CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 15-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2020 |
15-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2940 |
1.3017 |
0.0077 |
0.6% |
1.2928 |
| High |
1.3069 |
1.3033 |
-0.0036 |
-0.3% |
1.3054 |
| Low |
1.2867 |
1.2893 |
0.0026 |
0.2% |
1.2848 |
| Close |
1.3028 |
1.2904 |
-0.0124 |
-1.0% |
1.3041 |
| Range |
0.0202 |
0.0140 |
-0.0062 |
-30.7% |
0.0206 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
0.6% |
0.0000 |
| Volume |
134,506 |
120,910 |
-13,596 |
-10.1% |
461,806 |
|
| Daily Pivots for day following 15-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3363 |
1.3274 |
1.2981 |
|
| R3 |
1.3223 |
1.3134 |
1.2943 |
|
| R2 |
1.3083 |
1.3083 |
1.2930 |
|
| R1 |
1.2994 |
1.2994 |
1.2917 |
1.2969 |
| PP |
1.2943 |
1.2943 |
1.2943 |
1.2931 |
| S1 |
1.2854 |
1.2854 |
1.2891 |
1.2829 |
| S2 |
1.2803 |
1.2803 |
1.2878 |
|
| S3 |
1.2663 |
1.2714 |
1.2866 |
|
| S4 |
1.2523 |
1.2574 |
1.2827 |
|
|
| 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 |
1.2867 |
0.0219 |
1.7% |
0.0139 |
1.1% |
17% |
False |
False |
109,337 |
| 10 |
1.3086 |
1.2839 |
0.0247 |
1.9% |
0.0121 |
0.9% |
26% |
False |
False |
105,815 |
| 20 |
1.3086 |
1.2679 |
0.0407 |
3.2% |
0.0126 |
1.0% |
55% |
False |
False |
112,569 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0134 |
1.0% |
28% |
False |
False |
77,579 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0123 |
1.0% |
28% |
False |
False |
51,863 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0118 |
0.9% |
52% |
False |
False |
38,936 |
| 100 |
1.3489 |
1.2217 |
0.1272 |
9.9% |
0.0118 |
0.9% |
54% |
False |
False |
31,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3628 |
|
2.618 |
1.3400 |
|
1.618 |
1.3260 |
|
1.000 |
1.3173 |
|
0.618 |
1.3120 |
|
HIGH |
1.3033 |
|
0.618 |
1.2980 |
|
0.500 |
1.2963 |
|
0.382 |
1.2946 |
|
LOW |
1.2893 |
|
0.618 |
1.2806 |
|
1.000 |
1.2753 |
|
1.618 |
1.2666 |
|
2.618 |
1.2526 |
|
4.250 |
1.2298 |
|
|
| Fisher Pivots for day following 15-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2963 |
1.2970 |
| PP |
1.2943 |
1.2948 |
| S1 |
1.2924 |
1.2926 |
|