CME British Pound Future March 2021
| Trading Metrics calculated at close of trading on 28-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2020 |
28-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3518 |
1.3569 |
0.0051 |
0.4% |
1.3448 |
| High |
1.3634 |
1.3590 |
-0.0044 |
-0.3% |
1.3634 |
| Low |
1.3512 |
1.3439 |
-0.0073 |
-0.5% |
1.3200 |
| Close |
1.3552 |
1.3458 |
-0.0094 |
-0.7% |
1.3552 |
| Range |
0.0122 |
0.0151 |
0.0029 |
23.8% |
0.0434 |
| ATR |
0.0154 |
0.0154 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
65,288 |
73,192 |
7,904 |
12.1% |
538,423 |
|
| Daily Pivots for day following 28-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3949 |
1.3854 |
1.3541 |
|
| R3 |
1.3798 |
1.3703 |
1.3500 |
|
| R2 |
1.3647 |
1.3647 |
1.3486 |
|
| R1 |
1.3552 |
1.3552 |
1.3472 |
1.3524 |
| PP |
1.3496 |
1.3496 |
1.3496 |
1.3482 |
| S1 |
1.3401 |
1.3401 |
1.3444 |
1.3373 |
| S2 |
1.3345 |
1.3345 |
1.3430 |
|
| S3 |
1.3194 |
1.3250 |
1.3416 |
|
| S4 |
1.3043 |
1.3099 |
1.3375 |
|
|
| Weekly Pivots for week ending 25-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4764 |
1.4592 |
1.3791 |
|
| R3 |
1.4330 |
1.4158 |
1.3671 |
|
| R2 |
1.3896 |
1.3896 |
1.3632 |
|
| R1 |
1.3724 |
1.3724 |
1.3592 |
1.3810 |
| PP |
1.3462 |
1.3462 |
1.3462 |
1.3505 |
| S1 |
1.3290 |
1.3290 |
1.3512 |
1.3376 |
| S2 |
1.3028 |
1.3028 |
1.3472 |
|
| S3 |
1.2594 |
1.2856 |
1.3433 |
|
| S4 |
1.2160 |
1.2422 |
1.3313 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3634 |
1.3200 |
0.0434 |
3.2% |
0.0193 |
1.4% |
59% |
False |
False |
122,323 |
| 10 |
1.3643 |
1.3200 |
0.0443 |
3.3% |
0.0168 |
1.3% |
58% |
False |
False |
119,064 |
| 20 |
1.3643 |
1.3146 |
0.0497 |
3.7% |
0.0155 |
1.2% |
63% |
False |
False |
83,696 |
| 40 |
1.3643 |
1.2865 |
0.0778 |
5.8% |
0.0131 |
1.0% |
76% |
False |
False |
42,073 |
| 60 |
1.3643 |
1.2849 |
0.0794 |
5.9% |
0.0125 |
0.9% |
77% |
False |
False |
28,102 |
| 80 |
1.3643 |
1.2690 |
0.0953 |
7.1% |
0.0128 |
0.9% |
81% |
False |
False |
21,122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4232 |
|
2.618 |
1.3985 |
|
1.618 |
1.3834 |
|
1.000 |
1.3741 |
|
0.618 |
1.3683 |
|
HIGH |
1.3590 |
|
0.618 |
1.3532 |
|
0.500 |
1.3515 |
|
0.382 |
1.3497 |
|
LOW |
1.3439 |
|
0.618 |
1.3346 |
|
1.000 |
1.3288 |
|
1.618 |
1.3195 |
|
2.618 |
1.3044 |
|
4.250 |
1.2797 |
|
|
| Fisher Pivots for day following 28-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3515 |
1.3506 |
| PP |
1.3496 |
1.3490 |
| S1 |
1.3477 |
1.3474 |
|