CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 30-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2020 |
30-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3459 |
1.3512 |
0.0053 |
0.4% |
1.3448 |
| High |
1.3532 |
1.3633 |
0.0101 |
0.7% |
1.3634 |
| Low |
1.3459 |
1.3499 |
0.0040 |
0.3% |
1.3200 |
| Close |
1.3508 |
1.3618 |
0.0110 |
0.8% |
1.3552 |
| Range |
0.0073 |
0.0134 |
0.0061 |
83.6% |
0.0434 |
| ATR |
0.0149 |
0.0147 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
76,483 |
86,234 |
9,751 |
12.7% |
538,423 |
|
| Daily Pivots for day following 30-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3985 |
1.3936 |
1.3692 |
|
| R3 |
1.3851 |
1.3802 |
1.3655 |
|
| R2 |
1.3717 |
1.3717 |
1.3643 |
|
| R1 |
1.3668 |
1.3668 |
1.3630 |
1.3693 |
| PP |
1.3583 |
1.3583 |
1.3583 |
1.3596 |
| S1 |
1.3534 |
1.3534 |
1.3606 |
1.3559 |
| S2 |
1.3449 |
1.3449 |
1.3593 |
|
| S3 |
1.3315 |
1.3400 |
1.3581 |
|
| S4 |
1.3181 |
1.3266 |
1.3544 |
|
|
| 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 |
1.3378 |
0.0256 |
1.9% |
0.0138 |
1.0% |
94% |
False |
False |
94,438 |
| 10 |
1.3643 |
1.3200 |
0.0443 |
3.3% |
0.0155 |
1.1% |
94% |
False |
False |
108,367 |
| 20 |
1.3643 |
1.3146 |
0.0497 |
3.6% |
0.0155 |
1.1% |
95% |
False |
False |
91,630 |
| 40 |
1.3643 |
1.2925 |
0.0718 |
5.3% |
0.0132 |
1.0% |
97% |
False |
False |
46,131 |
| 60 |
1.3643 |
1.2856 |
0.0787 |
5.8% |
0.0125 |
0.9% |
97% |
False |
False |
30,797 |
| 80 |
1.3643 |
1.2690 |
0.0953 |
7.0% |
0.0127 |
0.9% |
97% |
False |
False |
23,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4203 |
|
2.618 |
1.3984 |
|
1.618 |
1.3850 |
|
1.000 |
1.3767 |
|
0.618 |
1.3716 |
|
HIGH |
1.3633 |
|
0.618 |
1.3582 |
|
0.500 |
1.3566 |
|
0.382 |
1.3550 |
|
LOW |
1.3499 |
|
0.618 |
1.3416 |
|
1.000 |
1.3365 |
|
1.618 |
1.3282 |
|
2.618 |
1.3148 |
|
4.250 |
1.2930 |
|
|
| Fisher Pivots for day following 30-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3601 |
1.3591 |
| PP |
1.3583 |
1.3563 |
| S1 |
1.3566 |
1.3536 |
|