CME British Pound Future March 2021
Trading Metrics calculated at close of trading on 16-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2020 |
16-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1.3341 |
1.3465 |
0.0124 |
0.9% |
1.3431 |
High |
1.3481 |
1.3568 |
0.0087 |
0.6% |
1.3491 |
Low |
1.3290 |
1.3446 |
0.0156 |
1.2% |
1.3146 |
Close |
1.3444 |
1.3494 |
0.0050 |
0.4% |
1.3238 |
Range |
0.0191 |
0.0122 |
-0.0069 |
-36.1% |
0.0345 |
ATR |
0.0139 |
0.0138 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
128,613 |
109,868 |
-18,745 |
-14.6% |
456,206 |
|
Daily Pivots for day following 16-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3869 |
1.3803 |
1.3561 |
|
R3 |
1.3747 |
1.3681 |
1.3528 |
|
R2 |
1.3625 |
1.3625 |
1.3516 |
|
R1 |
1.3559 |
1.3559 |
1.3505 |
1.3592 |
PP |
1.3503 |
1.3503 |
1.3503 |
1.3519 |
S1 |
1.3437 |
1.3437 |
1.3483 |
1.3470 |
S2 |
1.3381 |
1.3381 |
1.3472 |
|
S3 |
1.3259 |
1.3315 |
1.3460 |
|
S4 |
1.3137 |
1.3193 |
1.3427 |
|
|
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 |
1.3568 |
1.3146 |
0.0422 |
3.1% |
0.0161 |
1.2% |
82% |
True |
False |
128,668 |
10 |
1.3568 |
1.3146 |
0.0422 |
3.1% |
0.0152 |
1.1% |
82% |
True |
False |
85,602 |
20 |
1.3568 |
1.3146 |
0.0422 |
3.1% |
0.0125 |
0.9% |
82% |
True |
False |
43,400 |
40 |
1.3568 |
1.2865 |
0.0703 |
5.2% |
0.0121 |
0.9% |
89% |
True |
False |
21,825 |
60 |
1.3568 |
1.2690 |
0.0878 |
6.5% |
0.0119 |
0.9% |
92% |
True |
False |
14,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4087 |
2.618 |
1.3887 |
1.618 |
1.3765 |
1.000 |
1.3690 |
0.618 |
1.3643 |
HIGH |
1.3568 |
0.618 |
1.3521 |
0.500 |
1.3507 |
0.382 |
1.3493 |
LOW |
1.3446 |
0.618 |
1.3371 |
1.000 |
1.3324 |
1.618 |
1.3249 |
2.618 |
1.3127 |
4.250 |
1.2928 |
|
|
Fisher Pivots for day following 16-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1.3507 |
1.3472 |
PP |
1.3503 |
1.3451 |
S1 |
1.3498 |
1.3429 |
|