CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 09-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2020 |
09-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2921 |
1.2940 |
0.0019 |
0.1% |
1.2928 |
| High |
1.2974 |
1.3054 |
0.0080 |
0.6% |
1.3054 |
| Low |
1.2895 |
1.2924 |
0.0029 |
0.2% |
1.2848 |
| Close |
1.2935 |
1.3041 |
0.0106 |
0.8% |
1.3041 |
| Range |
0.0079 |
0.0130 |
0.0051 |
64.6% |
0.0206 |
| ATR |
0.0125 |
0.0125 |
0.0000 |
0.3% |
0.0000 |
| Volume |
72,760 |
98,097 |
25,337 |
34.8% |
461,806 |
|
| Daily Pivots for day following 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3396 |
1.3349 |
1.3113 |
|
| R3 |
1.3266 |
1.3219 |
1.3077 |
|
| R2 |
1.3136 |
1.3136 |
1.3065 |
|
| R1 |
1.3089 |
1.3089 |
1.3053 |
1.3113 |
| PP |
1.3006 |
1.3006 |
1.3006 |
1.3018 |
| S1 |
1.2959 |
1.2959 |
1.3029 |
1.2983 |
| S2 |
1.2876 |
1.2876 |
1.3017 |
|
| S3 |
1.2746 |
1.2829 |
1.3005 |
|
| S4 |
1.2616 |
1.2699 |
1.2970 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3599 |
1.3526 |
1.3154 |
|
| R3 |
1.3393 |
1.3320 |
1.3098 |
|
| R2 |
1.3187 |
1.3187 |
1.3079 |
|
| R1 |
1.3114 |
1.3114 |
1.3060 |
1.3151 |
| PP |
1.2981 |
1.2981 |
1.2981 |
1.2999 |
| S1 |
1.2908 |
1.2908 |
1.3022 |
1.2945 |
| S2 |
1.2775 |
1.2775 |
1.3003 |
|
| S3 |
1.2569 |
1.2702 |
1.2984 |
|
| S4 |
1.2363 |
1.2496 |
1.2928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3054 |
1.2848 |
0.0206 |
1.6% |
0.0106 |
0.8% |
94% |
True |
False |
92,361 |
| 10 |
1.3054 |
1.2756 |
0.0298 |
2.3% |
0.0121 |
0.9% |
96% |
True |
False |
114,696 |
| 20 |
1.3054 |
1.2679 |
0.0375 |
2.9% |
0.0123 |
0.9% |
97% |
True |
False |
110,686 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0131 |
1.0% |
45% |
False |
False |
66,435 |
| 60 |
1.3489 |
1.2522 |
0.0967 |
7.4% |
0.0121 |
0.9% |
54% |
False |
False |
44,409 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0118 |
0.9% |
63% |
False |
False |
33,331 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3607 |
|
2.618 |
1.3394 |
|
1.618 |
1.3264 |
|
1.000 |
1.3184 |
|
0.618 |
1.3134 |
|
HIGH |
1.3054 |
|
0.618 |
1.3004 |
|
0.500 |
1.2989 |
|
0.382 |
1.2974 |
|
LOW |
1.2924 |
|
0.618 |
1.2844 |
|
1.000 |
1.2794 |
|
1.618 |
1.2714 |
|
2.618 |
1.2584 |
|
4.250 |
1.2372 |
|
|
| Fisher Pivots for day following 09-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3024 |
1.3011 |
| PP |
1.3006 |
1.2981 |
| S1 |
1.2989 |
1.2951 |
|