CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 21-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2020 |
21-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3596 |
1.3448 |
-0.0148 |
-1.1% |
1.3341 |
| High |
1.3600 |
1.3517 |
-0.0083 |
-0.6% |
1.3643 |
| Low |
1.3483 |
1.3200 |
-0.0283 |
-2.1% |
1.3290 |
| Close |
1.3517 |
1.3475 |
-0.0042 |
-0.3% |
1.3517 |
| Range |
0.0117 |
0.0317 |
0.0200 |
170.9% |
0.0353 |
| ATR |
0.0137 |
0.0150 |
0.0013 |
9.4% |
0.0000 |
| Volume |
93,703 |
177,573 |
83,870 |
89.5% |
579,028 |
|
| Daily Pivots for day following 21-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4348 |
1.4229 |
1.3649 |
|
| R3 |
1.4031 |
1.3912 |
1.3562 |
|
| R2 |
1.3714 |
1.3714 |
1.3533 |
|
| R1 |
1.3595 |
1.3595 |
1.3504 |
1.3655 |
| PP |
1.3397 |
1.3397 |
1.3397 |
1.3427 |
| S1 |
1.3278 |
1.3278 |
1.3446 |
1.3338 |
| S2 |
1.3080 |
1.3080 |
1.3417 |
|
| S3 |
1.2763 |
1.2961 |
1.3388 |
|
| S4 |
1.2446 |
1.2644 |
1.3301 |
|
|
| 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 |
1.3200 |
0.0443 |
3.3% |
0.0176 |
1.3% |
62% |
False |
True |
123,104 |
| 10 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0160 |
1.2% |
66% |
False |
False |
116,261 |
| 20 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0144 |
1.1% |
66% |
False |
False |
62,197 |
| 40 |
1.3643 |
1.2865 |
0.0778 |
5.8% |
0.0126 |
0.9% |
78% |
False |
False |
31,236 |
| 60 |
1.3643 |
1.2766 |
0.0877 |
6.5% |
0.0123 |
0.9% |
81% |
False |
False |
20,900 |
| 80 |
1.3643 |
1.2690 |
0.0953 |
7.1% |
0.0125 |
0.9% |
82% |
False |
False |
15,698 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4864 |
|
2.618 |
1.4347 |
|
1.618 |
1.4030 |
|
1.000 |
1.3834 |
|
0.618 |
1.3713 |
|
HIGH |
1.3517 |
|
0.618 |
1.3396 |
|
0.500 |
1.3359 |
|
0.382 |
1.3321 |
|
LOW |
1.3200 |
|
0.618 |
1.3004 |
|
1.000 |
1.2883 |
|
1.618 |
1.2687 |
|
2.618 |
1.2370 |
|
4.250 |
1.1853 |
|
|
| Fisher Pivots for day following 21-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3436 |
1.3457 |
| PP |
1.3397 |
1.3439 |
| S1 |
1.3359 |
1.3422 |
|