CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 24-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2020 |
24-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3298 |
1.3323 |
0.0025 |
0.2% |
1.3197 |
| High |
1.3400 |
1.3383 |
-0.0017 |
-0.1% |
1.3315 |
| Low |
1.3266 |
1.3294 |
0.0028 |
0.2% |
1.3167 |
| Close |
1.3327 |
1.3353 |
0.0026 |
0.2% |
1.3280 |
| Range |
0.0134 |
0.0089 |
-0.0045 |
-33.6% |
0.0148 |
| ATR |
0.0113 |
0.0111 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
115,483 |
79,593 |
-35,890 |
-31.1% |
378,723 |
|
| Daily Pivots for day following 24-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3610 |
1.3571 |
1.3402 |
|
| R3 |
1.3521 |
1.3482 |
1.3377 |
|
| R2 |
1.3432 |
1.3432 |
1.3369 |
|
| R1 |
1.3393 |
1.3393 |
1.3361 |
1.3413 |
| PP |
1.3343 |
1.3343 |
1.3343 |
1.3353 |
| S1 |
1.3304 |
1.3304 |
1.3345 |
1.3324 |
| S2 |
1.3254 |
1.3254 |
1.3337 |
|
| S3 |
1.3165 |
1.3215 |
1.3329 |
|
| S4 |
1.3076 |
1.3126 |
1.3304 |
|
|
| 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 |
1.3197 |
0.0203 |
1.5% |
0.0087 |
0.7% |
77% |
False |
False |
83,616 |
| 10 |
1.3400 |
1.3108 |
0.0292 |
2.2% |
0.0094 |
0.7% |
84% |
False |
False |
82,490 |
| 20 |
1.3400 |
1.2855 |
0.0545 |
4.1% |
0.0116 |
0.9% |
91% |
False |
False |
94,473 |
| 40 |
1.3400 |
1.2810 |
0.0590 |
4.4% |
0.0118 |
0.9% |
92% |
False |
False |
101,625 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0126 |
0.9% |
83% |
False |
False |
96,207 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0122 |
0.9% |
83% |
False |
False |
72,380 |
| 100 |
1.3489 |
1.2474 |
0.1015 |
7.6% |
0.0118 |
0.9% |
87% |
False |
False |
57,943 |
| 120 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0118 |
0.9% |
89% |
False |
False |
48,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3761 |
|
2.618 |
1.3616 |
|
1.618 |
1.3527 |
|
1.000 |
1.3472 |
|
0.618 |
1.3438 |
|
HIGH |
1.3383 |
|
0.618 |
1.3349 |
|
0.500 |
1.3339 |
|
0.382 |
1.3328 |
|
LOW |
1.3294 |
|
0.618 |
1.3239 |
|
1.000 |
1.3205 |
|
1.618 |
1.3150 |
|
2.618 |
1.3061 |
|
4.250 |
1.2916 |
|
|
| Fisher Pivots for day following 24-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3348 |
1.3343 |
| PP |
1.3343 |
1.3334 |
| S1 |
1.3339 |
1.3324 |
|