CME British Pound Future December 2020
Trading Metrics calculated at close of trading on 11-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1.3009 |
1.2806 |
-0.0203 |
-1.6% |
1.3262 |
High |
1.3042 |
1.2872 |
-0.0170 |
-1.3% |
1.3268 |
Low |
1.2777 |
1.2768 |
-0.0009 |
-0.1% |
1.2768 |
Close |
1.2808 |
1.2796 |
-0.0012 |
-0.1% |
1.2796 |
Range |
0.0265 |
0.0104 |
-0.0161 |
-60.8% |
0.0500 |
ATR |
0.0142 |
0.0139 |
-0.0003 |
-1.9% |
0.0000 |
Volume |
118,276 |
126,063 |
7,787 |
6.6% |
403,915 |
|
Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3124 |
1.3064 |
1.2853 |
|
R3 |
1.3020 |
1.2960 |
1.2825 |
|
R2 |
1.2916 |
1.2916 |
1.2815 |
|
R1 |
1.2856 |
1.2856 |
1.2806 |
1.2834 |
PP |
1.2812 |
1.2812 |
1.2812 |
1.2801 |
S1 |
1.2752 |
1.2752 |
1.2786 |
1.2730 |
S2 |
1.2708 |
1.2708 |
1.2777 |
|
S3 |
1.2604 |
1.2648 |
1.2767 |
|
S4 |
1.2500 |
1.2544 |
1.2739 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4444 |
1.4120 |
1.3071 |
|
R3 |
1.3944 |
1.3620 |
1.2934 |
|
R2 |
1.3444 |
1.3444 |
1.2888 |
|
R1 |
1.3120 |
1.3120 |
1.2842 |
1.3032 |
PP |
1.2944 |
1.2944 |
1.2944 |
1.2900 |
S1 |
1.2620 |
1.2620 |
1.2750 |
1.2532 |
S2 |
1.2444 |
1.2444 |
1.2704 |
|
S3 |
1.1944 |
1.2120 |
1.2659 |
|
S4 |
1.1444 |
1.1620 |
1.2521 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3325 |
1.2768 |
0.0557 |
4.4% |
0.0186 |
1.5% |
5% |
False |
True |
82,676 |
10 |
1.3489 |
1.2768 |
0.0721 |
5.6% |
0.0155 |
1.2% |
4% |
False |
True |
43,299 |
20 |
1.3489 |
1.2768 |
0.0721 |
5.6% |
0.0139 |
1.1% |
4% |
False |
True |
22,185 |
40 |
1.3489 |
1.2522 |
0.0967 |
7.6% |
0.0120 |
0.9% |
28% |
False |
False |
11,271 |
60 |
1.3489 |
1.2263 |
0.1226 |
9.6% |
0.0116 |
0.9% |
43% |
False |
False |
7,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3314 |
2.618 |
1.3144 |
1.618 |
1.3040 |
1.000 |
1.2976 |
0.618 |
1.2936 |
HIGH |
1.2872 |
0.618 |
1.2832 |
0.500 |
1.2820 |
0.382 |
1.2808 |
LOW |
1.2768 |
0.618 |
1.2704 |
1.000 |
1.2664 |
1.618 |
1.2600 |
2.618 |
1.2496 |
4.250 |
1.2326 |
|
|
Fisher Pivots for day following 11-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1.2820 |
1.2905 |
PP |
1.2812 |
1.2869 |
S1 |
1.2804 |
1.2832 |
|