CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 09-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2020 |
09-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3145 |
1.3165 |
0.0020 |
0.2% |
1.2937 |
| High |
1.3180 |
1.3212 |
0.0032 |
0.2% |
1.3180 |
| Low |
1.3095 |
1.3121 |
0.0026 |
0.2% |
1.2855 |
| Close |
1.3163 |
1.3172 |
0.0009 |
0.1% |
1.3163 |
| Range |
0.0085 |
0.0091 |
0.0006 |
7.1% |
0.0325 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
90,718 |
116,095 |
25,377 |
28.0% |
488,824 |
|
| Daily Pivots for day following 09-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3441 |
1.3398 |
1.3222 |
|
| R3 |
1.3350 |
1.3307 |
1.3197 |
|
| R2 |
1.3259 |
1.3259 |
1.3189 |
|
| R1 |
1.3216 |
1.3216 |
1.3180 |
1.3238 |
| PP |
1.3168 |
1.3168 |
1.3168 |
1.3179 |
| S1 |
1.3125 |
1.3125 |
1.3164 |
1.3147 |
| S2 |
1.3077 |
1.3077 |
1.3155 |
|
| S3 |
1.2986 |
1.3034 |
1.3147 |
|
| S4 |
1.2895 |
1.2943 |
1.3122 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4041 |
1.3927 |
1.3342 |
|
| R3 |
1.3716 |
1.3602 |
1.3252 |
|
| R2 |
1.3391 |
1.3391 |
1.3223 |
|
| R1 |
1.3277 |
1.3277 |
1.3193 |
1.3334 |
| PP |
1.3066 |
1.3066 |
1.3066 |
1.3095 |
| S1 |
1.2952 |
1.2952 |
1.3133 |
1.3009 |
| S2 |
1.2741 |
1.2741 |
1.3103 |
|
| S3 |
1.2416 |
1.2627 |
1.3074 |
|
| S4 |
1.2091 |
1.2302 |
1.2984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3212 |
1.2917 |
0.0295 |
2.2% |
0.0158 |
1.2% |
86% |
True |
False |
104,470 |
| 10 |
1.3212 |
1.2855 |
0.0357 |
2.7% |
0.0135 |
1.0% |
89% |
True |
False |
102,785 |
| 20 |
1.3212 |
1.2855 |
0.0357 |
2.7% |
0.0133 |
1.0% |
89% |
True |
False |
105,915 |
| 40 |
1.3212 |
1.2679 |
0.0533 |
4.0% |
0.0127 |
1.0% |
92% |
True |
False |
108,171 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0131 |
1.0% |
61% |
False |
False |
80,878 |
| 80 |
1.3489 |
1.2528 |
0.0961 |
7.3% |
0.0124 |
0.9% |
67% |
False |
False |
60,751 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.3% |
0.0120 |
0.9% |
74% |
False |
False |
48,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3599 |
|
2.618 |
1.3450 |
|
1.618 |
1.3359 |
|
1.000 |
1.3303 |
|
0.618 |
1.3268 |
|
HIGH |
1.3212 |
|
0.618 |
1.3177 |
|
0.500 |
1.3167 |
|
0.382 |
1.3156 |
|
LOW |
1.3121 |
|
0.618 |
1.3065 |
|
1.000 |
1.3030 |
|
1.618 |
1.2974 |
|
2.618 |
1.2883 |
|
4.250 |
1.2734 |
|
|
| Fisher Pivots for day following 09-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3170 |
1.3139 |
| PP |
1.3168 |
1.3107 |
| S1 |
1.3167 |
1.3074 |
|