CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 23-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2020 |
23-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3255 |
1.3298 |
0.0043 |
0.3% |
1.3197 |
| High |
1.3306 |
1.3400 |
0.0094 |
0.7% |
1.3315 |
| Low |
1.3248 |
1.3266 |
0.0018 |
0.1% |
1.3167 |
| Close |
1.3280 |
1.3327 |
0.0047 |
0.4% |
1.3280 |
| Range |
0.0058 |
0.0134 |
0.0076 |
131.0% |
0.0148 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.5% |
0.0000 |
| Volume |
70,077 |
115,483 |
45,406 |
64.8% |
378,723 |
|
| Daily Pivots for day following 23-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3733 |
1.3664 |
1.3401 |
|
| R3 |
1.3599 |
1.3530 |
1.3364 |
|
| R2 |
1.3465 |
1.3465 |
1.3352 |
|
| R1 |
1.3396 |
1.3396 |
1.3339 |
1.3431 |
| PP |
1.3331 |
1.3331 |
1.3331 |
1.3348 |
| S1 |
1.3262 |
1.3262 |
1.3315 |
1.3297 |
| S2 |
1.3197 |
1.3197 |
1.3302 |
|
| S3 |
1.3063 |
1.3128 |
1.3290 |
|
| S4 |
1.2929 |
1.2994 |
1.3253 |
|
|
| 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 |
1.3400 |
1.3196 |
0.0204 |
1.5% |
0.0085 |
0.6% |
64% |
True |
False |
84,112 |
| 10 |
1.3400 |
1.3108 |
0.0292 |
2.2% |
0.0097 |
0.7% |
75% |
True |
False |
85,436 |
| 20 |
1.3400 |
1.2855 |
0.0545 |
4.1% |
0.0116 |
0.9% |
87% |
True |
False |
94,110 |
| 40 |
1.3400 |
1.2810 |
0.0590 |
4.4% |
0.0118 |
0.9% |
88% |
True |
False |
102,171 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0126 |
0.9% |
80% |
False |
False |
94,912 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0122 |
0.9% |
80% |
False |
False |
71,386 |
| 100 |
1.3489 |
1.2449 |
0.1040 |
7.8% |
0.0118 |
0.9% |
84% |
False |
False |
57,147 |
| 120 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0118 |
0.9% |
87% |
False |
False |
47,639 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3970 |
|
2.618 |
1.3751 |
|
1.618 |
1.3617 |
|
1.000 |
1.3534 |
|
0.618 |
1.3483 |
|
HIGH |
1.3400 |
|
0.618 |
1.3349 |
|
0.500 |
1.3333 |
|
0.382 |
1.3317 |
|
LOW |
1.3266 |
|
0.618 |
1.3183 |
|
1.000 |
1.3132 |
|
1.618 |
1.3049 |
|
2.618 |
1.2915 |
|
4.250 |
1.2697 |
|
|
| Fisher Pivots for day following 23-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3333 |
1.3318 |
| PP |
1.3331 |
1.3308 |
| S1 |
1.3329 |
1.3299 |
|