CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 17-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2020 |
17-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3197 |
1.3201 |
0.0004 |
0.0% |
1.3165 |
| High |
1.3244 |
1.3275 |
0.0031 |
0.2% |
1.3326 |
| Low |
1.3167 |
1.3196 |
0.0029 |
0.2% |
1.3108 |
| Close |
1.3192 |
1.3262 |
0.0070 |
0.5% |
1.3179 |
| Range |
0.0077 |
0.0079 |
0.0002 |
2.6% |
0.0218 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
73,644 |
82,075 |
8,431 |
11.4% |
476,250 |
|
| Daily Pivots for day following 17-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3481 |
1.3451 |
1.3305 |
|
| R3 |
1.3402 |
1.3372 |
1.3284 |
|
| R2 |
1.3323 |
1.3323 |
1.3276 |
|
| R1 |
1.3293 |
1.3293 |
1.3269 |
1.3308 |
| PP |
1.3244 |
1.3244 |
1.3244 |
1.3252 |
| S1 |
1.3214 |
1.3214 |
1.3255 |
1.3229 |
| S2 |
1.3165 |
1.3165 |
1.3248 |
|
| S3 |
1.3086 |
1.3135 |
1.3240 |
|
| S4 |
1.3007 |
1.3056 |
1.3219 |
|
|
| 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 |
1.6% |
0.0101 |
0.8% |
71% |
False |
False |
81,365 |
| 10 |
1.3326 |
1.2917 |
0.0409 |
3.1% |
0.0125 |
0.9% |
84% |
False |
False |
94,179 |
| 20 |
1.3326 |
1.2855 |
0.0471 |
3.6% |
0.0124 |
0.9% |
86% |
False |
False |
96,741 |
| 40 |
1.3326 |
1.2679 |
0.0647 |
4.9% |
0.0122 |
0.9% |
90% |
False |
False |
104,541 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0128 |
1.0% |
72% |
False |
False |
89,371 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0124 |
0.9% |
72% |
False |
False |
67,167 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0119 |
0.9% |
81% |
False |
False |
53,777 |
| 120 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0119 |
0.9% |
81% |
False |
False |
44,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3611 |
|
2.618 |
1.3482 |
|
1.618 |
1.3403 |
|
1.000 |
1.3354 |
|
0.618 |
1.3324 |
|
HIGH |
1.3275 |
|
0.618 |
1.3245 |
|
0.500 |
1.3236 |
|
0.382 |
1.3226 |
|
LOW |
1.3196 |
|
0.618 |
1.3147 |
|
1.000 |
1.3117 |
|
1.618 |
1.3068 |
|
2.618 |
1.2989 |
|
4.250 |
1.2860 |
|
|
| Fisher Pivots for day following 17-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3253 |
1.3239 |
| PP |
1.3244 |
1.3216 |
| S1 |
1.3236 |
1.3194 |
|