3368 |
0.500 |
1.3343 |
0.382 |
1.3317 |
LOW |
1.3236 |
0.618 |
1.3104 |
1.000 |
1.3023 |
1.618 |
1.2891 |
2.618 |
1.2678 |
4.250 |
1.2331 |
|
|
Fisher Pivots for day following 07-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1.3390 |
1.3407 |
PP |
1.3366 |
1.3400 |
S1 |
1.3343 |
1.3393 |
|