CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 02-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2020 |
02-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2923 |
1.2890 |
-0.0033 |
-0.3% |
1.2763 |
| High |
1.2984 |
1.2958 |
-0.0026 |
-0.2% |
1.2984 |
| Low |
1.2823 |
1.2839 |
0.0016 |
0.1% |
1.2756 |
| Close |
1.2897 |
1.2939 |
0.0042 |
0.3% |
1.2939 |
| Range |
0.0161 |
0.0119 |
-0.0042 |
-26.1% |
0.0228 |
| ATR |
0.0135 |
0.0134 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
193,409 |
147,762 |
-45,647 |
-23.6% |
685,160 |
|
| Daily Pivots for day following 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3269 |
1.3223 |
1.3004 |
|
| R3 |
1.3150 |
1.3104 |
1.2972 |
|
| R2 |
1.3031 |
1.3031 |
1.2961 |
|
| R1 |
1.2985 |
1.2985 |
1.2950 |
1.3008 |
| PP |
1.2912 |
1.2912 |
1.2912 |
1.2924 |
| S1 |
1.2866 |
1.2866 |
1.2928 |
1.2889 |
| S2 |
1.2793 |
1.2793 |
1.2917 |
|
| S3 |
1.2674 |
1.2747 |
1.2906 |
|
| S4 |
1.2555 |
1.2628 |
1.2874 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3577 |
1.3486 |
1.3064 |
|
| R3 |
1.3349 |
1.3258 |
1.3002 |
|
| R2 |
1.3121 |
1.3121 |
1.2981 |
|
| R1 |
1.3030 |
1.3030 |
1.2960 |
1.3076 |
| PP |
1.2893 |
1.2893 |
1.2893 |
1.2916 |
| S1 |
1.2802 |
1.2802 |
1.2918 |
1.2848 |
| S2 |
1.2665 |
1.2665 |
1.2897 |
|
| S3 |
1.2437 |
1.2574 |
1.2876 |
|
| S4 |
1.2209 |
1.2346 |
1.2814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2984 |
1.2756 |
0.0228 |
1.8% |
0.0135 |
1.0% |
80% |
False |
False |
137,032 |
| 10 |
1.2984 |
1.2679 |
0.0305 |
2.4% |
0.0134 |
1.0% |
85% |
False |
False |
126,337 |
| 20 |
1.3325 |
1.2679 |
0.0646 |
5.0% |
0.0143 |
1.1% |
40% |
False |
False |
108,265 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0129 |
1.0% |
32% |
False |
False |
54,944 |
| 60 |
1.3489 |
1.2491 |
0.0998 |
7.7% |
0.0120 |
0.9% |
45% |
False |
False |
36,715 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0119 |
0.9% |
55% |
False |
False |
27,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3464 |
|
2.618 |
1.3270 |
|
1.618 |
1.3151 |
|
1.000 |
1.3077 |
|
0.618 |
1.3032 |
|
HIGH |
1.2958 |
|
0.618 |
1.2913 |
|
0.500 |
1.2899 |
|
0.382 |
1.2884 |
|
LOW |
1.2839 |
|
0.618 |
1.2765 |
|
1.000 |
1.2720 |
|
1.618 |
1.2646 |
|
2.618 |
1.2527 |
|
4.250 |
1.2333 |
|
|
| Fisher Pivots for day following 02-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2926 |
1.2925 |
| PP |
1.2912 |
1.2911 |
| S1 |
1.2899 |
1.2897 |
|