CME British Pound Future June 2021

Trading Metrics calculated at close of trading on 31-Dec-2020

Day Change Summary
	Previous	Current
	30-Dec-2020	31-Dec-2020	Change	Change %	Previous Week
Open	1.3532	1.3644	0.0112	0.8%	1.3436
High	1.3637	1.3697	0.0060	0.4%	1.3639
Low	1.3507	1.3617	0.0110	0.8%	1.3207
Close	1.3624	1.3665	0.0041	0.3%	1.3559
Range	0.0130	0.0080	-0.0050	-38.5%	0.0432
ATR	0.0135	0.0131	-0.0004	-2.9%	0.0000
Volume	53	73	20	37.7%	530

Daily Pivots for day following 31-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3900	1.3862	1.3709
R3	1.3820	1.3782	1.3687
R2	1.3740	1.3740	1.3680
R1	1.3702	1.3702	1.3672	1.3721
PP	1.3660	1.3660	1.3660	1.3669
S1	1.3622	1.3622	1.3658	1.3641
S2	1.3580	1.3580	1.3650
S3	1.3500	1.3542	1.3643
S4	1.3420	1.3462	1.3621

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.4764	1.4594	1.3797
R3	1.4332	1.4162	1.3678
R2	1.3900	1.3900	1.3638
R1	1.3730	1.3730	1.3599	1.3815
PP	1.3468	1.3468	1.3468	1.3511
S1	1.3298	1.3298	1.3519	1.3383
S2	1.3036	1.3036	1.3480
S3	1.2604	1.2866	1.3440
S4	1.2172	1.2434	1.3321

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3697	1.3447	0.0250	1.8%	0.0107	0.8%	87%	True	False	112
10	1.3697	1.3207	0.0490	3.6%	0.0145	1.1%	93%	True	False	127
20	1.3697	1.3166	0.0531	3.9%	0.0133	1.0%	94%	True	False	79

Crabel Price Patterns
NR	True
NR4	False
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	0.0019
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.4037
2.618	1.3906
1.618	1.3826
1.000	1.3777
0.618	1.3746
HIGH	1.3697
0.618	1.3666
0.500	1.3657
0.382	1.3648
LOW	1.3617
0.618	1.3568
1.000	1.3537
1.618	1.3488
2.618	1.3408
4.250	1.3277

Fisher Pivots for day following 31-Dec-2020
Pivot	1 day	3 day
R1	1.3662	1.3639
PP	1.3660	1.3613
S1	1.3657	1.3588

Download as Excel Spreadsheet

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

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