CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 05-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2020 |
05-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3074 |
1.2946 |
-0.0128 |
-1.0% |
1.3060 |
| High |
1.3145 |
1.3158 |
0.0013 |
0.1% |
1.3084 |
| Low |
1.2917 |
1.2936 |
0.0019 |
0.1% |
1.2884 |
| Close |
1.2998 |
1.3147 |
0.0149 |
1.1% |
1.2961 |
| Range |
0.0228 |
0.0222 |
-0.0006 |
-2.6% |
0.0200 |
| ATR |
0.0133 |
0.0139 |
0.0006 |
4.8% |
0.0000 |
| Volume |
121,704 |
97,406 |
-24,298 |
-20.0% |
503,727 |
|
| Daily Pivots for day following 05-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3746 |
1.3669 |
1.3269 |
|
| R3 |
1.3524 |
1.3447 |
1.3208 |
|
| R2 |
1.3302 |
1.3302 |
1.3188 |
|
| R1 |
1.3225 |
1.3225 |
1.3167 |
1.3264 |
| PP |
1.3080 |
1.3080 |
1.3080 |
1.3100 |
| S1 |
1.3003 |
1.3003 |
1.3127 |
1.3042 |
| S2 |
1.2858 |
1.2858 |
1.3106 |
|
| S3 |
1.2636 |
1.2781 |
1.3086 |
|
| S4 |
1.2414 |
1.2559 |
1.3025 |
|
|
| 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 |
1.3158 |
1.2855 |
0.0303 |
2.3% |
0.0160 |
1.2% |
96% |
True |
False |
100,662 |
| 10 |
1.3158 |
1.2855 |
0.0303 |
2.3% |
0.0136 |
1.0% |
96% |
True |
False |
99,119 |
| 20 |
1.3182 |
1.2855 |
0.0327 |
2.5% |
0.0134 |
1.0% |
89% |
False |
False |
104,340 |
| 40 |
1.3182 |
1.2679 |
0.0503 |
3.8% |
0.0128 |
1.0% |
93% |
False |
False |
108,212 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0131 |
1.0% |
58% |
False |
False |
77,445 |
| 80 |
1.3489 |
1.2522 |
0.0967 |
7.4% |
0.0124 |
0.9% |
65% |
False |
False |
58,166 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.3% |
0.0120 |
0.9% |
72% |
False |
False |
46,552 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4102 |
|
2.618 |
1.3739 |
|
1.618 |
1.3517 |
|
1.000 |
1.3380 |
|
0.618 |
1.3295 |
|
HIGH |
1.3158 |
|
0.618 |
1.3073 |
|
0.500 |
1.3047 |
|
0.382 |
1.3021 |
|
LOW |
1.2936 |
|
0.618 |
1.2799 |
|
1.000 |
1.2714 |
|
1.618 |
1.2577 |
|
2.618 |
1.2355 |
|
4.250 |
1.1993 |
|
|
| Fisher Pivots for day following 05-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3114 |
1.3111 |
| PP |
1.3080 |
1.3074 |
| S1 |
1.3047 |
1.3038 |
|