CME British Pound Future March 2021
Trading Metrics calculated at close of trading on 23-Dec-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
Open |
1.3469 |
1.3380 |
-0.0089 |
-0.7% |
1.3341 |
High |
1.3485 |
1.3587 |
0.0102 |
0.8% |
1.3643 |
Low |
1.3319 |
1.3378 |
0.0059 |
0.4% |
1.3290 |
Close |
1.3370 |
1.3496 |
0.0126 |
0.9% |
1.3517 |
Range |
0.0166 |
0.0209 |
0.0043 |
25.9% |
0.0353 |
ATR |
0.0151 |
0.0156 |
0.0005 |
3.1% |
0.0000 |
Volume |
124,565 |
170,997 |
46,432 |
37.3% |
579,028 |
|
Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4114 |
1.4014 |
1.3611 |
|
R3 |
1.3905 |
1.3805 |
1.3553 |
|
R2 |
1.3696 |
1.3696 |
1.3534 |
|
R1 |
1.3596 |
1.3596 |
1.3515 |
1.3646 |
PP |
1.3487 |
1.3487 |
1.3487 |
1.3512 |
S1 |
1.3387 |
1.3387 |
1.3477 |
1.3437 |
S2 |
1.3278 |
1.3278 |
1.3458 |
|
S3 |
1.3069 |
1.3178 |
1.3439 |
|
S4 |
1.2860 |
1.2969 |
1.3381 |
|
|
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% |
0.0189 |
1.4% |
67% |
False |
False |
134,521 |
10 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0175 |
1.3% |
70% |
False |
False |
131,594 |
20 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0151 |
1.1% |
70% |
False |
False |
76,917 |
40 |
1.3643 |
1.2865 |
0.0778 |
5.8% |
0.0132 |
1.0% |
81% |
False |
False |
38,622 |
60 |
1.3643 |
1.2820 |
0.0823 |
6.1% |
0.0125 |
0.9% |
82% |
False |
False |
25,821 |
80 |
1.3643 |
1.2690 |
0.0953 |
7.1% |
0.0127 |
0.9% |
85% |
False |
False |
19,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4475 |
2.618 |
1.4134 |
1.618 |
1.3925 |
1.000 |
1.3796 |
0.618 |
1.3716 |
HIGH |
1.3587 |
0.618 |
1.3507 |
0.500 |
1.3483 |
0.382 |
1.3458 |
LOW |
1.3378 |
0.618 |
1.3249 |
1.000 |
1.3169 |
1.618 |
1.3040 |
2.618 |
1.2831 |
4.250 |
1.2490 |
|
|
Fisher Pivots for day following 23-Dec-2020 |
Pivot |
1 day |
3 day |
R1 |
1.3492 |
1.3462 |
PP |
1.3487 |
1.3428 |
S1 |
1.3483 |
1.3394 |
|