CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 23-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2020 |
23-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2817 |
1.2742 |
-0.0075 |
-0.6% |
1.2798 |
| High |
1.2872 |
1.2782 |
-0.0090 |
-0.7% |
1.3013 |
| Low |
1.2716 |
1.2679 |
-0.0037 |
-0.3% |
1.2796 |
| Close |
1.2739 |
1.2720 |
-0.0019 |
-0.1% |
1.2933 |
| Range |
0.0156 |
0.0103 |
-0.0053 |
-34.0% |
0.0217 |
| ATR |
0.0138 |
0.0136 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
147,054 |
107,173 |
-39,881 |
-27.1% |
488,552 |
|
| Daily Pivots for day following 23-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3036 |
1.2981 |
1.2777 |
|
| R3 |
1.2933 |
1.2878 |
1.2748 |
|
| R2 |
1.2830 |
1.2830 |
1.2739 |
|
| R1 |
1.2775 |
1.2775 |
1.2729 |
1.2751 |
| PP |
1.2727 |
1.2727 |
1.2727 |
1.2715 |
| S1 |
1.2672 |
1.2672 |
1.2711 |
1.2648 |
| S2 |
1.2624 |
1.2624 |
1.2701 |
|
| S3 |
1.2521 |
1.2569 |
1.2692 |
|
| S4 |
1.2418 |
1.2466 |
1.2663 |
|
|
| 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 |
1.3006 |
1.2679 |
0.0327 |
2.6% |
0.0134 |
1.1% |
13% |
False |
True |
116,710 |
| 10 |
1.3042 |
1.2679 |
0.0363 |
2.9% |
0.0141 |
1.1% |
11% |
False |
True |
109,499 |
| 20 |
1.3489 |
1.2679 |
0.0810 |
6.4% |
0.0141 |
1.1% |
5% |
False |
True |
64,354 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.4% |
0.0126 |
1.0% |
5% |
False |
True |
32,465 |
| 60 |
1.3489 |
1.2268 |
0.1221 |
9.6% |
0.0117 |
0.9% |
37% |
False |
False |
21,719 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.6% |
0.0117 |
0.9% |
37% |
False |
False |
16,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3220 |
|
2.618 |
1.3052 |
|
1.618 |
1.2949 |
|
1.000 |
1.2885 |
|
0.618 |
1.2846 |
|
HIGH |
1.2782 |
|
0.618 |
1.2743 |
|
0.500 |
1.2731 |
|
0.382 |
1.2718 |
|
LOW |
1.2679 |
|
0.618 |
1.2615 |
|
1.000 |
1.2576 |
|
1.618 |
1.2512 |
|
2.618 |
1.2409 |
|
4.250 |
1.2241 |
|
|
| Fisher Pivots for day following 23-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2731 |
1.2826 |
| PP |
1.2727 |
1.2790 |
| S1 |
1.2724 |
1.2755 |
|