CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 04-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2020 |
04-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2918 |
1.3074 |
0.0156 |
1.2% |
1.3060 |
| High |
1.3084 |
1.3145 |
0.0061 |
0.5% |
1.3084 |
| Low |
1.2918 |
1.2917 |
-0.0001 |
0.0% |
1.2884 |
| Close |
1.3029 |
1.2998 |
-0.0031 |
-0.2% |
1.2961 |
| Range |
0.0166 |
0.0228 |
0.0062 |
37.3% |
0.0200 |
| ATR |
0.0125 |
0.0133 |
0.0007 |
5.9% |
0.0000 |
| Volume |
96,430 |
121,704 |
25,274 |
26.2% |
503,727 |
|
| Daily Pivots for day following 04-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3704 |
1.3579 |
1.3123 |
|
| R3 |
1.3476 |
1.3351 |
1.3061 |
|
| R2 |
1.3248 |
1.3248 |
1.3040 |
|
| R1 |
1.3123 |
1.3123 |
1.3019 |
1.3072 |
| PP |
1.3020 |
1.3020 |
1.3020 |
1.2994 |
| S1 |
1.2895 |
1.2895 |
1.2977 |
1.2844 |
| S2 |
1.2792 |
1.2792 |
1.2956 |
|
| S3 |
1.2564 |
1.2667 |
1.2935 |
|
| S4 |
1.2336 |
1.2439 |
1.2873 |
|
|
| 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 |
1.3145 |
1.2855 |
0.0290 |
2.2% |
0.0144 |
1.1% |
49% |
True |
False |
105,124 |
| 10 |
1.3156 |
1.2855 |
0.0301 |
2.3% |
0.0122 |
0.9% |
48% |
False |
False |
97,306 |
| 20 |
1.3182 |
1.2855 |
0.0327 |
2.5% |
0.0127 |
1.0% |
44% |
False |
False |
103,108 |
| 40 |
1.3182 |
1.2679 |
0.0503 |
3.9% |
0.0129 |
1.0% |
63% |
False |
False |
108,734 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0129 |
1.0% |
39% |
False |
False |
75,828 |
| 80 |
1.3489 |
1.2522 |
0.0967 |
7.4% |
0.0122 |
0.9% |
49% |
False |
False |
56,948 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0119 |
0.9% |
60% |
False |
False |
45,578 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4114 |
|
2.618 |
1.3742 |
|
1.618 |
1.3514 |
|
1.000 |
1.3373 |
|
0.618 |
1.3286 |
|
HIGH |
1.3145 |
|
0.618 |
1.3058 |
|
0.500 |
1.3031 |
|
0.382 |
1.3004 |
|
LOW |
1.2917 |
|
0.618 |
1.2776 |
|
1.000 |
1.2689 |
|
1.618 |
1.2548 |
|
2.618 |
1.2320 |
|
4.250 |
1.1948 |
|
|
| Fisher Pivots for day following 04-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3031 |
1.3000 |
| PP |
1.3020 |
1.2999 |
| S1 |
1.3009 |
1.2999 |
|