CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 23-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2020 |
23-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3469 |
1.3380 |
-0.0089 |
-0.7% |
1.3341 |
| High |
1.3485 |
1.3587 |
0.0102 |
0.8% |
1.3643 |
| Low |
1.3319 |
1.3378 |
0.0059 |
0.4% |
1.3290 |
| Close |
1.3370 |
1.3496 |
0.0126 |
0.9% |
1.3517 |
| Range |
0.0166 |
0.0209 |
0.0043 |
25.9% |
0.0353 |
| ATR |
0.0151 |
0.0156 |
0.0005 |
3.1% |
0.0000 |
| Volume |
124,565 |
170,997 |
46,432 |
37.3% |
579,028 |
|
| Daily Pivots for day following 23-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4114 |
1.4014 |
1.3611 |
|
| R3 |
1.3905 |
1.3805 |
1.3553 |
|
| R2 |
1.3696 |
1.3696 |
1.3534 |
|
| R1 |
1.3596 |
1.3596 |
1.3515 |
1.3646 |
| PP |
1.3487 |
1.3487 |
1.3487 |
1.3512 |
| S1 |
1.3387 |
1.3387 |
1.3477 |
1.3437 |
| S2 |
1.3278 |
1.3278 |
1.3458 |
|
| S3 |
1.3069 |
1.3178 |
1.3439 |
|
| S4 |
1.2860 |
1.2969 |
1.3381 |
|
|
| Weekly Pivots for week ending 18-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4542 |
1.4383 |
1.3711 |
|
| R3 |
1.4189 |
1.4030 |
1.3614 |
|
| R2 |
1.3836 |
1.3836 |
1.3582 |
|
| R1 |
1.3677 |
1.3677 |
1.3549 |
1.3757 |
| PP |
1.3483 |
1.3483 |
1.3483 |
1.3523 |
| S1 |
1.3324 |
1.3324 |
1.3485 |
1.3404 |
| S2 |
1.3130 |
1.3130 |
1.3452 |
|
| S3 |
1.2777 |
1.2971 |
1.3420 |
|
| S4 |
1.2424 |
1.2618 |
1.3323 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3643 |
1.3200 |
0.0443 |
3.3% |
0.0189 |
1.4% |
67% |
False |
False |
134,521 |
| 10 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0175 |
1.3% |
70% |
False |
False |
131,594 |
| 20 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0151 |
1.1% |
70% |
False |
False |
76,917 |
| 40 |
1.3643 |
1.2865 |
0.0778 |
5.8% |
0.0132 |
1.0% |
81% |
False |
False |
38,622 |
| 60 |
1.3643 |
1.2820 |
0.0823 |
6.1% |
0.0125 |
0.9% |
82% |
False |
False |
25,821 |
| 80 |
1.3643 |
1.2690 |
0.0953 |
7.1% |
0.0127 |
0.9% |
85% |
False |
False |
19,393 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4475 |
|
2.618 |
1.4134 |
|
1.618 |
1.3925 |
|
1.000 |
1.3796 |
|
0.618 |
1.3716 |
|
HIGH |
1.3587 |
|
0.618 |
1.3507 |
|
0.500 |
1.3483 |
|
0.382 |
1.3458 |
|
LOW |
1.3378 |
|
0.618 |
1.3249 |
|
1.000 |
1.3169 |
|
1.618 |
1.3040 |
|
2.618 |
1.2831 |
|
4.250 |
1.2490 |
|
|
| Fisher Pivots for day following 23-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3492 |
1.3462 |
| PP |
1.3487 |
1.3428 |
| S1 |
1.3483 |
1.3394 |
|