CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 19-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2020 |
19-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3265 |
1.3268 |
0.0003 |
0.0% |
1.3165 |
| High |
1.3315 |
1.3281 |
-0.0034 |
-0.3% |
1.3326 |
| Low |
1.3246 |
1.3197 |
-0.0049 |
-0.4% |
1.3108 |
| Close |
1.3284 |
1.3257 |
-0.0027 |
-0.2% |
1.3179 |
| Range |
0.0069 |
0.0084 |
0.0015 |
21.7% |
0.0218 |
| ATR |
0.0118 |
0.0115 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
60,913 |
92,014 |
31,101 |
51.1% |
476,250 |
|
| Daily Pivots for day following 19-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3497 |
1.3461 |
1.3303 |
|
| R3 |
1.3413 |
1.3377 |
1.3280 |
|
| R2 |
1.3329 |
1.3329 |
1.3272 |
|
| R1 |
1.3293 |
1.3293 |
1.3265 |
1.3269 |
| PP |
1.3245 |
1.3245 |
1.3245 |
1.3233 |
| S1 |
1.3209 |
1.3209 |
1.3249 |
1.3185 |
| S2 |
1.3161 |
1.3161 |
1.3242 |
|
| S3 |
1.3077 |
1.3125 |
1.3234 |
|
| S4 |
1.2993 |
1.3041 |
1.3211 |
|
|
| 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 |
1.3315 |
1.3112 |
0.0203 |
1.5% |
0.0080 |
0.6% |
71% |
False |
False |
75,280 |
| 10 |
1.3326 |
1.3095 |
0.0231 |
1.7% |
0.0095 |
0.7% |
70% |
False |
False |
87,561 |
| 20 |
1.3326 |
1.2855 |
0.0471 |
3.6% |
0.0116 |
0.9% |
85% |
False |
False |
93,340 |
| 40 |
1.3326 |
1.2690 |
0.0636 |
4.8% |
0.0121 |
0.9% |
89% |
False |
False |
102,835 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0127 |
1.0% |
71% |
False |
False |
91,867 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0123 |
0.9% |
71% |
False |
False |
69,073 |
| 100 |
1.3489 |
1.2371 |
0.1118 |
8.4% |
0.0118 |
0.9% |
79% |
False |
False |
55,299 |
| 120 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0118 |
0.9% |
81% |
False |
False |
46,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3638 |
|
2.618 |
1.3501 |
|
1.618 |
1.3417 |
|
1.000 |
1.3365 |
|
0.618 |
1.3333 |
|
HIGH |
1.3281 |
|
0.618 |
1.3249 |
|
0.500 |
1.3239 |
|
0.382 |
1.3229 |
|
LOW |
1.3197 |
|
0.618 |
1.3145 |
|
1.000 |
1.3113 |
|
1.618 |
1.3061 |
|
2.618 |
1.2977 |
|
4.250 |
1.2840 |
|
|
| Fisher Pivots for day following 19-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3251 |
1.3257 |
| PP |
1.3245 |
1.3256 |
| S1 |
1.3239 |
1.3256 |
|