CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3349 |
1.3441 |
0.0092 |
0.7% |
1.3311 |
| High |
1.3455 |
1.3453 |
-0.0002 |
0.0% |
1.3411 |
| Low |
1.3330 |
1.3290 |
-0.0040 |
-0.3% |
1.3277 |
| Close |
1.3429 |
1.3370 |
-0.0059 |
-0.4% |
1.3329 |
| Range |
0.0125 |
0.0163 |
0.0038 |
30.4% |
0.0134 |
| ATR |
0.0107 |
0.0111 |
0.0004 |
3.8% |
0.0000 |
| Volume |
2,555 |
2,790 |
235 |
9.2% |
4,070 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3860 |
1.3778 |
1.3460 |
|
| R3 |
1.3697 |
1.3615 |
1.3415 |
|
| R2 |
1.3534 |
1.3534 |
1.3400 |
|
| R1 |
1.3452 |
1.3452 |
1.3385 |
1.3412 |
| PP |
1.3371 |
1.3371 |
1.3371 |
1.3351 |
| S1 |
1.3289 |
1.3289 |
1.3355 |
1.3249 |
| S2 |
1.3208 |
1.3208 |
1.3340 |
|
| S3 |
1.3045 |
1.3126 |
1.3325 |
|
| S4 |
1.2882 |
1.2963 |
1.3280 |
|
|
| 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 |
1.3290 |
0.0165 |
1.2% |
0.0113 |
0.8% |
48% |
False |
True |
1,944 |
| 10 |
1.3455 |
1.3208 |
0.0247 |
1.8% |
0.0098 |
0.7% |
66% |
False |
False |
1,198 |
| 20 |
1.3455 |
1.2925 |
0.0530 |
4.0% |
0.0110 |
0.8% |
84% |
False |
False |
765 |
| 40 |
1.3455 |
1.2856 |
0.0599 |
4.5% |
0.0111 |
0.8% |
86% |
False |
False |
446 |
| 60 |
1.3455 |
1.2690 |
0.0765 |
5.7% |
0.0116 |
0.9% |
89% |
False |
False |
374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4146 |
|
2.618 |
1.3880 |
|
1.618 |
1.3717 |
|
1.000 |
1.3616 |
|
0.618 |
1.3554 |
|
HIGH |
1.3453 |
|
0.618 |
1.3391 |
|
0.500 |
1.3372 |
|
0.382 |
1.3352 |
|
LOW |
1.3290 |
|
0.618 |
1.3189 |
|
1.000 |
1.3127 |
|
1.618 |
1.3026 |
|
2.618 |
1.2863 |
|
4.250 |
1.2597 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3372 |
1.3373 |
| PP |
1.3371 |
1.3372 |
| S1 |
1.3371 |
1.3371 |
|