CME British Pound Future June 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	1.3475	1.3408	-0.0067	-0.5%	1.3417
High	1.3490	1.3591	0.0101	0.7%	1.3642
Low	1.3328	1.3396	0.0068	0.5%	1.3297
Close	1.3376	1.3502	0.0126	0.9%	1.3523
Range	0.0162	0.0195	0.0033	20.4%	0.0345
ATR	0.0134	0.0140	0.0006	4.3%	0.0000
Volume	135	48	-87	-64.4%	508

Daily Pivots for day following 23-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.4081	1.3987	1.3609
R3	1.3886	1.3792	1.3556
R2	1.3691	1.3691	1.3538
R1	1.3597	1.3597	1.3520	1.3644
PP	1.3496	1.3496	1.3496	1.3520
S1	1.3402	1.3402	1.3484	1.3449
S2	1.3301	1.3301	1.3466
S3	1.3106	1.3207	1.3448
S4	1.2911	1.3012	1.3395

Weekly Pivots for week ending 18-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.4522	1.4368	1.3713
R3	1.4177	1.4023	1.3618
R2	1.3832	1.3832	1.3586
R1	1.3678	1.3678	1.3555	1.3755
PP	1.3487	1.3487	1.3487	1.3526
S1	1.3333	1.3333	1.3491	1.3410
S2	1.3142	1.3142	1.3460
S3	1.2797	1.2988	1.3428
S4	1.2452	1.2643	1.3333

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3642	1.3207	0.0435	3.2%	0.0182	1.4%	68%	False	False	142
10	1.3642	1.3166	0.0476	3.5%	0.0157	1.2%	71%	False	False	89
20	1.3642	1.3166	0.0476	3.5%	0.0119	0.9%	71%	False	False	52

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4420
2.618	1.4102
1.618	1.3907
1.000	1.3786
0.618	1.3712
HIGH	1.3591
0.618	1.3517
0.500	1.3494
0.382	1.3470
LOW	1.3396
0.618	1.3275
1.000	1.3201
1.618	1.3080
2.618	1.2885
4.250	1.2567

Fisher Pivots for day following 23-Dec-2020
Pivot	1 day	3 day
R1	1.3499	1.3468
PP	1.3496	1.3433
S1	1.3494	1.3399

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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