CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 13-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2020 |
13-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3227 |
1.3121 |
-0.0106 |
-0.8% |
1.3165 |
| High |
1.3231 |
1.3204 |
-0.0027 |
-0.2% |
1.3326 |
| Low |
1.3108 |
1.3112 |
0.0004 |
0.0% |
1.3108 |
| Close |
1.3120 |
1.3179 |
0.0059 |
0.4% |
1.3179 |
| Range |
0.0123 |
0.0092 |
-0.0031 |
-25.2% |
0.0218 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
88,690 |
67,757 |
-20,933 |
-23.6% |
476,250 |
|
| Daily Pivots for day following 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3441 |
1.3402 |
1.3230 |
|
| R3 |
1.3349 |
1.3310 |
1.3204 |
|
| R2 |
1.3257 |
1.3257 |
1.3196 |
|
| R1 |
1.3218 |
1.3218 |
1.3187 |
1.3238 |
| PP |
1.3165 |
1.3165 |
1.3165 |
1.3175 |
| S1 |
1.3126 |
1.3126 |
1.3171 |
1.3146 |
| S2 |
1.3073 |
1.3073 |
1.3162 |
|
| S3 |
1.2981 |
1.3034 |
1.3154 |
|
| S4 |
1.2889 |
1.2942 |
1.3128 |
|
|
| Weekly Pivots for week ending 13-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3858 |
1.3737 |
1.3299 |
|
| R3 |
1.3640 |
1.3519 |
1.3239 |
|
| R2 |
1.3422 |
1.3422 |
1.3219 |
|
| R1 |
1.3301 |
1.3301 |
1.3199 |
1.3362 |
| PP |
1.3204 |
1.3204 |
1.3204 |
1.3235 |
| S1 |
1.3083 |
1.3083 |
1.3159 |
1.3144 |
| S2 |
1.2986 |
1.2986 |
1.3139 |
|
| S3 |
1.2768 |
1.2865 |
1.3119 |
|
| S4 |
1.2550 |
1.2647 |
1.3059 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3326 |
1.3108 |
0.0218 |
1.7% |
0.0112 |
0.8% |
33% |
False |
False |
95,250 |
| 10 |
1.3326 |
1.2855 |
0.0471 |
3.6% |
0.0135 |
1.0% |
69% |
False |
False |
96,507 |
| 20 |
1.3326 |
1.2855 |
0.0471 |
3.6% |
0.0126 |
1.0% |
69% |
False |
False |
98,783 |
| 40 |
1.3326 |
1.2679 |
0.0647 |
4.9% |
0.0127 |
1.0% |
77% |
False |
False |
107,021 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0130 |
1.0% |
62% |
False |
False |
86,823 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0124 |
0.9% |
62% |
False |
False |
65,224 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.3% |
0.0120 |
0.9% |
75% |
False |
False |
52,220 |
| 120 |
1.3489 |
1.2248 |
0.1241 |
9.4% |
0.0119 |
0.9% |
75% |
False |
False |
43,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3595 |
|
2.618 |
1.3445 |
|
1.618 |
1.3353 |
|
1.000 |
1.3296 |
|
0.618 |
1.3261 |
|
HIGH |
1.3204 |
|
0.618 |
1.3169 |
|
0.500 |
1.3158 |
|
0.382 |
1.3147 |
|
LOW |
1.3112 |
|
0.618 |
1.3055 |
|
1.000 |
1.3020 |
|
1.618 |
1.2963 |
|
2.618 |
1.2871 |
|
4.250 |
1.2721 |
|
|
| Fisher Pivots for day following 13-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3172 |
1.3217 |
| PP |
1.3165 |
1.3204 |
| S1 |
1.3158 |
1.3192 |
|