CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 12-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2020 |
12-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2940 |
1.3036 |
0.0096 |
0.7% |
1.2928 |
| High |
1.3054 |
1.3086 |
0.0032 |
0.2% |
1.3054 |
| Low |
1.2924 |
1.3009 |
0.0085 |
0.7% |
1.2848 |
| Close |
1.3041 |
1.3066 |
0.0025 |
0.2% |
1.3041 |
| Range |
0.0130 |
0.0077 |
-0.0053 |
-40.8% |
0.0206 |
| ATR |
0.0125 |
0.0122 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
98,097 |
77,232 |
-20,865 |
-21.3% |
461,806 |
|
| Daily Pivots for day following 12-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3285 |
1.3252 |
1.3108 |
|
| R3 |
1.3208 |
1.3175 |
1.3087 |
|
| R2 |
1.3131 |
1.3131 |
1.3080 |
|
| R1 |
1.3098 |
1.3098 |
1.3073 |
1.3115 |
| PP |
1.3054 |
1.3054 |
1.3054 |
1.3062 |
| S1 |
1.3021 |
1.3021 |
1.3059 |
1.3038 |
| S2 |
1.2977 |
1.2977 |
1.3052 |
|
| S3 |
1.2900 |
1.2944 |
1.3045 |
|
| S4 |
1.2823 |
1.2867 |
1.3024 |
|
|
| 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 |
1.3086 |
1.2848 |
0.0238 |
1.8% |
0.0103 |
0.8% |
92% |
True |
False |
93,625 |
| 10 |
1.3086 |
1.2810 |
0.0276 |
2.1% |
0.0111 |
0.8% |
93% |
True |
False |
111,420 |
| 20 |
1.3086 |
1.2679 |
0.0407 |
3.1% |
0.0120 |
0.9% |
95% |
True |
False |
110,428 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0131 |
1.0% |
48% |
False |
False |
68,360 |
| 60 |
1.3489 |
1.2528 |
0.0961 |
7.4% |
0.0121 |
0.9% |
56% |
False |
False |
45,696 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0117 |
0.9% |
65% |
False |
False |
34,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3413 |
|
2.618 |
1.3288 |
|
1.618 |
1.3211 |
|
1.000 |
1.3163 |
|
0.618 |
1.3134 |
|
HIGH |
1.3086 |
|
0.618 |
1.3057 |
|
0.500 |
1.3048 |
|
0.382 |
1.3038 |
|
LOW |
1.3009 |
|
0.618 |
1.2961 |
|
1.000 |
1.2932 |
|
1.618 |
1.2884 |
|
2.618 |
1.2807 |
|
4.250 |
1.2682 |
|
|
| Fisher Pivots for day following 12-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3060 |
1.3041 |
| PP |
1.3054 |
1.3016 |
| S1 |
1.3048 |
1.2991 |
|