CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 15-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2020 |
15-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3341 |
1.3341 |
0.0000 |
0.0% |
1.3431 |
| High |
1.3458 |
1.3481 |
0.0023 |
0.2% |
1.3491 |
| Low |
1.3303 |
1.3290 |
-0.0013 |
-0.1% |
1.3146 |
| Close |
1.3334 |
1.3444 |
0.0110 |
0.8% |
1.3238 |
| Range |
0.0155 |
0.0191 |
0.0036 |
23.2% |
0.0345 |
| ATR |
0.0135 |
0.0139 |
0.0004 |
3.0% |
0.0000 |
| Volume |
141,077 |
128,613 |
-12,464 |
-8.8% |
456,206 |
|
| Daily Pivots for day following 15-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3978 |
1.3902 |
1.3549 |
|
| R3 |
1.3787 |
1.3711 |
1.3497 |
|
| R2 |
1.3596 |
1.3596 |
1.3479 |
|
| R1 |
1.3520 |
1.3520 |
1.3462 |
1.3558 |
| PP |
1.3405 |
1.3405 |
1.3405 |
1.3424 |
| S1 |
1.3329 |
1.3329 |
1.3426 |
1.3367 |
| S2 |
1.3214 |
1.3214 |
1.3409 |
|
| S3 |
1.3023 |
1.3138 |
1.3391 |
|
| S4 |
1.2832 |
1.2947 |
1.3339 |
|
|
| 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% |
0.0162 |
1.2% |
86% |
False |
False |
123,317 |
| 10 |
1.3550 |
1.3146 |
0.0404 |
3.0% |
0.0156 |
1.2% |
74% |
False |
False |
74,894 |
| 20 |
1.3550 |
1.3146 |
0.0404 |
3.0% |
0.0123 |
0.9% |
74% |
False |
False |
37,950 |
| 40 |
1.3550 |
1.2865 |
0.0685 |
5.1% |
0.0119 |
0.9% |
85% |
False |
False |
19,080 |
| 60 |
1.3550 |
1.2690 |
0.0860 |
6.4% |
0.0120 |
0.9% |
88% |
False |
False |
12,797 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4293 |
|
2.618 |
1.3981 |
|
1.618 |
1.3790 |
|
1.000 |
1.3672 |
|
0.618 |
1.3599 |
|
HIGH |
1.3481 |
|
0.618 |
1.3408 |
|
0.500 |
1.3386 |
|
0.382 |
1.3363 |
|
LOW |
1.3290 |
|
0.618 |
1.3172 |
|
1.000 |
1.3099 |
|
1.618 |
1.2981 |
|
2.618 |
1.2790 |
|
4.250 |
1.2478 |
|
|
| Fisher Pivots for day following 15-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3425 |
1.3401 |
| PP |
1.3405 |
1.3357 |
| S1 |
1.3386 |
1.3314 |
|