CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 03-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2020 |
03-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2937 |
1.2918 |
-0.0019 |
-0.1% |
1.3060 |
| High |
1.2947 |
1.3084 |
0.0137 |
1.1% |
1.3084 |
| Low |
1.2855 |
1.2918 |
0.0063 |
0.5% |
1.2884 |
| Close |
1.2904 |
1.3029 |
0.0125 |
1.0% |
1.2961 |
| Range |
0.0092 |
0.0166 |
0.0074 |
80.4% |
0.0200 |
| ATR |
0.0121 |
0.0125 |
0.0004 |
3.5% |
0.0000 |
| Volume |
82,566 |
96,430 |
13,864 |
16.8% |
503,727 |
|
| Daily Pivots for day following 03-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3508 |
1.3435 |
1.3120 |
|
| R3 |
1.3342 |
1.3269 |
1.3075 |
|
| R2 |
1.3176 |
1.3176 |
1.3059 |
|
| R1 |
1.3103 |
1.3103 |
1.3044 |
1.3140 |
| PP |
1.3010 |
1.3010 |
1.3010 |
1.3029 |
| S1 |
1.2937 |
1.2937 |
1.3014 |
1.2974 |
| S2 |
1.2844 |
1.2844 |
1.2999 |
|
| S3 |
1.2678 |
1.2771 |
1.2983 |
|
| S4 |
1.2512 |
1.2605 |
1.2938 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3576 |
1.3469 |
1.3071 |
|
| R3 |
1.3376 |
1.3269 |
1.3016 |
|
| R2 |
1.3176 |
1.3176 |
1.2998 |
|
| R1 |
1.3069 |
1.3069 |
1.2979 |
1.3023 |
| PP |
1.2976 |
1.2976 |
1.2976 |
1.2953 |
| S1 |
1.2869 |
1.2869 |
1.2943 |
1.2823 |
| S2 |
1.2776 |
1.2776 |
1.2924 |
|
| S3 |
1.2576 |
1.2669 |
1.2906 |
|
| S4 |
1.2376 |
1.2469 |
1.2851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3084 |
1.2855 |
0.0229 |
1.8% |
0.0128 |
1.0% |
76% |
True |
False |
105,919 |
| 10 |
1.3182 |
1.2855 |
0.0327 |
2.5% |
0.0123 |
0.9% |
53% |
False |
False |
99,303 |
| 20 |
1.3182 |
1.2848 |
0.0334 |
2.6% |
0.0120 |
0.9% |
54% |
False |
False |
102,296 |
| 40 |
1.3182 |
1.2679 |
0.0503 |
3.9% |
0.0127 |
1.0% |
70% |
False |
False |
108,041 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0126 |
1.0% |
43% |
False |
False |
73,805 |
| 80 |
1.3489 |
1.2491 |
0.0998 |
7.7% |
0.0120 |
0.9% |
54% |
False |
False |
55,427 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0118 |
0.9% |
62% |
False |
False |
44,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3790 |
|
2.618 |
1.3519 |
|
1.618 |
1.3353 |
|
1.000 |
1.3250 |
|
0.618 |
1.3187 |
|
HIGH |
1.3084 |
|
0.618 |
1.3021 |
|
0.500 |
1.3001 |
|
0.382 |
1.2981 |
|
LOW |
1.2918 |
|
0.618 |
1.2815 |
|
1.000 |
1.2752 |
|
1.618 |
1.2649 |
|
2.618 |
1.2483 |
|
4.250 |
1.2213 |
|
|
| Fisher Pivots for day following 03-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3020 |
1.3009 |
| PP |
1.3010 |
1.2989 |
| S1 |
1.3001 |
1.2970 |
|