CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 17-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2020 |
17-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3465 |
1.3511 |
0.0046 |
0.3% |
1.3431 |
| High |
1.3568 |
1.3643 |
0.0075 |
0.6% |
1.3491 |
| Low |
1.3446 |
1.3509 |
0.0063 |
0.5% |
1.3146 |
| Close |
1.3494 |
1.3588 |
0.0094 |
0.7% |
1.3238 |
| Range |
0.0122 |
0.0134 |
0.0012 |
9.8% |
0.0345 |
| ATR |
0.0138 |
0.0139 |
0.0001 |
0.6% |
0.0000 |
| Volume |
109,868 |
105,767 |
-4,101 |
-3.7% |
456,206 |
|
| Daily Pivots for day following 17-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3982 |
1.3919 |
1.3662 |
|
| R3 |
1.3848 |
1.3785 |
1.3625 |
|
| R2 |
1.3714 |
1.3714 |
1.3613 |
|
| R1 |
1.3651 |
1.3651 |
1.3600 |
1.3683 |
| PP |
1.3580 |
1.3580 |
1.3580 |
1.3596 |
| S1 |
1.3517 |
1.3517 |
1.3576 |
1.3549 |
| S2 |
1.3446 |
1.3446 |
1.3563 |
|
| S3 |
1.3312 |
1.3383 |
1.3551 |
|
| S4 |
1.3178 |
1.3249 |
1.3514 |
|
|
| 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 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0159 |
1.2% |
89% |
True |
False |
127,602 |
| 10 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0151 |
1.1% |
89% |
True |
False |
95,327 |
| 20 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0129 |
0.9% |
89% |
True |
False |
48,676 |
| 40 |
1.3643 |
1.2865 |
0.0778 |
5.7% |
0.0120 |
0.9% |
93% |
True |
False |
24,460 |
| 60 |
1.3643 |
1.2702 |
0.0941 |
6.9% |
0.0120 |
0.9% |
94% |
True |
False |
16,383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4213 |
|
2.618 |
1.3994 |
|
1.618 |
1.3860 |
|
1.000 |
1.3777 |
|
0.618 |
1.3726 |
|
HIGH |
1.3643 |
|
0.618 |
1.3592 |
|
0.500 |
1.3576 |
|
0.382 |
1.3560 |
|
LOW |
1.3509 |
|
0.618 |
1.3426 |
|
1.000 |
1.3375 |
|
1.618 |
1.3292 |
|
2.618 |
1.3158 |
|
4.250 |
1.2940 |
|
|
| Fisher Pivots for day following 17-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3584 |
1.3548 |
| PP |
1.3580 |
1.3507 |
| S1 |
1.3576 |
1.3467 |
|