CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 28-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2020 |
28-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3026 |
1.3044 |
0.0018 |
0.1% |
1.2905 |
| High |
1.3084 |
1.3067 |
-0.0017 |
-0.1% |
1.3182 |
| Low |
1.3004 |
1.2920 |
-0.0084 |
-0.6% |
1.2901 |
| Close |
1.3061 |
1.2997 |
-0.0064 |
-0.5% |
1.3039 |
| Range |
0.0080 |
0.0147 |
0.0067 |
83.8% |
0.0281 |
| ATR |
0.0121 |
0.0123 |
0.0002 |
1.5% |
0.0000 |
| Volume |
72,336 |
125,680 |
53,344 |
73.7% |
506,864 |
|
| Daily Pivots for day following 28-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3436 |
1.3363 |
1.3078 |
|
| R3 |
1.3289 |
1.3216 |
1.3037 |
|
| R2 |
1.3142 |
1.3142 |
1.3024 |
|
| R1 |
1.3069 |
1.3069 |
1.3010 |
1.3032 |
| PP |
1.2995 |
1.2995 |
1.2995 |
1.2976 |
| S1 |
1.2922 |
1.2922 |
1.2984 |
1.2885 |
| S2 |
1.2848 |
1.2848 |
1.2970 |
|
| S3 |
1.2701 |
1.2775 |
1.2957 |
|
| S4 |
1.2554 |
1.2628 |
1.2916 |
|
|
| 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 |
1.3156 |
1.2920 |
0.0236 |
1.8% |
0.0099 |
0.8% |
33% |
False |
True |
89,488 |
| 10 |
1.3182 |
1.2856 |
0.0326 |
2.5% |
0.0118 |
0.9% |
43% |
False |
False |
103,801 |
| 20 |
1.3182 |
1.2823 |
0.0359 |
2.8% |
0.0121 |
0.9% |
48% |
False |
False |
108,433 |
| 40 |
1.3408 |
1.2679 |
0.0729 |
5.6% |
0.0131 |
1.0% |
44% |
False |
False |
100,181 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0124 |
1.0% |
39% |
False |
False |
67,102 |
| 80 |
1.3489 |
1.2491 |
0.0998 |
7.7% |
0.0119 |
0.9% |
51% |
False |
False |
50,381 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0119 |
0.9% |
60% |
False |
False |
40,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3692 |
|
2.618 |
1.3452 |
|
1.618 |
1.3305 |
|
1.000 |
1.3214 |
|
0.618 |
1.3158 |
|
HIGH |
1.3067 |
|
0.618 |
1.3011 |
|
0.500 |
1.2994 |
|
0.382 |
1.2976 |
|
LOW |
1.2920 |
|
0.618 |
1.2829 |
|
1.000 |
1.2773 |
|
1.618 |
1.2682 |
|
2.618 |
1.2535 |
|
4.250 |
1.2295 |
|
|
| Fisher Pivots for day following 28-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2996 |
1.3002 |
| PP |
1.2995 |
1.3000 |
| S1 |
1.2994 |
1.2999 |
|