CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 22-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2020 |
22-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3448 |
1.3469 |
0.0021 |
0.2% |
1.3341 |
| High |
1.3517 |
1.3485 |
-0.0032 |
-0.2% |
1.3643 |
| Low |
1.3200 |
1.3319 |
0.0119 |
0.9% |
1.3290 |
| Close |
1.3475 |
1.3370 |
-0.0105 |
-0.8% |
1.3517 |
| Range |
0.0317 |
0.0166 |
-0.0151 |
-47.6% |
0.0353 |
| ATR |
0.0150 |
0.0151 |
0.0001 |
0.8% |
0.0000 |
| Volume |
177,573 |
124,565 |
-53,008 |
-29.9% |
579,028 |
|
| Daily Pivots for day following 22-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3889 |
1.3796 |
1.3461 |
|
| R3 |
1.3723 |
1.3630 |
1.3416 |
|
| R2 |
1.3557 |
1.3557 |
1.3400 |
|
| R1 |
1.3464 |
1.3464 |
1.3385 |
1.3428 |
| PP |
1.3391 |
1.3391 |
1.3391 |
1.3373 |
| S1 |
1.3298 |
1.3298 |
1.3355 |
1.3262 |
| S2 |
1.3225 |
1.3225 |
1.3340 |
|
| S3 |
1.3059 |
1.3132 |
1.3324 |
|
| S4 |
1.2893 |
1.2966 |
1.3279 |
|
|
| 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% |
0.0171 |
1.3% |
38% |
False |
False |
122,295 |
| 10 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0167 |
1.2% |
45% |
False |
False |
122,806 |
| 20 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0145 |
1.1% |
45% |
False |
False |
68,392 |
| 40 |
1.3643 |
1.2865 |
0.0778 |
5.8% |
0.0128 |
1.0% |
65% |
False |
False |
34,349 |
| 60 |
1.3643 |
1.2820 |
0.0823 |
6.2% |
0.0123 |
0.9% |
67% |
False |
False |
22,974 |
| 80 |
1.3643 |
1.2690 |
0.0953 |
7.1% |
0.0125 |
0.9% |
71% |
False |
False |
17,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4191 |
|
2.618 |
1.3920 |
|
1.618 |
1.3754 |
|
1.000 |
1.3651 |
|
0.618 |
1.3588 |
|
HIGH |
1.3485 |
|
0.618 |
1.3422 |
|
0.500 |
1.3402 |
|
0.382 |
1.3382 |
|
LOW |
1.3319 |
|
0.618 |
1.3216 |
|
1.000 |
1.3153 |
|
1.618 |
1.3050 |
|
2.618 |
1.2884 |
|
4.250 |
1.2614 |
|
|
| Fisher Pivots for day following 22-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3402 |
1.3400 |
| PP |
1.3391 |
1.3390 |
| S1 |
1.3381 |
1.3380 |
|