CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 30-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2020 |
30-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3387 |
1.3328 |
-0.0059 |
-0.4% |
1.3298 |
| High |
1.3401 |
1.3392 |
-0.0009 |
-0.1% |
1.3401 |
| Low |
1.3295 |
1.3305 |
0.0010 |
0.1% |
1.3266 |
| Close |
1.3318 |
1.3344 |
0.0026 |
0.2% |
1.3318 |
| Range |
0.0106 |
0.0087 |
-0.0019 |
-17.9% |
0.0135 |
| ATR |
0.0109 |
0.0108 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
115,608 |
133,289 |
17,681 |
15.3% |
402,029 |
|
| Daily Pivots for day following 30-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3608 |
1.3563 |
1.3392 |
|
| R3 |
1.3521 |
1.3476 |
1.3368 |
|
| R2 |
1.3434 |
1.3434 |
1.3360 |
|
| R1 |
1.3389 |
1.3389 |
1.3352 |
1.3412 |
| PP |
1.3347 |
1.3347 |
1.3347 |
1.3358 |
| S1 |
1.3302 |
1.3302 |
1.3336 |
1.3325 |
| S2 |
1.3260 |
1.3260 |
1.3328 |
|
| S3 |
1.3173 |
1.3215 |
1.3320 |
|
| S4 |
1.3086 |
1.3128 |
1.3296 |
|
|
| 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 |
1.3266 |
0.0135 |
1.0% |
0.0101 |
0.8% |
58% |
False |
False |
107,063 |
| 10 |
1.3401 |
1.3167 |
0.0234 |
1.8% |
0.0087 |
0.7% |
76% |
False |
False |
91,404 |
| 20 |
1.3401 |
1.2855 |
0.0546 |
4.1% |
0.0111 |
0.8% |
90% |
False |
False |
93,955 |
| 40 |
1.3401 |
1.2848 |
0.0553 |
4.1% |
0.0115 |
0.9% |
90% |
False |
False |
98,288 |
| 60 |
1.3401 |
1.2679 |
0.0722 |
5.4% |
0.0124 |
0.9% |
92% |
False |
False |
101,614 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0122 |
0.9% |
82% |
False |
False |
76,616 |
| 100 |
1.3489 |
1.2491 |
0.0998 |
7.5% |
0.0118 |
0.9% |
85% |
False |
False |
61,344 |
| 120 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0117 |
0.9% |
88% |
False |
False |
51,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3762 |
|
2.618 |
1.3620 |
|
1.618 |
1.3533 |
|
1.000 |
1.3479 |
|
0.618 |
1.3446 |
|
HIGH |
1.3392 |
|
0.618 |
1.3359 |
|
0.500 |
1.3349 |
|
0.382 |
1.3338 |
|
LOW |
1.3305 |
|
0.618 |
1.3251 |
|
1.000 |
1.3218 |
|
1.618 |
1.3164 |
|
2.618 |
1.3077 |
|
4.250 |
1.2935 |
|
|
| Fisher Pivots for day following 30-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3349 |
1.3348 |
| PP |
1.3347 |
1.3347 |
| S1 |
1.3346 |
1.3345 |
|