CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 18-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2020 |
18-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3511 |
1.3596 |
0.0085 |
0.6% |
1.3341 |
| High |
1.3643 |
1.3600 |
-0.0043 |
-0.3% |
1.3643 |
| Low |
1.3509 |
1.3483 |
-0.0026 |
-0.2% |
1.3290 |
| Close |
1.3588 |
1.3517 |
-0.0071 |
-0.5% |
1.3517 |
| Range |
0.0134 |
0.0117 |
-0.0017 |
-12.7% |
0.0353 |
| ATR |
0.0139 |
0.0137 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
105,767 |
93,703 |
-12,064 |
-11.4% |
579,028 |
|
| Daily Pivots for day following 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3884 |
1.3818 |
1.3581 |
|
| R3 |
1.3767 |
1.3701 |
1.3549 |
|
| R2 |
1.3650 |
1.3650 |
1.3538 |
|
| R1 |
1.3584 |
1.3584 |
1.3528 |
1.3559 |
| PP |
1.3533 |
1.3533 |
1.3533 |
1.3521 |
| S1 |
1.3467 |
1.3467 |
1.3506 |
1.3442 |
| S2 |
1.3416 |
1.3416 |
1.3496 |
|
| S3 |
1.3299 |
1.3350 |
1.3485 |
|
| S4 |
1.3182 |
1.3233 |
1.3453 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4542 |
1.4383 |
1.3711 |
|
| R3 |
1.4189 |
1.4030 |
1.3614 |
|
| R2 |
1.3836 |
1.3836 |
1.3582 |
|
| R1 |
1.3677 |
1.3677 |
1.3549 |
1.3757 |
| PP |
1.3483 |
1.3483 |
1.3483 |
1.3523 |
| S1 |
1.3324 |
1.3324 |
1.3485 |
1.3404 |
| S2 |
1.3130 |
1.3130 |
1.3452 |
|
| S3 |
1.2777 |
1.2971 |
1.3420 |
|
| S4 |
1.2424 |
1.2618 |
1.3323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3643 |
1.3290 |
0.0353 |
2.6% |
0.0144 |
1.1% |
64% |
False |
False |
115,805 |
| 10 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0150 |
1.1% |
75% |
False |
False |
103,523 |
| 20 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0130 |
1.0% |
75% |
False |
False |
53,341 |
| 40 |
1.3643 |
1.2865 |
0.0778 |
5.8% |
0.0121 |
0.9% |
84% |
False |
False |
26,798 |
| 60 |
1.3643 |
1.2702 |
0.0941 |
7.0% |
0.0120 |
0.9% |
87% |
False |
False |
17,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4097 |
|
2.618 |
1.3906 |
|
1.618 |
1.3789 |
|
1.000 |
1.3717 |
|
0.618 |
1.3672 |
|
HIGH |
1.3600 |
|
0.618 |
1.3555 |
|
0.500 |
1.3542 |
|
0.382 |
1.3528 |
|
LOW |
1.3483 |
|
0.618 |
1.3411 |
|
1.000 |
1.3366 |
|
1.618 |
1.3294 |
|
2.618 |
1.3177 |
|
4.250 |
1.2986 |
|
|
| Fisher Pivots for day following 18-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3542 |
1.3545 |
| PP |
1.3533 |
1.3535 |
| S1 |
1.3525 |
1.3526 |
|