CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3371 |
1.3377 |
0.0006 |
0.0% |
1.3338 |
| High |
1.3491 |
1.3401 |
-0.0090 |
-0.7% |
1.3550 |
| Low |
1.3363 |
1.3257 |
-0.0106 |
-0.8% |
1.3290 |
| Close |
1.3409 |
1.3302 |
-0.0107 |
-0.8% |
1.3455 |
| Range |
0.0128 |
0.0144 |
0.0016 |
12.5% |
0.0260 |
| ATR |
0.0121 |
0.0123 |
0.0002 |
1.8% |
0.0000 |
| Volume |
83,109 |
111,099 |
27,990 |
33.7% |
27,080 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3752 |
1.3671 |
1.3381 |
|
| R3 |
1.3608 |
1.3527 |
1.3342 |
|
| R2 |
1.3464 |
1.3464 |
1.3328 |
|
| R1 |
1.3383 |
1.3383 |
1.3315 |
1.3352 |
| PP |
1.3320 |
1.3320 |
1.3320 |
1.3304 |
| S1 |
1.3239 |
1.3239 |
1.3289 |
1.3208 |
| S2 |
1.3176 |
1.3176 |
1.3276 |
|
| S3 |
1.3032 |
1.3095 |
1.3262 |
|
| S4 |
1.2888 |
1.2951 |
1.3223 |
|
|
| 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 |
2.4% |
0.0143 |
1.1% |
21% |
False |
False |
63,052 |
| 10 |
1.3550 |
1.3236 |
0.0314 |
2.4% |
0.0134 |
1.0% |
21% |
False |
False |
33,247 |
| 20 |
1.3550 |
1.3119 |
0.0431 |
3.2% |
0.0110 |
0.8% |
42% |
False |
False |
16,880 |
| 40 |
1.3550 |
1.2865 |
0.0685 |
5.1% |
0.0115 |
0.9% |
64% |
False |
False |
8,527 |
| 60 |
1.3550 |
1.2690 |
0.0860 |
6.5% |
0.0117 |
0.9% |
71% |
False |
False |
5,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4013 |
|
2.618 |
1.3778 |
|
1.618 |
1.3634 |
|
1.000 |
1.3545 |
|
0.618 |
1.3490 |
|
HIGH |
1.3401 |
|
0.618 |
1.3346 |
|
0.500 |
1.3329 |
|
0.382 |
1.3312 |
|
LOW |
1.3257 |
|
0.618 |
1.3168 |
|
1.000 |
1.3113 |
|
1.618 |
1.3024 |
|
2.618 |
1.2880 |
|
4.250 |
1.2645 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3329 |
1.3374 |
| PP |
1.3320 |
1.3350 |
| S1 |
1.3311 |
1.3326 |
|