CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 24-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2020 |
24-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3380 |
1.3518 |
0.0138 |
1.0% |
1.3341 |
| High |
1.3587 |
1.3634 |
0.0047 |
0.3% |
1.3643 |
| Low |
1.3378 |
1.3512 |
0.0134 |
1.0% |
1.3290 |
| Close |
1.3496 |
1.3552 |
0.0056 |
0.4% |
1.3517 |
| Range |
0.0209 |
0.0122 |
-0.0087 |
-41.6% |
0.0353 |
| ATR |
0.0156 |
0.0154 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
170,997 |
65,288 |
-105,709 |
-61.8% |
579,028 |
|
| Daily Pivots for day following 24-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3932 |
1.3864 |
1.3619 |
|
| R3 |
1.3810 |
1.3742 |
1.3586 |
|
| R2 |
1.3688 |
1.3688 |
1.3574 |
|
| R1 |
1.3620 |
1.3620 |
1.3563 |
1.3654 |
| PP |
1.3566 |
1.3566 |
1.3566 |
1.3583 |
| S1 |
1.3498 |
1.3498 |
1.3541 |
1.3532 |
| S2 |
1.3444 |
1.3444 |
1.3530 |
|
| S3 |
1.3322 |
1.3376 |
1.3518 |
|
| S4 |
1.3200 |
1.3254 |
1.3485 |
|
|
| 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 |
1.3634 |
1.3200 |
0.0434 |
3.2% |
0.0186 |
1.4% |
81% |
True |
False |
126,425 |
| 10 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0172 |
1.3% |
82% |
False |
False |
127,013 |
| 20 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0153 |
1.1% |
82% |
False |
False |
80,130 |
| 40 |
1.3643 |
1.2865 |
0.0778 |
5.7% |
0.0131 |
1.0% |
88% |
False |
False |
40,248 |
| 60 |
1.3643 |
1.2833 |
0.0810 |
6.0% |
0.0125 |
0.9% |
89% |
False |
False |
26,887 |
| 80 |
1.3643 |
1.2690 |
0.0953 |
7.0% |
0.0127 |
0.9% |
90% |
False |
False |
20,207 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4153 |
|
2.618 |
1.3953 |
|
1.618 |
1.3831 |
|
1.000 |
1.3756 |
|
0.618 |
1.3709 |
|
HIGH |
1.3634 |
|
0.618 |
1.3587 |
|
0.500 |
1.3573 |
|
0.382 |
1.3559 |
|
LOW |
1.3512 |
|
0.618 |
1.3437 |
|
1.000 |
1.3390 |
|
1.618 |
1.3315 |
|
2.618 |
1.3193 |
|
4.250 |
1.2994 |
|
|
| Fisher Pivots for day following 24-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3573 |
1.3527 |
| PP |
1.3566 |
1.3502 |
| S1 |
1.3559 |
1.3477 |
|