CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 26-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2020 |
26-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3089 |
1.3060 |
-0.0029 |
-0.2% |
1.2905 |
| High |
1.3126 |
1.3078 |
-0.0048 |
-0.4% |
1.3182 |
| Low |
1.3021 |
1.2996 |
-0.0025 |
-0.2% |
1.2901 |
| Close |
1.3039 |
1.3022 |
-0.0017 |
-0.1% |
1.3039 |
| Range |
0.0105 |
0.0082 |
-0.0023 |
-21.9% |
0.0281 |
| ATR |
0.0128 |
0.0124 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
89,364 |
80,791 |
-8,573 |
-9.6% |
506,864 |
|
| Daily Pivots for day following 26-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3278 |
1.3232 |
1.3067 |
|
| R3 |
1.3196 |
1.3150 |
1.3045 |
|
| R2 |
1.3114 |
1.3114 |
1.3037 |
|
| R1 |
1.3068 |
1.3068 |
1.3030 |
1.3050 |
| PP |
1.3032 |
1.3032 |
1.3032 |
1.3023 |
| S1 |
1.2986 |
1.2986 |
1.3014 |
1.2968 |
| S2 |
1.2950 |
1.2950 |
1.3007 |
|
| S3 |
1.2868 |
1.2904 |
1.2999 |
|
| S4 |
1.2786 |
1.2822 |
1.2977 |
|
|
| 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 |
1.2911 |
0.0271 |
2.1% |
0.0116 |
0.9% |
41% |
False |
False |
94,529 |
| 10 |
1.3182 |
1.2856 |
0.0326 |
2.5% |
0.0131 |
1.0% |
51% |
False |
False |
109,044 |
| 20 |
1.3182 |
1.2810 |
0.0372 |
2.9% |
0.0121 |
0.9% |
57% |
False |
False |
110,232 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0131 |
1.0% |
42% |
False |
False |
95,312 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0125 |
1.0% |
42% |
False |
False |
63,812 |
| 80 |
1.3489 |
1.2449 |
0.1040 |
8.0% |
0.0119 |
0.9% |
55% |
False |
False |
47,907 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0119 |
0.9% |
62% |
False |
False |
38,345 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3427 |
|
2.618 |
1.3293 |
|
1.618 |
1.3211 |
|
1.000 |
1.3160 |
|
0.618 |
1.3129 |
|
HIGH |
1.3078 |
|
0.618 |
1.3047 |
|
0.500 |
1.3037 |
|
0.382 |
1.3027 |
|
LOW |
1.2996 |
|
0.618 |
1.2945 |
|
1.000 |
1.2914 |
|
1.618 |
1.2863 |
|
2.618 |
1.2781 |
|
4.250 |
1.2648 |
|
|
| Fisher Pivots for day following 26-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3037 |
1.3076 |
| PP |
1.3032 |
1.3058 |
| S1 |
1.3027 |
1.3040 |
|