CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 20-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2020 |
20-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3268 |
1.3255 |
-0.0013 |
-0.1% |
1.3197 |
| High |
1.3281 |
1.3306 |
0.0025 |
0.2% |
1.3315 |
| Low |
1.3197 |
1.3248 |
0.0051 |
0.4% |
1.3167 |
| Close |
1.3257 |
1.3280 |
0.0023 |
0.2% |
1.3280 |
| Range |
0.0084 |
0.0058 |
-0.0026 |
-31.0% |
0.0148 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
92,014 |
70,077 |
-21,937 |
-23.8% |
378,723 |
|
| Daily Pivots for day following 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3452 |
1.3424 |
1.3312 |
|
| R3 |
1.3394 |
1.3366 |
1.3296 |
|
| R2 |
1.3336 |
1.3336 |
1.3291 |
|
| R1 |
1.3308 |
1.3308 |
1.3285 |
1.3322 |
| PP |
1.3278 |
1.3278 |
1.3278 |
1.3285 |
| S1 |
1.3250 |
1.3250 |
1.3275 |
1.3264 |
| S2 |
1.3220 |
1.3220 |
1.3269 |
|
| S3 |
1.3162 |
1.3192 |
1.3264 |
|
| S4 |
1.3104 |
1.3134 |
1.3248 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3698 |
1.3637 |
1.3361 |
|
| R3 |
1.3550 |
1.3489 |
1.3321 |
|
| R2 |
1.3402 |
1.3402 |
1.3307 |
|
| R1 |
1.3341 |
1.3341 |
1.3294 |
1.3372 |
| PP |
1.3254 |
1.3254 |
1.3254 |
1.3269 |
| S1 |
1.3193 |
1.3193 |
1.3266 |
1.3224 |
| S2 |
1.3106 |
1.3106 |
1.3253 |
|
| S3 |
1.2958 |
1.3045 |
1.3239 |
|
| S4 |
1.2810 |
1.2897 |
1.3199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3315 |
1.3167 |
0.0148 |
1.1% |
0.0073 |
0.6% |
76% |
False |
False |
75,744 |
| 10 |
1.3326 |
1.3108 |
0.0218 |
1.6% |
0.0093 |
0.7% |
79% |
False |
False |
85,497 |
| 20 |
1.3326 |
1.2855 |
0.0471 |
3.5% |
0.0113 |
0.9% |
90% |
False |
False |
92,376 |
| 40 |
1.3326 |
1.2756 |
0.0570 |
4.3% |
0.0119 |
0.9% |
92% |
False |
False |
102,034 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0126 |
1.0% |
74% |
False |
False |
93,018 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0122 |
0.9% |
74% |
False |
False |
69,945 |
| 100 |
1.3489 |
1.2449 |
0.1040 |
7.8% |
0.0117 |
0.9% |
80% |
False |
False |
55,999 |
| 120 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0118 |
0.9% |
83% |
False |
False |
46,677 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3553 |
|
2.618 |
1.3458 |
|
1.618 |
1.3400 |
|
1.000 |
1.3364 |
|
0.618 |
1.3342 |
|
HIGH |
1.3306 |
|
0.618 |
1.3284 |
|
0.500 |
1.3277 |
|
0.382 |
1.3270 |
|
LOW |
1.3248 |
|
0.618 |
1.3212 |
|
1.000 |
1.3190 |
|
1.618 |
1.3154 |
|
2.618 |
1.3096 |
|
4.250 |
1.3002 |
|
|
| Fisher Pivots for day following 20-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3279 |
1.3272 |
| PP |
1.3278 |
1.3264 |
| S1 |
1.3277 |
1.3256 |
|