CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3311 |
1.3341 |
0.0030 |
0.2% |
1.3431 |
| High |
1.3337 |
1.3458 |
0.0121 |
0.9% |
1.3491 |
| Low |
1.3146 |
1.3303 |
0.0157 |
1.2% |
1.3146 |
| Close |
1.3238 |
1.3334 |
0.0096 |
0.7% |
1.3238 |
| Range |
0.0191 |
0.0155 |
-0.0036 |
-18.8% |
0.0345 |
| ATR |
0.0128 |
0.0135 |
0.0007 |
5.1% |
0.0000 |
| Volume |
152,687 |
141,077 |
-11,610 |
-7.6% |
456,206 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3830 |
1.3737 |
1.3419 |
|
| R3 |
1.3675 |
1.3582 |
1.3377 |
|
| R2 |
1.3520 |
1.3520 |
1.3362 |
|
| R1 |
1.3427 |
1.3427 |
1.3348 |
1.3396 |
| PP |
1.3365 |
1.3365 |
1.3365 |
1.3350 |
| S1 |
1.3272 |
1.3272 |
1.3320 |
1.3241 |
| S2 |
1.3210 |
1.3210 |
1.3306 |
|
| S3 |
1.3055 |
1.3117 |
1.3291 |
|
| S4 |
1.2900 |
1.2962 |
1.3249 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4327 |
1.4127 |
1.3428 |
|
| R3 |
1.3982 |
1.3782 |
1.3333 |
|
| R2 |
1.3637 |
1.3637 |
1.3301 |
|
| R1 |
1.3437 |
1.3437 |
1.3270 |
1.3365 |
| PP |
1.3292 |
1.3292 |
1.3292 |
1.3255 |
| S1 |
1.3092 |
1.3092 |
1.3206 |
1.3020 |
| S2 |
1.2947 |
1.2947 |
1.3175 |
|
| S3 |
1.2602 |
1.2747 |
1.3143 |
|
| S4 |
1.2257 |
1.2402 |
1.3048 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3491 |
1.3146 |
0.0345 |
2.6% |
0.0144 |
1.1% |
54% |
False |
False |
109,418 |
| 10 |
1.3550 |
1.3146 |
0.0404 |
3.0% |
0.0150 |
1.1% |
47% |
False |
False |
62,288 |
| 20 |
1.3550 |
1.3146 |
0.0404 |
3.0% |
0.0117 |
0.9% |
47% |
False |
False |
31,528 |
| 40 |
1.3550 |
1.2865 |
0.0685 |
5.1% |
0.0117 |
0.9% |
68% |
False |
False |
15,865 |
| 60 |
1.3550 |
1.2690 |
0.0860 |
6.4% |
0.0120 |
0.9% |
75% |
False |
False |
10,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4117 |
|
2.618 |
1.3864 |
|
1.618 |
1.3709 |
|
1.000 |
1.3613 |
|
0.618 |
1.3554 |
|
HIGH |
1.3458 |
|
0.618 |
1.3399 |
|
0.500 |
1.3381 |
|
0.382 |
1.3362 |
|
LOW |
1.3303 |
|
0.618 |
1.3207 |
|
1.000 |
1.3148 |
|
1.618 |
1.3052 |
|
2.618 |
1.2897 |
|
4.250 |
1.2644 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3381 |
1.3323 |
| PP |
1.3365 |
1.3313 |
| S1 |
1.3350 |
1.3302 |
|