CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 11-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2020 |
11-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3164 |
1.3272 |
0.0108 |
0.8% |
1.2937 |
| High |
1.3282 |
1.3326 |
0.0044 |
0.3% |
1.3180 |
| Low |
1.3160 |
1.3194 |
0.0034 |
0.3% |
1.2855 |
| Close |
1.3257 |
1.3215 |
-0.0042 |
-0.3% |
1.3163 |
| Range |
0.0122 |
0.0132 |
0.0010 |
8.2% |
0.0325 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
0.0% |
0.0000 |
| Volume |
109,048 |
94,660 |
-14,388 |
-13.2% |
488,824 |
|
| Daily Pivots for day following 11-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3641 |
1.3560 |
1.3288 |
|
| R3 |
1.3509 |
1.3428 |
1.3251 |
|
| R2 |
1.3377 |
1.3377 |
1.3239 |
|
| R1 |
1.3296 |
1.3296 |
1.3227 |
1.3271 |
| PP |
1.3245 |
1.3245 |
1.3245 |
1.3232 |
| S1 |
1.3164 |
1.3164 |
1.3203 |
1.3139 |
| S2 |
1.3113 |
1.3113 |
1.3191 |
|
| S3 |
1.2981 |
1.3032 |
1.3179 |
|
| S4 |
1.2849 |
1.2900 |
1.3142 |
|
|
| 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 |
1.3326 |
1.2936 |
0.0390 |
3.0% |
0.0130 |
1.0% |
72% |
True |
False |
101,585 |
| 10 |
1.3326 |
1.2855 |
0.0471 |
3.6% |
0.0137 |
1.0% |
76% |
True |
False |
103,354 |
| 20 |
1.3326 |
1.2855 |
0.0471 |
3.6% |
0.0128 |
1.0% |
76% |
True |
False |
103,578 |
| 40 |
1.3326 |
1.2679 |
0.0647 |
4.9% |
0.0127 |
1.0% |
83% |
True |
False |
108,646 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0133 |
1.0% |
66% |
False |
False |
84,254 |
| 80 |
1.3489 |
1.2654 |
0.0835 |
6.3% |
0.0124 |
0.9% |
67% |
False |
False |
63,296 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.3% |
0.0120 |
0.9% |
78% |
False |
False |
50,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3887 |
|
2.618 |
1.3672 |
|
1.618 |
1.3540 |
|
1.000 |
1.3458 |
|
0.618 |
1.3408 |
|
HIGH |
1.3326 |
|
0.618 |
1.3276 |
|
0.500 |
1.3260 |
|
0.382 |
1.3244 |
|
LOW |
1.3194 |
|
0.618 |
1.3112 |
|
1.000 |
1.3062 |
|
1.618 |
1.2980 |
|
2.618 |
1.2848 |
|
4.250 |
1.2633 |
|
|
| Fisher Pivots for day following 11-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3260 |
1.3224 |
| PP |
1.3245 |
1.3221 |
| S1 |
1.3230 |
1.3218 |
|