CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 07-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2020 |
07-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2985 |
1.2881 |
-0.0104 |
-0.8% |
1.2763 |
| High |
1.3012 |
1.2933 |
-0.0079 |
-0.6% |
1.2984 |
| Low |
1.2870 |
1.2848 |
-0.0022 |
-0.2% |
1.2756 |
| Close |
1.2905 |
1.2915 |
0.0010 |
0.1% |
1.2939 |
| Range |
0.0142 |
0.0085 |
-0.0057 |
-40.1% |
0.0228 |
| ATR |
0.0132 |
0.0128 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
114,577 |
105,461 |
-9,116 |
-8.0% |
685,160 |
|
| Daily Pivots for day following 07-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3154 |
1.3119 |
1.2962 |
|
| R3 |
1.3069 |
1.3034 |
1.2938 |
|
| R2 |
1.2984 |
1.2984 |
1.2931 |
|
| R1 |
1.2949 |
1.2949 |
1.2923 |
1.2967 |
| PP |
1.2899 |
1.2899 |
1.2899 |
1.2907 |
| S1 |
1.2864 |
1.2864 |
1.2907 |
1.2882 |
| S2 |
1.2814 |
1.2814 |
1.2899 |
|
| S3 |
1.2729 |
1.2779 |
1.2892 |
|
| S4 |
1.2644 |
1.2694 |
1.2868 |
|
|
| 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 |
1.3012 |
1.2823 |
0.0189 |
1.5% |
0.0120 |
0.9% |
49% |
False |
False |
126,424 |
| 10 |
1.3012 |
1.2690 |
0.0322 |
2.5% |
0.0121 |
0.9% |
70% |
False |
False |
119,221 |
| 20 |
1.3042 |
1.2679 |
0.0363 |
2.8% |
0.0131 |
1.0% |
65% |
False |
False |
114,360 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0130 |
1.0% |
29% |
False |
False |
62,188 |
| 60 |
1.3489 |
1.2522 |
0.0967 |
7.5% |
0.0120 |
0.9% |
41% |
False |
False |
41,562 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0118 |
0.9% |
53% |
False |
False |
31,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3294 |
|
2.618 |
1.3156 |
|
1.618 |
1.3071 |
|
1.000 |
1.3018 |
|
0.618 |
1.2986 |
|
HIGH |
1.2933 |
|
0.618 |
1.2901 |
|
0.500 |
1.2891 |
|
0.382 |
1.2880 |
|
LOW |
1.2848 |
|
0.618 |
1.2795 |
|
1.000 |
1.2763 |
|
1.618 |
1.2710 |
|
2.618 |
1.2625 |
|
4.250 |
1.2487 |
|
|
| Fisher Pivots for day following 07-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2907 |
1.2930 |
| PP |
1.2899 |
1.2925 |
| S1 |
1.2891 |
1.2920 |
|