CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 23-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2020 |
23-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3144 |
1.3089 |
-0.0055 |
-0.4% |
1.2905 |
| High |
1.3156 |
1.3126 |
-0.0030 |
-0.2% |
1.3182 |
| Low |
1.3073 |
1.3021 |
-0.0052 |
-0.4% |
1.2901 |
| Close |
1.3081 |
1.3039 |
-0.0042 |
-0.3% |
1.3039 |
| Range |
0.0083 |
0.0105 |
0.0022 |
26.5% |
0.0281 |
| ATR |
0.0129 |
0.0128 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
79,269 |
89,364 |
10,095 |
12.7% |
506,864 |
|
| Daily Pivots for day following 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3377 |
1.3313 |
1.3097 |
|
| R3 |
1.3272 |
1.3208 |
1.3068 |
|
| R2 |
1.3167 |
1.3167 |
1.3058 |
|
| R1 |
1.3103 |
1.3103 |
1.3049 |
1.3083 |
| PP |
1.3062 |
1.3062 |
1.3062 |
1.3052 |
| S1 |
1.2998 |
1.2998 |
1.3029 |
1.2978 |
| S2 |
1.2957 |
1.2957 |
1.3020 |
|
| S3 |
1.2852 |
1.2893 |
1.3010 |
|
| S4 |
1.2747 |
1.2788 |
1.2981 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3884 |
1.3742 |
1.3194 |
|
| R3 |
1.3603 |
1.3461 |
1.3116 |
|
| R2 |
1.3322 |
1.3322 |
1.3091 |
|
| R1 |
1.3180 |
1.3180 |
1.3065 |
1.3251 |
| PP |
1.3041 |
1.3041 |
1.3041 |
1.3076 |
| S1 |
1.2899 |
1.2899 |
1.3013 |
1.2970 |
| S2 |
1.2760 |
1.2760 |
1.2987 |
|
| S3 |
1.2479 |
1.2618 |
1.2962 |
|
| S4 |
1.2198 |
1.2337 |
1.2884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3182 |
1.2901 |
0.0281 |
2.2% |
0.0125 |
1.0% |
49% |
False |
False |
101,372 |
| 10 |
1.3182 |
1.2856 |
0.0326 |
2.5% |
0.0130 |
1.0% |
56% |
False |
False |
108,688 |
| 20 |
1.3182 |
1.2756 |
0.0426 |
3.3% |
0.0125 |
1.0% |
66% |
False |
False |
111,692 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0133 |
1.0% |
44% |
False |
False |
93,340 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0125 |
1.0% |
44% |
False |
False |
62,468 |
| 80 |
1.3489 |
1.2449 |
0.1040 |
8.0% |
0.0118 |
0.9% |
57% |
False |
False |
46,904 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0119 |
0.9% |
63% |
False |
False |
37,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3572 |
|
2.618 |
1.3401 |
|
1.618 |
1.3296 |
|
1.000 |
1.3231 |
|
0.618 |
1.3191 |
|
HIGH |
1.3126 |
|
0.618 |
1.3086 |
|
0.500 |
1.3074 |
|
0.382 |
1.3061 |
|
LOW |
1.3021 |
|
0.618 |
1.2956 |
|
1.000 |
1.2916 |
|
1.618 |
1.2851 |
|
2.618 |
1.2746 |
|
4.250 |
1.2575 |
|
|
| Fisher Pivots for day following 23-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3074 |
1.3063 |
| PP |
1.3062 |
1.3055 |
| S1 |
1.3051 |
1.3047 |
|