CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3338 |
1.3349 |
0.0011 |
0.1% |
1.3311 |
| High |
1.3401 |
1.3455 |
0.0054 |
0.4% |
1.3411 |
| Low |
1.3318 |
1.3330 |
0.0012 |
0.1% |
1.3277 |
| Close |
1.3356 |
1.3429 |
0.0073 |
0.5% |
1.3329 |
| Range |
0.0083 |
0.0125 |
0.0042 |
50.6% |
0.0134 |
| ATR |
0.0105 |
0.0107 |
0.0001 |
1.4% |
0.0000 |
| Volume |
1,474 |
2,555 |
1,081 |
73.3% |
4,070 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3780 |
1.3729 |
1.3498 |
|
| R3 |
1.3655 |
1.3604 |
1.3463 |
|
| R2 |
1.3530 |
1.3530 |
1.3452 |
|
| R1 |
1.3479 |
1.3479 |
1.3440 |
1.3505 |
| PP |
1.3405 |
1.3405 |
1.3405 |
1.3417 |
| S1 |
1.3354 |
1.3354 |
1.3418 |
1.3380 |
| S2 |
1.3280 |
1.3280 |
1.3406 |
|
| S3 |
1.3155 |
1.3229 |
1.3395 |
|
| S4 |
1.3030 |
1.3104 |
1.3360 |
|
|
| 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 |
1.3455 |
1.3305 |
0.0150 |
1.1% |
0.0098 |
0.7% |
83% |
True |
False |
1,486 |
| 10 |
1.3455 |
1.3206 |
0.0249 |
1.9% |
0.0090 |
0.7% |
90% |
True |
False |
1,005 |
| 20 |
1.3455 |
1.2925 |
0.0530 |
3.9% |
0.0109 |
0.8% |
95% |
True |
False |
632 |
| 40 |
1.3455 |
1.2856 |
0.0599 |
4.5% |
0.0110 |
0.8% |
96% |
True |
False |
380 |
| 60 |
1.3455 |
1.2690 |
0.0765 |
5.7% |
0.0118 |
0.9% |
97% |
True |
False |
330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3986 |
|
2.618 |
1.3782 |
|
1.618 |
1.3657 |
|
1.000 |
1.3580 |
|
0.618 |
1.3532 |
|
HIGH |
1.3455 |
|
0.618 |
1.3407 |
|
0.500 |
1.3393 |
|
0.382 |
1.3378 |
|
LOW |
1.3330 |
|
0.618 |
1.3253 |
|
1.000 |
1.3205 |
|
1.618 |
1.3128 |
|
2.618 |
1.3003 |
|
4.250 |
1.2799 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3417 |
1.3413 |
| PP |
1.3405 |
1.3396 |
| S1 |
1.3393 |
1.3380 |
|