CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2895 |
1.2973 |
0.0078 |
0.6% |
1.3262 |
| High |
1.3013 |
1.3006 |
-0.0007 |
-0.1% |
1.3268 |
| Low |
1.2882 |
1.2870 |
-0.0012 |
-0.1% |
1.2768 |
| Close |
1.2957 |
1.2967 |
0.0010 |
0.1% |
1.2796 |
| Range |
0.0131 |
0.0136 |
0.0005 |
3.8% |
0.0500 |
| ATR |
0.0136 |
0.0136 |
0.0000 |
0.0% |
0.0000 |
| Volume |
103,722 |
143,830 |
40,108 |
38.7% |
403,915 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3356 |
1.3297 |
1.3042 |
|
| R3 |
1.3220 |
1.3161 |
1.3004 |
|
| R2 |
1.3084 |
1.3084 |
1.2992 |
|
| R1 |
1.3025 |
1.3025 |
1.2979 |
1.2987 |
| PP |
1.2948 |
1.2948 |
1.2948 |
1.2928 |
| S1 |
1.2889 |
1.2889 |
1.2955 |
1.2851 |
| S2 |
1.2812 |
1.2812 |
1.2942 |
|
| S3 |
1.2676 |
1.2753 |
1.2930 |
|
| S4 |
1.2540 |
1.2617 |
1.2892 |
|
|
| 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 |
1.3013 |
1.2768 |
0.0245 |
1.9% |
0.0122 |
0.9% |
81% |
False |
False |
107,399 |
| 10 |
1.3365 |
1.2768 |
0.0597 |
4.6% |
0.0155 |
1.2% |
33% |
False |
False |
82,706 |
| 20 |
1.3489 |
1.2768 |
0.0721 |
5.6% |
0.0142 |
1.1% |
28% |
False |
False |
42,590 |
| 40 |
1.3489 |
1.2684 |
0.0805 |
6.2% |
0.0122 |
0.9% |
35% |
False |
False |
21,511 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0116 |
0.9% |
57% |
False |
False |
14,392 |
| 80 |
1.3489 |
1.2217 |
0.1272 |
9.8% |
0.0116 |
0.9% |
59% |
False |
False |
10,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3584 |
|
2.618 |
1.3362 |
|
1.618 |
1.3226 |
|
1.000 |
1.3142 |
|
0.618 |
1.3090 |
|
HIGH |
1.3006 |
|
0.618 |
1.2954 |
|
0.500 |
1.2938 |
|
0.382 |
1.2922 |
|
LOW |
1.2870 |
|
0.618 |
1.2786 |
|
1.000 |
1.2734 |
|
1.618 |
1.2650 |
|
2.618 |
1.2514 |
|
4.250 |
1.2292 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2957 |
1.2950 |
| PP |
1.2948 |
1.2934 |
| S1 |
1.2938 |
1.2917 |
|