CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 01-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2020 |
01-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2864 |
1.2923 |
0.0059 |
0.5% |
1.2930 |
| High |
1.2948 |
1.2984 |
0.0036 |
0.3% |
1.2972 |
| Low |
1.2810 |
1.2823 |
0.0013 |
0.1% |
1.2679 |
| Close |
1.2904 |
1.2897 |
-0.0007 |
-0.1% |
1.2735 |
| Range |
0.0138 |
0.0161 |
0.0023 |
16.7% |
0.0293 |
| ATR |
0.0133 |
0.0135 |
0.0002 |
1.5% |
0.0000 |
| Volume |
132,548 |
193,409 |
60,861 |
45.9% |
578,212 |
|
| Daily Pivots for day following 01-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3384 |
1.3302 |
1.2986 |
|
| R3 |
1.3223 |
1.3141 |
1.2941 |
|
| R2 |
1.3062 |
1.3062 |
1.2927 |
|
| R1 |
1.2980 |
1.2980 |
1.2912 |
1.2941 |
| PP |
1.2901 |
1.2901 |
1.2901 |
1.2882 |
| S1 |
1.2819 |
1.2819 |
1.2882 |
1.2780 |
| S2 |
1.2740 |
1.2740 |
1.2867 |
|
| S3 |
1.2579 |
1.2658 |
1.2853 |
|
| S4 |
1.2418 |
1.2497 |
1.2808 |
|
|
| 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 |
1.2984 |
1.2690 |
0.0294 |
2.3% |
0.0136 |
1.1% |
70% |
True |
False |
127,904 |
| 10 |
1.3005 |
1.2679 |
0.0326 |
2.5% |
0.0131 |
1.0% |
67% |
False |
False |
119,322 |
| 20 |
1.3365 |
1.2679 |
0.0686 |
5.3% |
0.0143 |
1.1% |
32% |
False |
False |
101,014 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0128 |
1.0% |
27% |
False |
False |
51,263 |
| 60 |
1.3489 |
1.2491 |
0.0998 |
7.7% |
0.0119 |
0.9% |
41% |
False |
False |
34,253 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0118 |
0.9% |
52% |
False |
False |
25,715 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3668 |
|
2.618 |
1.3405 |
|
1.618 |
1.3244 |
|
1.000 |
1.3145 |
|
0.618 |
1.3083 |
|
HIGH |
1.2984 |
|
0.618 |
1.2922 |
|
0.500 |
1.2904 |
|
0.382 |
1.2885 |
|
LOW |
1.2823 |
|
0.618 |
1.2724 |
|
1.000 |
1.2662 |
|
1.618 |
1.2563 |
|
2.618 |
1.2402 |
|
4.250 |
1.2139 |
|
|
| Fisher Pivots for day following 01-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2904 |
1.2897 |
| PP |
1.2901 |
1.2897 |
| S1 |
1.2899 |
1.2897 |
|