CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3377 |
1.3311 |
-0.0066 |
-0.5% |
1.3431 |
| High |
1.3401 |
1.3337 |
-0.0064 |
-0.5% |
1.3491 |
| Low |
1.3257 |
1.3146 |
-0.0111 |
-0.8% |
1.3146 |
| Close |
1.3302 |
1.3238 |
-0.0064 |
-0.5% |
1.3238 |
| Range |
0.0144 |
0.0191 |
0.0047 |
32.6% |
0.0345 |
| ATR |
0.0123 |
0.0128 |
0.0005 |
3.9% |
0.0000 |
| Volume |
111,099 |
152,687 |
41,588 |
37.4% |
456,206 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3813 |
1.3717 |
1.3343 |
|
| R3 |
1.3622 |
1.3526 |
1.3291 |
|
| R2 |
1.3431 |
1.3431 |
1.3273 |
|
| R1 |
1.3335 |
1.3335 |
1.3256 |
1.3288 |
| PP |
1.3240 |
1.3240 |
1.3240 |
1.3217 |
| S1 |
1.3144 |
1.3144 |
1.3220 |
1.3097 |
| S2 |
1.3049 |
1.3049 |
1.3203 |
|
| S3 |
1.2858 |
1.2953 |
1.3185 |
|
| S4 |
1.2667 |
1.2762 |
1.3133 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4327 |
1.4127 |
1.3428 |
|
| R3 |
1.3982 |
1.3782 |
1.3333 |
|
| R2 |
1.3637 |
1.3637 |
1.3301 |
|
| R1 |
1.3437 |
1.3437 |
1.3270 |
1.3365 |
| PP |
1.3292 |
1.3292 |
1.3292 |
1.3255 |
| S1 |
1.3092 |
1.3092 |
1.3206 |
1.3020 |
| S2 |
1.2947 |
1.2947 |
1.3175 |
|
| S3 |
1.2602 |
1.2747 |
1.3143 |
|
| S4 |
1.2257 |
1.2402 |
1.3048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3491 |
1.3146 |
0.0345 |
2.6% |
0.0156 |
1.2% |
27% |
False |
True |
91,241 |
| 10 |
1.3550 |
1.3146 |
0.0404 |
3.1% |
0.0143 |
1.1% |
23% |
False |
True |
48,328 |
| 20 |
1.3550 |
1.3122 |
0.0428 |
3.2% |
0.0114 |
0.9% |
27% |
False |
False |
24,496 |
| 40 |
1.3550 |
1.2865 |
0.0685 |
5.2% |
0.0116 |
0.9% |
54% |
False |
False |
12,343 |
| 60 |
1.3550 |
1.2690 |
0.0860 |
6.5% |
0.0118 |
0.9% |
64% |
False |
False |
8,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4149 |
|
2.618 |
1.3837 |
|
1.618 |
1.3646 |
|
1.000 |
1.3528 |
|
0.618 |
1.3455 |
|
HIGH |
1.3337 |
|
0.618 |
1.3264 |
|
0.500 |
1.3242 |
|
0.382 |
1.3219 |
|
LOW |
1.3146 |
|
0.618 |
1.3028 |
|
1.000 |
1.2955 |
|
1.618 |
1.2837 |
|
2.618 |
1.2646 |
|
4.250 |
1.2334 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3242 |
1.3319 |
| PP |
1.3240 |
1.3292 |
| S1 |
1.3239 |
1.3265 |
|