CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 16-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2020 |
16-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3121 |
1.3197 |
0.0076 |
0.6% |
1.3165 |
| High |
1.3204 |
1.3244 |
0.0040 |
0.3% |
1.3326 |
| Low |
1.3112 |
1.3167 |
0.0055 |
0.4% |
1.3108 |
| Close |
1.3179 |
1.3192 |
0.0013 |
0.1% |
1.3179 |
| Range |
0.0092 |
0.0077 |
-0.0015 |
-16.3% |
0.0218 |
| ATR |
0.0128 |
0.0124 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
67,757 |
73,644 |
5,887 |
8.7% |
476,250 |
|
| Daily Pivots for day following 16-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3432 |
1.3389 |
1.3234 |
|
| R3 |
1.3355 |
1.3312 |
1.3213 |
|
| R2 |
1.3278 |
1.3278 |
1.3206 |
|
| R1 |
1.3235 |
1.3235 |
1.3199 |
1.3218 |
| PP |
1.3201 |
1.3201 |
1.3201 |
1.3193 |
| S1 |
1.3158 |
1.3158 |
1.3185 |
1.3141 |
| S2 |
1.3124 |
1.3124 |
1.3178 |
|
| S3 |
1.3047 |
1.3081 |
1.3171 |
|
| S4 |
1.2970 |
1.3004 |
1.3150 |
|
|
| 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% |
0.0109 |
0.8% |
39% |
False |
False |
86,759 |
| 10 |
1.3326 |
1.2917 |
0.0409 |
3.1% |
0.0134 |
1.0% |
67% |
False |
False |
95,615 |
| 20 |
1.3326 |
1.2855 |
0.0471 |
3.6% |
0.0124 |
0.9% |
72% |
False |
False |
96,715 |
| 40 |
1.3326 |
1.2679 |
0.0647 |
4.9% |
0.0124 |
0.9% |
79% |
False |
False |
106,165 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0129 |
1.0% |
63% |
False |
False |
88,030 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0124 |
0.9% |
63% |
False |
False |
66,143 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.3% |
0.0120 |
0.9% |
76% |
False |
False |
52,956 |
| 120 |
1.3489 |
1.2263 |
0.1226 |
9.3% |
0.0119 |
0.9% |
76% |
False |
False |
44,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3571 |
|
2.618 |
1.3446 |
|
1.618 |
1.3369 |
|
1.000 |
1.3321 |
|
0.618 |
1.3292 |
|
HIGH |
1.3244 |
|
0.618 |
1.3215 |
|
0.500 |
1.3206 |
|
0.382 |
1.3196 |
|
LOW |
1.3167 |
|
0.618 |
1.3119 |
|
1.000 |
1.3090 |
|
1.618 |
1.3042 |
|
2.618 |
1.2965 |
|
4.250 |
1.2840 |
|
|
| Fisher Pivots for day following 16-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3206 |
1.3187 |
| PP |
1.3201 |
1.3181 |
| S1 |
1.3197 |
1.3176 |
|