CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3387 |
1.3371 |
-0.0016 |
-0.1% |
1.3338 |
| High |
1.3409 |
1.3491 |
0.0082 |
0.6% |
1.3550 |
| Low |
1.3305 |
1.3363 |
0.0058 |
0.4% |
1.3290 |
| Close |
1.3368 |
1.3409 |
0.0041 |
0.3% |
1.3455 |
| Range |
0.0104 |
0.0128 |
0.0024 |
23.1% |
0.0260 |
| ATR |
0.0121 |
0.0121 |
0.0001 |
0.4% |
0.0000 |
| Volume |
59,122 |
83,109 |
23,987 |
40.6% |
27,080 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3805 |
1.3735 |
1.3479 |
|
| R3 |
1.3677 |
1.3607 |
1.3444 |
|
| R2 |
1.3549 |
1.3549 |
1.3432 |
|
| R1 |
1.3479 |
1.3479 |
1.3421 |
1.3514 |
| PP |
1.3421 |
1.3421 |
1.3421 |
1.3439 |
| S1 |
1.3351 |
1.3351 |
1.3397 |
1.3386 |
| S2 |
1.3293 |
1.3293 |
1.3386 |
|
| S3 |
1.3165 |
1.3223 |
1.3374 |
|
| S4 |
1.3037 |
1.3095 |
1.3339 |
|
|
| 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% |
0.0144 |
1.1% |
55% |
False |
False |
42,536 |
| 10 |
1.3550 |
1.3236 |
0.0314 |
2.3% |
0.0128 |
1.0% |
55% |
False |
False |
22,240 |
| 20 |
1.3550 |
1.3119 |
0.0431 |
3.2% |
0.0109 |
0.8% |
67% |
False |
False |
11,342 |
| 40 |
1.3550 |
1.2865 |
0.0685 |
5.1% |
0.0116 |
0.9% |
79% |
False |
False |
5,752 |
| 60 |
1.3550 |
1.2690 |
0.0860 |
6.4% |
0.0117 |
0.9% |
84% |
False |
False |
3,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4035 |
|
2.618 |
1.3826 |
|
1.618 |
1.3698 |
|
1.000 |
1.3619 |
|
0.618 |
1.3570 |
|
HIGH |
1.3491 |
|
0.618 |
1.3442 |
|
0.500 |
1.3427 |
|
0.382 |
1.3412 |
|
LOW |
1.3363 |
|
0.618 |
1.3284 |
|
1.000 |
1.3235 |
|
1.618 |
1.3156 |
|
2.618 |
1.3028 |
|
4.250 |
1.2819 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3427 |
1.3394 |
| PP |
1.3421 |
1.3379 |
| S1 |
1.3415 |
1.3364 |
|