CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 29-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2020 |
29-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3569 |
1.3459 |
-0.0110 |
-0.8% |
1.3448 |
| High |
1.3590 |
1.3532 |
-0.0058 |
-0.4% |
1.3634 |
| Low |
1.3439 |
1.3459 |
0.0020 |
0.1% |
1.3200 |
| Close |
1.3458 |
1.3508 |
0.0050 |
0.4% |
1.3552 |
| Range |
0.0151 |
0.0073 |
-0.0078 |
-51.7% |
0.0434 |
| ATR |
0.0154 |
0.0149 |
-0.0006 |
-3.7% |
0.0000 |
| Volume |
73,192 |
76,483 |
3,291 |
4.5% |
538,423 |
|
| Daily Pivots for day following 29-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3719 |
1.3686 |
1.3548 |
|
| R3 |
1.3646 |
1.3613 |
1.3528 |
|
| R2 |
1.3573 |
1.3573 |
1.3521 |
|
| R1 |
1.3540 |
1.3540 |
1.3515 |
1.3557 |
| PP |
1.3500 |
1.3500 |
1.3500 |
1.3508 |
| S1 |
1.3467 |
1.3467 |
1.3501 |
1.3484 |
| S2 |
1.3427 |
1.3427 |
1.3495 |
|
| S3 |
1.3354 |
1.3394 |
1.3488 |
|
| S4 |
1.3281 |
1.3321 |
1.3468 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4764 |
1.4592 |
1.3791 |
|
| R3 |
1.4330 |
1.4158 |
1.3671 |
|
| R2 |
1.3896 |
1.3896 |
1.3632 |
|
| R1 |
1.3724 |
1.3724 |
1.3592 |
1.3810 |
| PP |
1.3462 |
1.3462 |
1.3462 |
1.3505 |
| S1 |
1.3290 |
1.3290 |
1.3512 |
1.3376 |
| S2 |
1.3028 |
1.3028 |
1.3472 |
|
| S3 |
1.2594 |
1.2856 |
1.3433 |
|
| S4 |
1.2160 |
1.2422 |
1.3313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3634 |
1.3319 |
0.0315 |
2.3% |
0.0144 |
1.1% |
60% |
False |
False |
102,105 |
| 10 |
1.3643 |
1.3200 |
0.0443 |
3.3% |
0.0160 |
1.2% |
70% |
False |
False |
112,604 |
| 20 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0155 |
1.1% |
73% |
False |
False |
87,446 |
| 40 |
1.3643 |
1.2865 |
0.0778 |
5.8% |
0.0131 |
1.0% |
83% |
False |
False |
43,979 |
| 60 |
1.3643 |
1.2856 |
0.0787 |
5.8% |
0.0124 |
0.9% |
83% |
False |
False |
29,360 |
| 80 |
1.3643 |
1.2690 |
0.0953 |
7.1% |
0.0127 |
0.9% |
86% |
False |
False |
22,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3842 |
|
2.618 |
1.3723 |
|
1.618 |
1.3650 |
|
1.000 |
1.3605 |
|
0.618 |
1.3577 |
|
HIGH |
1.3532 |
|
0.618 |
1.3504 |
|
0.500 |
1.3496 |
|
0.382 |
1.3487 |
|
LOW |
1.3459 |
|
0.618 |
1.3414 |
|
1.000 |
1.3386 |
|
1.618 |
1.3341 |
|
2.618 |
1.3268 |
|
4.250 |
1.3149 |
|
|
| Fisher Pivots for day following 29-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3504 |
1.3537 |
| PP |
1.3500 |
1.3527 |
| S1 |
1.3496 |
1.3518 |
|