CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 27-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2020 |
27-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3362 |
1.3387 |
0.0025 |
0.2% |
1.3298 |
| High |
1.3395 |
1.3401 |
0.0006 |
0.0% |
1.3401 |
| Low |
1.3306 |
1.3295 |
-0.0011 |
-0.1% |
1.3266 |
| Close |
1.3384 |
1.3318 |
-0.0066 |
-0.5% |
1.3318 |
| Range |
0.0089 |
0.0106 |
0.0017 |
19.1% |
0.0135 |
| ATR |
0.0110 |
0.0109 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
91,345 |
115,608 |
24,263 |
26.6% |
402,029 |
|
| Daily Pivots for day following 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3656 |
1.3593 |
1.3376 |
|
| R3 |
1.3550 |
1.3487 |
1.3347 |
|
| R2 |
1.3444 |
1.3444 |
1.3337 |
|
| R1 |
1.3381 |
1.3381 |
1.3328 |
1.3360 |
| PP |
1.3338 |
1.3338 |
1.3338 |
1.3327 |
| S1 |
1.3275 |
1.3275 |
1.3308 |
1.3254 |
| S2 |
1.3232 |
1.3232 |
1.3299 |
|
| S3 |
1.3126 |
1.3169 |
1.3289 |
|
| S4 |
1.3020 |
1.3063 |
1.3260 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3733 |
1.3661 |
1.3392 |
|
| R3 |
1.3598 |
1.3526 |
1.3355 |
|
| R2 |
1.3463 |
1.3463 |
1.3343 |
|
| R1 |
1.3391 |
1.3391 |
1.3330 |
1.3427 |
| PP |
1.3328 |
1.3328 |
1.3328 |
1.3347 |
| S1 |
1.3256 |
1.3256 |
1.3306 |
1.3292 |
| S2 |
1.3193 |
1.3193 |
1.3293 |
|
| S3 |
1.3058 |
1.3121 |
1.3281 |
|
| S4 |
1.2923 |
1.2986 |
1.3244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3401 |
1.3248 |
0.0153 |
1.1% |
0.0095 |
0.7% |
46% |
True |
False |
94,421 |
| 10 |
1.3401 |
1.3112 |
0.0289 |
2.2% |
0.0088 |
0.7% |
71% |
True |
False |
84,850 |
| 20 |
1.3401 |
1.2855 |
0.0546 |
4.1% |
0.0111 |
0.8% |
85% |
True |
False |
92,551 |
| 40 |
1.3401 |
1.2839 |
0.0562 |
4.2% |
0.0116 |
0.9% |
85% |
True |
False |
98,650 |
| 60 |
1.3401 |
1.2679 |
0.0722 |
5.4% |
0.0125 |
0.9% |
89% |
True |
False |
99,438 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0122 |
0.9% |
79% |
False |
False |
74,956 |
| 100 |
1.3489 |
1.2491 |
0.0998 |
7.5% |
0.0118 |
0.9% |
83% |
False |
False |
60,012 |
| 120 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0118 |
0.9% |
86% |
False |
False |
50,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3852 |
|
2.618 |
1.3679 |
|
1.618 |
1.3573 |
|
1.000 |
1.3507 |
|
0.618 |
1.3467 |
|
HIGH |
1.3401 |
|
0.618 |
1.3361 |
|
0.500 |
1.3348 |
|
0.382 |
1.3335 |
|
LOW |
1.3295 |
|
0.618 |
1.3229 |
|
1.000 |
1.3189 |
|
1.618 |
1.3123 |
|
2.618 |
1.3017 |
|
4.250 |
1.2845 |
|
|
| Fisher Pivots for day following 27-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3348 |
1.3348 |
| PP |
1.3338 |
1.3338 |
| S1 |
1.3328 |
1.3328 |
|