CME British Pound Future March 2021


Trading Metrics calculated at close of trading on 07-Dec-2020
Day Change Summary
Previous Current
04-Dec-2020 07-Dec-2020 Change Change % Previous Week
Open 1.3467 1.3431 -0.0036 -0.3% 1.3338
High 1.3550 1.3449 -0.0101 -0.7% 1.3550
Low 1.3422 1.3236 -0.0186 -1.4% 1.3290
Close 1.3455 1.3414 -0.0041 -0.3% 1.3455
Range 0.0128 0.0213 0.0085 66.4% 0.0260
ATR 0.0114 0.0122 0.0007 6.6% 0.0000
Volume 11,741 50,189 38,448 327.5% 27,080
Daily Pivots for day following 07-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.4005 1.3923 1.3531
R3 1.3792 1.3710 1.3473
R2 1.3579 1.3579 1.3453
R1 1.3497 1.3497 1.3434 1.3432
PP 1.3366 1.3366 1.3366 1.3334
S1 1.3284 1.3284 1.3394 1.3219
S2 1.3153 1.3153 1.3375
S3 1.2940 1.3071 1.3355
S4 1.2727 1.2858 1.3297
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 1.3236 0.0314 2.3% 0.0155 1.2% 57% False True 15,159
10 1.3550 1.3236 0.0314 2.3% 0.0127 0.9% 57% False True 8,133
20 1.3550 1.3119 0.0431 3.2% 0.0108 0.8% 68% False False 4,251
40 1.3550 1.2865 0.0685 5.1% 0.0116 0.9% 80% False False 2,199
60 1.3550 1.2690 0.0860 6.4% 0.0116 0.9% 84% False False 1,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.4354
2.618 1.4007
1.618 1.3794
1.000 1.3662
0.618 1.3581
HIGH 1.3449
0.618 1.3368
0.500 1.3343
0.382 1.3317
LOW 1.3236
0.618 1.3104
1.000 1.3023
1.618 1.2891
2.618 1.2678
4.250 1.2331
Fisher Pivots for day following 07-Dec-2020
Pivot 1 day 3 day
R1 1.3390 1.3407
PP 1.3366 1.3400
S1 1.3343 1.3393

These figures are updated between 7pm and 10pm EST after a trading day.

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