CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 13-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2020 |
13-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3036 |
1.3069 |
0.0033 |
0.3% |
1.2928 |
| High |
1.3086 |
1.3072 |
-0.0014 |
-0.1% |
1.3054 |
| Low |
1.3009 |
1.2926 |
-0.0083 |
-0.6% |
1.2848 |
| Close |
1.3066 |
1.2942 |
-0.0124 |
-0.9% |
1.3041 |
| Range |
0.0077 |
0.0146 |
0.0069 |
89.6% |
0.0206 |
| ATR |
0.0122 |
0.0124 |
0.0002 |
1.4% |
0.0000 |
| Volume |
77,232 |
115,941 |
38,709 |
50.1% |
461,806 |
|
| Daily Pivots for day following 13-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3418 |
1.3326 |
1.3022 |
|
| R3 |
1.3272 |
1.3180 |
1.2982 |
|
| R2 |
1.3126 |
1.3126 |
1.2969 |
|
| R1 |
1.3034 |
1.3034 |
1.2955 |
1.3007 |
| PP |
1.2980 |
1.2980 |
1.2980 |
1.2967 |
| S1 |
1.2888 |
1.2888 |
1.2929 |
1.2861 |
| S2 |
1.2834 |
1.2834 |
1.2915 |
|
| S3 |
1.2688 |
1.2742 |
1.2902 |
|
| S4 |
1.2542 |
1.2596 |
1.2862 |
|
|
| 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% |
39% |
False |
False |
93,898 |
| 10 |
1.3086 |
1.2810 |
0.0276 |
2.1% |
0.0117 |
0.9% |
48% |
False |
False |
112,869 |
| 20 |
1.3086 |
1.2679 |
0.0407 |
3.1% |
0.0122 |
0.9% |
65% |
False |
False |
112,175 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0133 |
1.0% |
32% |
False |
False |
71,254 |
| 60 |
1.3489 |
1.2654 |
0.0835 |
6.5% |
0.0121 |
0.9% |
34% |
False |
False |
47,627 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0117 |
0.9% |
55% |
False |
False |
35,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3693 |
|
2.618 |
1.3454 |
|
1.618 |
1.3308 |
|
1.000 |
1.3218 |
|
0.618 |
1.3162 |
|
HIGH |
1.3072 |
|
0.618 |
1.3016 |
|
0.500 |
1.2999 |
|
0.382 |
1.2982 |
|
LOW |
1.2926 |
|
0.618 |
1.2836 |
|
1.000 |
1.2780 |
|
1.618 |
1.2690 |
|
2.618 |
1.2544 |
|
4.250 |
1.2306 |
|
|
| Fisher Pivots for day following 13-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2999 |
1.3005 |
| PP |
1.2980 |
1.2984 |
| S1 |
1.2961 |
1.2963 |
|