CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 16-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2020 |
16-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3017 |
1.2908 |
-0.0109 |
-0.8% |
1.3036 |
| High |
1.3033 |
1.2965 |
-0.0068 |
-0.5% |
1.3086 |
| Low |
1.2893 |
1.2856 |
-0.0037 |
-0.3% |
1.2856 |
| Close |
1.2904 |
1.2935 |
0.0031 |
0.2% |
1.2935 |
| Range |
0.0140 |
0.0109 |
-0.0031 |
-22.1% |
0.0230 |
| ATR |
0.0130 |
0.0128 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
120,910 |
131,435 |
10,525 |
8.7% |
580,024 |
|
| Daily Pivots for day following 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3246 |
1.3199 |
1.2995 |
|
| R3 |
1.3137 |
1.3090 |
1.2965 |
|
| R2 |
1.3028 |
1.3028 |
1.2955 |
|
| R1 |
1.2981 |
1.2981 |
1.2945 |
1.3005 |
| PP |
1.2919 |
1.2919 |
1.2919 |
1.2930 |
| S1 |
1.2872 |
1.2872 |
1.2925 |
1.2896 |
| S2 |
1.2810 |
1.2810 |
1.2915 |
|
| S3 |
1.2701 |
1.2763 |
1.2905 |
|
| S4 |
1.2592 |
1.2654 |
1.2875 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3649 |
1.3522 |
1.3062 |
|
| R3 |
1.3419 |
1.3292 |
1.2998 |
|
| R2 |
1.3189 |
1.3189 |
1.2977 |
|
| R1 |
1.3062 |
1.3062 |
1.2956 |
1.3011 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2933 |
| S1 |
1.2832 |
1.2832 |
1.2914 |
1.2781 |
| S2 |
1.2729 |
1.2729 |
1.2893 |
|
| S3 |
1.2499 |
1.2602 |
1.2872 |
|
| S4 |
1.2269 |
1.2372 |
1.2809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3086 |
1.2856 |
0.0230 |
1.8% |
0.0135 |
1.0% |
34% |
False |
True |
116,004 |
| 10 |
1.3086 |
1.2848 |
0.0238 |
1.8% |
0.0120 |
0.9% |
37% |
False |
False |
104,183 |
| 20 |
1.3086 |
1.2679 |
0.0407 |
3.1% |
0.0127 |
1.0% |
63% |
False |
False |
115,260 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0133 |
1.0% |
32% |
False |
False |
80,843 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0124 |
1.0% |
32% |
False |
False |
54,038 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0118 |
0.9% |
55% |
False |
False |
40,579 |
| 100 |
1.3489 |
1.2248 |
0.1241 |
9.6% |
0.0118 |
0.9% |
55% |
False |
False |
32,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3428 |
|
2.618 |
1.3250 |
|
1.618 |
1.3141 |
|
1.000 |
1.3074 |
|
0.618 |
1.3032 |
|
HIGH |
1.2965 |
|
0.618 |
1.2923 |
|
0.500 |
1.2911 |
|
0.382 |
1.2898 |
|
LOW |
1.2856 |
|
0.618 |
1.2789 |
|
1.000 |
1.2747 |
|
1.618 |
1.2680 |
|
2.618 |
1.2571 |
|
4.250 |
1.2393 |
|
|
| Fisher Pivots for day following 16-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2927 |
1.2963 |
| PP |
1.2919 |
1.2953 |
| S1 |
1.2911 |
1.2944 |
|