CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3382 |
1.3467 |
0.0085 |
0.6% |
1.3338 |
| High |
1.3512 |
1.3550 |
0.0038 |
0.3% |
1.3550 |
| Low |
1.3366 |
1.3422 |
0.0056 |
0.4% |
1.3290 |
| Close |
1.3461 |
1.3455 |
-0.0006 |
0.0% |
1.3455 |
| Range |
0.0146 |
0.0128 |
-0.0018 |
-12.3% |
0.0260 |
| ATR |
0.0113 |
0.0114 |
0.0001 |
0.9% |
0.0000 |
| Volume |
8,520 |
11,741 |
3,221 |
37.8% |
27,080 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3860 |
1.3785 |
1.3525 |
|
| R3 |
1.3732 |
1.3657 |
1.3490 |
|
| R2 |
1.3604 |
1.3604 |
1.3478 |
|
| R1 |
1.3529 |
1.3529 |
1.3467 |
1.3503 |
| PP |
1.3476 |
1.3476 |
1.3476 |
1.3462 |
| S1 |
1.3401 |
1.3401 |
1.3443 |
1.3375 |
| S2 |
1.3348 |
1.3348 |
1.3432 |
|
| S3 |
1.3220 |
1.3273 |
1.3420 |
|
| S4 |
1.3092 |
1.3145 |
1.3385 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4212 |
1.4093 |
1.3598 |
|
| R3 |
1.3952 |
1.3833 |
1.3527 |
|
| R2 |
1.3692 |
1.3692 |
1.3503 |
|
| R1 |
1.3573 |
1.3573 |
1.3479 |
1.3633 |
| PP |
1.3432 |
1.3432 |
1.3432 |
1.3461 |
| S1 |
1.3313 |
1.3313 |
1.3431 |
1.3373 |
| S2 |
1.3172 |
1.3172 |
1.3407 |
|
| S3 |
1.2912 |
1.3053 |
1.3384 |
|
| S4 |
1.2652 |
1.2793 |
1.3312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3550 |
1.3290 |
0.0260 |
1.9% |
0.0129 |
1.0% |
63% |
True |
False |
5,416 |
| 10 |
1.3550 |
1.3260 |
0.0290 |
2.2% |
0.0111 |
0.8% |
67% |
True |
False |
3,159 |
| 20 |
1.3550 |
1.3106 |
0.0444 |
3.3% |
0.0102 |
0.8% |
79% |
True |
False |
1,750 |
| 40 |
1.3550 |
1.2865 |
0.0685 |
5.1% |
0.0114 |
0.8% |
86% |
True |
False |
945 |
| 60 |
1.3550 |
1.2690 |
0.0860 |
6.4% |
0.0114 |
0.8% |
89% |
True |
False |
710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4094 |
|
2.618 |
1.3885 |
|
1.618 |
1.3757 |
|
1.000 |
1.3678 |
|
0.618 |
1.3629 |
|
HIGH |
1.3550 |
|
0.618 |
1.3501 |
|
0.500 |
1.3486 |
|
0.382 |
1.3471 |
|
LOW |
1.3422 |
|
0.618 |
1.3343 |
|
1.000 |
1.3294 |
|
1.618 |
1.3215 |
|
2.618 |
1.3087 |
|
4.250 |
1.2878 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3486 |
1.3443 |
| PP |
1.3476 |
1.3432 |
| S1 |
1.3465 |
1.3420 |
|