CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 30-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2020 |
30-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2838 |
1.2864 |
0.0026 |
0.2% |
1.2930 |
| High |
1.2908 |
1.2948 |
0.0040 |
0.3% |
1.2972 |
| Low |
1.2827 |
1.2810 |
-0.0017 |
-0.1% |
1.2679 |
| Close |
1.2866 |
1.2904 |
0.0038 |
0.3% |
1.2735 |
| Range |
0.0081 |
0.0138 |
0.0057 |
70.4% |
0.0293 |
| ATR |
0.0133 |
0.0133 |
0.0000 |
0.3% |
0.0000 |
| Volume |
101,452 |
132,548 |
31,096 |
30.7% |
578,212 |
|
| Daily Pivots for day following 30-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3301 |
1.3241 |
1.2980 |
|
| R3 |
1.3163 |
1.3103 |
1.2942 |
|
| R2 |
1.3025 |
1.3025 |
1.2929 |
|
| R1 |
1.2965 |
1.2965 |
1.2917 |
1.2995 |
| PP |
1.2887 |
1.2887 |
1.2887 |
1.2903 |
| S1 |
1.2827 |
1.2827 |
1.2891 |
1.2857 |
| S2 |
1.2749 |
1.2749 |
1.2879 |
|
| S3 |
1.2611 |
1.2689 |
1.2866 |
|
| S4 |
1.2473 |
1.2551 |
1.2828 |
|
|
| 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 |
1.2948 |
1.2690 |
0.0258 |
2.0% |
0.0122 |
0.9% |
83% |
True |
False |
112,019 |
| 10 |
1.3006 |
1.2679 |
0.0327 |
2.5% |
0.0128 |
1.0% |
69% |
False |
False |
114,364 |
| 20 |
1.3408 |
1.2679 |
0.0729 |
5.6% |
0.0141 |
1.1% |
31% |
False |
False |
91,929 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0126 |
1.0% |
28% |
False |
False |
46,437 |
| 60 |
1.3489 |
1.2491 |
0.0998 |
7.7% |
0.0118 |
0.9% |
41% |
False |
False |
31,031 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0118 |
0.9% |
52% |
False |
False |
23,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3535 |
|
2.618 |
1.3309 |
|
1.618 |
1.3171 |
|
1.000 |
1.3086 |
|
0.618 |
1.3033 |
|
HIGH |
1.2948 |
|
0.618 |
1.2895 |
|
0.500 |
1.2879 |
|
0.382 |
1.2863 |
|
LOW |
1.2810 |
|
0.618 |
1.2725 |
|
1.000 |
1.2672 |
|
1.618 |
1.2587 |
|
2.618 |
1.2449 |
|
4.250 |
1.2224 |
|
|
| Fisher Pivots for day following 30-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2896 |
1.2887 |
| PP |
1.2887 |
1.2869 |
| S1 |
1.2879 |
1.2852 |
|