CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3371 |
1.3396 |
0.0025 |
0.2% |
1.3311 |
| High |
1.3404 |
1.3411 |
0.0007 |
0.1% |
1.3411 |
| Low |
1.3317 |
1.3305 |
-0.0012 |
-0.1% |
1.3277 |
| Close |
1.3394 |
1.3329 |
-0.0065 |
-0.5% |
1.3329 |
| Range |
0.0087 |
0.0106 |
0.0019 |
21.8% |
0.0134 |
| ATR |
0.0107 |
0.0107 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
1,030 |
1,874 |
844 |
81.9% |
4,070 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3666 |
1.3604 |
1.3387 |
|
| R3 |
1.3560 |
1.3498 |
1.3358 |
|
| R2 |
1.3454 |
1.3454 |
1.3348 |
|
| R1 |
1.3392 |
1.3392 |
1.3339 |
1.3370 |
| PP |
1.3348 |
1.3348 |
1.3348 |
1.3338 |
| S1 |
1.3286 |
1.3286 |
1.3319 |
1.3264 |
| S2 |
1.3242 |
1.3242 |
1.3310 |
|
| S3 |
1.3136 |
1.3180 |
1.3300 |
|
| S4 |
1.3030 |
1.3074 |
1.3271 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3741 |
1.3669 |
1.3403 |
|
| R3 |
1.3607 |
1.3535 |
1.3366 |
|
| R2 |
1.3473 |
1.3473 |
1.3354 |
|
| R1 |
1.3401 |
1.3401 |
1.3341 |
1.3437 |
| PP |
1.3339 |
1.3339 |
1.3339 |
1.3357 |
| S1 |
1.3267 |
1.3267 |
1.3317 |
1.3303 |
| S2 |
1.3205 |
1.3205 |
1.3304 |
|
| S3 |
1.3071 |
1.3133 |
1.3292 |
|
| S4 |
1.2937 |
1.2999 |
1.3255 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3411 |
1.3260 |
0.0151 |
1.1% |
0.0093 |
0.7% |
46% |
True |
False |
902 |
| 10 |
1.3411 |
1.3122 |
0.0289 |
2.2% |
0.0085 |
0.6% |
72% |
True |
False |
664 |
| 20 |
1.3411 |
1.2865 |
0.0546 |
4.1% |
0.0107 |
0.8% |
85% |
True |
False |
449 |
| 40 |
1.3411 |
1.2849 |
0.0562 |
4.2% |
0.0110 |
0.8% |
85% |
True |
False |
305 |
| 60 |
1.3411 |
1.2690 |
0.0721 |
5.4% |
0.0118 |
0.9% |
89% |
True |
False |
264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3862 |
|
2.618 |
1.3689 |
|
1.618 |
1.3583 |
|
1.000 |
1.3517 |
|
0.618 |
1.3477 |
|
HIGH |
1.3411 |
|
0.618 |
1.3371 |
|
0.500 |
1.3358 |
|
0.382 |
1.3345 |
|
LOW |
1.3305 |
|
0.618 |
1.3239 |
|
1.000 |
1.3199 |
|
1.618 |
1.3133 |
|
2.618 |
1.3027 |
|
4.250 |
1.2855 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3358 |
1.3358 |
| PP |
1.3348 |
1.3348 |
| S1 |
1.3339 |
1.3339 |
|