CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 31-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2020 |
31-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3512 |
1.3618 |
0.0106 |
0.8% |
1.3448 |
| High |
1.3633 |
1.3693 |
0.0060 |
0.4% |
1.3634 |
| Low |
1.3499 |
1.3610 |
0.0111 |
0.8% |
1.3200 |
| Close |
1.3618 |
1.3659 |
0.0041 |
0.3% |
1.3552 |
| Range |
0.0134 |
0.0083 |
-0.0051 |
-38.1% |
0.0434 |
| ATR |
0.0147 |
0.0143 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
86,234 |
80,237 |
-5,997 |
-7.0% |
538,423 |
|
| Daily Pivots for day following 31-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3903 |
1.3864 |
1.3705 |
|
| R3 |
1.3820 |
1.3781 |
1.3682 |
|
| R2 |
1.3737 |
1.3737 |
1.3674 |
|
| R1 |
1.3698 |
1.3698 |
1.3667 |
1.3718 |
| PP |
1.3654 |
1.3654 |
1.3654 |
1.3664 |
| S1 |
1.3615 |
1.3615 |
1.3651 |
1.3635 |
| S2 |
1.3571 |
1.3571 |
1.3644 |
|
| S3 |
1.3488 |
1.3532 |
1.3636 |
|
| S4 |
1.3405 |
1.3449 |
1.3613 |
|
|
| 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 |
1.3693 |
1.3439 |
0.0254 |
1.9% |
0.0113 |
0.8% |
87% |
True |
False |
76,286 |
| 10 |
1.3693 |
1.3200 |
0.0493 |
3.6% |
0.0151 |
1.1% |
93% |
True |
False |
105,403 |
| 20 |
1.3693 |
1.3146 |
0.0547 |
4.0% |
0.0151 |
1.1% |
94% |
True |
False |
95,503 |
| 40 |
1.3693 |
1.2925 |
0.0768 |
5.6% |
0.0131 |
1.0% |
96% |
True |
False |
48,134 |
| 60 |
1.3693 |
1.2856 |
0.0837 |
6.1% |
0.0124 |
0.9% |
96% |
True |
False |
32,132 |
| 80 |
1.3693 |
1.2690 |
0.1003 |
7.3% |
0.0125 |
0.9% |
97% |
True |
False |
24,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4046 |
|
2.618 |
1.3910 |
|
1.618 |
1.3827 |
|
1.000 |
1.3776 |
|
0.618 |
1.3744 |
|
HIGH |
1.3693 |
|
0.618 |
1.3661 |
|
0.500 |
1.3652 |
|
0.382 |
1.3642 |
|
LOW |
1.3610 |
|
0.618 |
1.3559 |
|
1.000 |
1.3527 |
|
1.618 |
1.3476 |
|
2.618 |
1.3393 |
|
4.250 |
1.3257 |
|
|
| Fisher Pivots for day following 31-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3657 |
1.3631 |
| PP |
1.3654 |
1.3604 |
| S1 |
1.3652 |
1.3576 |
|