CME British Pound Future June 2021


Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary
Previous Current
23-Dec-2020 24-Dec-2020 Change Change % Previous Week
Open 1.3408 1.3519 0.0111 0.8% 1.3417
High 1.3591 1.3639 0.0048 0.4% 1.3642
Low 1.3396 1.3519 0.0123 0.9% 1.3297
Close 1.3502 1.3559 0.0057 0.4% 1.3523
Range 0.0195 0.0120 -0.0075 -38.5% 0.0345
ATR 0.0140 0.0140 0.0000 -0.1% 0.0000
Volume 48 165 117 243.8% 508
Daily Pivots for day following 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 1.3932 1.3866 1.3625
R3 1.3812 1.3746 1.3592
R2 1.3692 1.3692 1.3581
R1 1.3626 1.3626 1.3570 1.3659
PP 1.3572 1.3572 1.3572 1.3589
S1 1.3506 1.3506 1.3548 1.3539
S2 1.3452 1.3452 1.3537
S3 1.3332 1.3386 1.3526
S4 1.3212 1.3266 1.3493
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 1.3639 1.3207 0.0432 3.2% 0.0181 1.3% 81% True False 121
10 1.3642 1.3166 0.0476 3.5% 0.0164 1.2% 83% False False 105
20 1.3642 1.3166 0.0476 3.5% 0.0121 0.9% 83% False False 60
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.0032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.4149
2.618 1.3953
1.618 1.3833
1.000 1.3759
0.618 1.3713
HIGH 1.3639
0.618 1.3593
0.500 1.3579
0.382 1.3565
LOW 1.3519
0.618 1.3445
1.000 1.3399
1.618 1.3325
2.618 1.3205
4.250 1.3009
Fisher Pivots for day following 24-Dec-2020
Pivot 1 day 3 day
R1 1.3579 1.3534
PP 1.3572 1.3509
S1 1.3566 1.3484

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

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