CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 20-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2020 |
20-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2905 |
1.2944 |
0.0039 |
0.3% |
1.3036 |
| High |
1.3028 |
1.2984 |
-0.0044 |
-0.3% |
1.3086 |
| Low |
1.2901 |
1.2911 |
0.0010 |
0.1% |
1.2856 |
| Close |
1.2948 |
1.2946 |
-0.0002 |
0.0% |
1.2935 |
| Range |
0.0127 |
0.0073 |
-0.0054 |
-42.5% |
0.0230 |
| ATR |
0.0128 |
0.0124 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
115,006 |
81,551 |
-33,455 |
-29.1% |
580,024 |
|
| Daily Pivots for day following 20-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3166 |
1.3129 |
1.2986 |
|
| R3 |
1.3093 |
1.3056 |
1.2966 |
|
| R2 |
1.3020 |
1.3020 |
1.2959 |
|
| R1 |
1.2983 |
1.2983 |
1.2953 |
1.3002 |
| PP |
1.2947 |
1.2947 |
1.2947 |
1.2956 |
| S1 |
1.2910 |
1.2910 |
1.2939 |
1.2929 |
| S2 |
1.2874 |
1.2874 |
1.2933 |
|
| S3 |
1.2801 |
1.2837 |
1.2926 |
|
| S4 |
1.2728 |
1.2764 |
1.2906 |
|
|
| 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 |
1.3069 |
1.2856 |
0.0213 |
1.6% |
0.0130 |
1.0% |
42% |
False |
False |
116,681 |
| 10 |
1.3086 |
1.2848 |
0.0238 |
1.8% |
0.0117 |
0.9% |
41% |
False |
False |
105,289 |
| 20 |
1.3086 |
1.2679 |
0.0407 |
3.1% |
0.0120 |
0.9% |
66% |
False |
False |
112,341 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0130 |
1.0% |
33% |
False |
False |
85,687 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0124 |
1.0% |
33% |
False |
False |
57,310 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0118 |
0.9% |
56% |
False |
False |
43,036 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0118 |
0.9% |
56% |
False |
False |
34,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3294 |
|
2.618 |
1.3175 |
|
1.618 |
1.3102 |
|
1.000 |
1.3057 |
|
0.618 |
1.3029 |
|
HIGH |
1.2984 |
|
0.618 |
1.2956 |
|
0.500 |
1.2948 |
|
0.382 |
1.2939 |
|
LOW |
1.2911 |
|
0.618 |
1.2866 |
|
1.000 |
1.2838 |
|
1.618 |
1.2793 |
|
2.618 |
1.2720 |
|
4.250 |
1.2601 |
|
|
| Fisher Pivots for day following 20-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2948 |
1.2945 |
| PP |
1.2947 |
1.2943 |
| S1 |
1.2947 |
1.2942 |
|