CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 28-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2020 |
28-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2752 |
1.2763 |
0.0011 |
0.1% |
1.2930 |
| High |
1.2811 |
1.2934 |
0.0123 |
1.0% |
1.2972 |
| Low |
1.2690 |
1.2756 |
0.0066 |
0.5% |
1.2679 |
| Close |
1.2735 |
1.2839 |
0.0104 |
0.8% |
1.2735 |
| Range |
0.0121 |
0.0178 |
0.0057 |
47.1% |
0.0293 |
| ATR |
0.0132 |
0.0137 |
0.0005 |
3.6% |
0.0000 |
| Volume |
102,125 |
109,989 |
7,864 |
7.7% |
578,212 |
|
| Daily Pivots for day following 28-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3377 |
1.3286 |
1.2937 |
|
| R3 |
1.3199 |
1.3108 |
1.2888 |
|
| R2 |
1.3021 |
1.3021 |
1.2872 |
|
| R1 |
1.2930 |
1.2930 |
1.2855 |
1.2976 |
| PP |
1.2843 |
1.2843 |
1.2843 |
1.2866 |
| S1 |
1.2752 |
1.2752 |
1.2823 |
1.2798 |
| S2 |
1.2665 |
1.2665 |
1.2806 |
|
| S3 |
1.2487 |
1.2574 |
1.2790 |
|
| S4 |
1.2309 |
1.2396 |
1.2741 |
|
|
| 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 |
1.2934 |
1.2679 |
0.0255 |
2.0% |
0.0130 |
1.0% |
63% |
True |
False |
116,064 |
| 10 |
1.3013 |
1.2679 |
0.0334 |
2.6% |
0.0130 |
1.0% |
48% |
False |
False |
109,436 |
| 20 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0141 |
1.1% |
20% |
False |
False |
80,392 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0127 |
1.0% |
20% |
False |
False |
40,601 |
| 60 |
1.3489 |
1.2449 |
0.1040 |
8.1% |
0.0118 |
0.9% |
38% |
False |
False |
27,131 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0118 |
0.9% |
47% |
False |
False |
20,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3691 |
|
2.618 |
1.3400 |
|
1.618 |
1.3222 |
|
1.000 |
1.3112 |
|
0.618 |
1.3044 |
|
HIGH |
1.2934 |
|
0.618 |
1.2866 |
|
0.500 |
1.2845 |
|
0.382 |
1.2824 |
|
LOW |
1.2756 |
|
0.618 |
1.2646 |
|
1.000 |
1.2578 |
|
1.618 |
1.2468 |
|
2.618 |
1.2290 |
|
4.250 |
1.2000 |
|
|
| Fisher Pivots for day following 28-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2845 |
1.2830 |
| PP |
1.2843 |
1.2821 |
| S1 |
1.2841 |
1.2812 |
|