CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 21-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2020 |
21-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2973 |
1.2930 |
-0.0043 |
-0.3% |
1.2798 |
| High |
1.3005 |
1.2972 |
-0.0033 |
-0.3% |
1.3013 |
| Low |
1.2920 |
1.2781 |
-0.0139 |
-1.1% |
1.2796 |
| Close |
1.2933 |
1.2800 |
-0.0133 |
-1.0% |
1.2933 |
| Range |
0.0085 |
0.0191 |
0.0106 |
124.7% |
0.0217 |
| ATR |
0.0133 |
0.0137 |
0.0004 |
3.1% |
0.0000 |
| Volume |
77,616 |
107,877 |
30,261 |
39.0% |
488,552 |
|
| Daily Pivots for day following 21-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3424 |
1.3303 |
1.2905 |
|
| R3 |
1.3233 |
1.3112 |
1.2853 |
|
| R2 |
1.3042 |
1.3042 |
1.2835 |
|
| R1 |
1.2921 |
1.2921 |
1.2818 |
1.2886 |
| PP |
1.2851 |
1.2851 |
1.2851 |
1.2834 |
| S1 |
1.2730 |
1.2730 |
1.2782 |
1.2695 |
| S2 |
1.2660 |
1.2660 |
1.2765 |
|
| S3 |
1.2469 |
1.2539 |
1.2747 |
|
| S4 |
1.2278 |
1.2348 |
1.2695 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3565 |
1.3466 |
1.3052 |
|
| R3 |
1.3348 |
1.3249 |
1.2993 |
|
| R2 |
1.3131 |
1.3131 |
1.2973 |
|
| R1 |
1.3032 |
1.3032 |
1.2953 |
1.3082 |
| PP |
1.2914 |
1.2914 |
1.2914 |
1.2939 |
| S1 |
1.2815 |
1.2815 |
1.2913 |
1.2865 |
| S2 |
1.2697 |
1.2697 |
1.2893 |
|
| S3 |
1.2480 |
1.2598 |
1.2873 |
|
| S4 |
1.2263 |
1.2381 |
1.2814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3013 |
1.2781 |
0.0232 |
1.8% |
0.0131 |
1.0% |
8% |
False |
True |
102,808 |
| 10 |
1.3268 |
1.2768 |
0.0500 |
3.9% |
0.0157 |
1.2% |
6% |
False |
False |
100,034 |
| 20 |
1.3489 |
1.2768 |
0.0721 |
5.6% |
0.0138 |
1.1% |
4% |
False |
False |
51,759 |
| 40 |
1.3489 |
1.2768 |
0.0721 |
5.6% |
0.0125 |
1.0% |
4% |
False |
False |
26,120 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.6% |
0.0117 |
0.9% |
44% |
False |
False |
17,483 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.6% |
0.0116 |
0.9% |
44% |
False |
False |
13,120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3784 |
|
2.618 |
1.3472 |
|
1.618 |
1.3281 |
|
1.000 |
1.3163 |
|
0.618 |
1.3090 |
|
HIGH |
1.2972 |
|
0.618 |
1.2899 |
|
0.500 |
1.2877 |
|
0.382 |
1.2854 |
|
LOW |
1.2781 |
|
0.618 |
1.2663 |
|
1.000 |
1.2590 |
|
1.618 |
1.2472 |
|
2.618 |
1.2281 |
|
4.250 |
1.1969 |
|
|
| Fisher Pivots for day following 21-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2877 |
1.2894 |
| PP |
1.2851 |
1.2862 |
| S1 |
1.2826 |
1.2831 |
|