CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 25-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2020 |
25-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2728 |
1.2752 |
0.0024 |
0.2% |
1.2930 |
| High |
1.2787 |
1.2811 |
0.0024 |
0.2% |
1.2972 |
| Low |
1.2695 |
1.2690 |
-0.0005 |
0.0% |
1.2679 |
| Close |
1.2746 |
1.2735 |
-0.0011 |
-0.1% |
1.2735 |
| Range |
0.0092 |
0.0121 |
0.0029 |
31.5% |
0.0293 |
| ATR |
0.0133 |
0.0132 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
113,983 |
102,125 |
-11,858 |
-10.4% |
578,212 |
|
| Daily Pivots for day following 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3108 |
1.3043 |
1.2802 |
|
| R3 |
1.2987 |
1.2922 |
1.2768 |
|
| R2 |
1.2866 |
1.2866 |
1.2757 |
|
| R1 |
1.2801 |
1.2801 |
1.2746 |
1.2773 |
| PP |
1.2745 |
1.2745 |
1.2745 |
1.2732 |
| S1 |
1.2680 |
1.2680 |
1.2724 |
1.2652 |
| S2 |
1.2624 |
1.2624 |
1.2713 |
|
| S3 |
1.2503 |
1.2559 |
1.2702 |
|
| S4 |
1.2382 |
1.2438 |
1.2668 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3674 |
1.3498 |
1.2896 |
|
| R3 |
1.3381 |
1.3205 |
1.2816 |
|
| R2 |
1.3088 |
1.3088 |
1.2789 |
|
| R1 |
1.2912 |
1.2912 |
1.2762 |
1.2854 |
| PP |
1.2795 |
1.2795 |
1.2795 |
1.2766 |
| S1 |
1.2619 |
1.2619 |
1.2708 |
1.2561 |
| S2 |
1.2502 |
1.2502 |
1.2681 |
|
| S3 |
1.2209 |
1.2326 |
1.2654 |
|
| S4 |
1.1916 |
1.2033 |
1.2574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2972 |
1.2679 |
0.0293 |
2.3% |
0.0133 |
1.0% |
19% |
False |
False |
115,642 |
| 10 |
1.3013 |
1.2679 |
0.0334 |
2.6% |
0.0126 |
1.0% |
17% |
False |
False |
106,676 |
| 20 |
1.3489 |
1.2679 |
0.0810 |
6.4% |
0.0140 |
1.1% |
7% |
False |
False |
74,987 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.4% |
0.0125 |
1.0% |
7% |
False |
False |
37,856 |
| 60 |
1.3489 |
1.2449 |
0.1040 |
8.2% |
0.0116 |
0.9% |
28% |
False |
False |
25,309 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.6% |
0.0118 |
0.9% |
38% |
False |
False |
18,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3325 |
|
2.618 |
1.3128 |
|
1.618 |
1.3007 |
|
1.000 |
1.2932 |
|
0.618 |
1.2886 |
|
HIGH |
1.2811 |
|
0.618 |
1.2765 |
|
0.500 |
1.2751 |
|
0.382 |
1.2736 |
|
LOW |
1.2690 |
|
0.618 |
1.2615 |
|
1.000 |
1.2569 |
|
1.618 |
1.2494 |
|
2.618 |
1.2373 |
|
4.250 |
1.2176 |
|
|
| Fisher Pivots for day following 25-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2751 |
1.2745 |
| PP |
1.2745 |
1.2742 |
| S1 |
1.2740 |
1.2738 |
|