CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 03-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2020 |
03-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3426 |
1.3374 |
-0.0052 |
-0.4% |
1.3298 |
| High |
1.3443 |
1.3502 |
0.0059 |
0.4% |
1.3401 |
| Low |
1.3287 |
1.3353 |
0.0066 |
0.5% |
1.3266 |
| Close |
1.3359 |
1.3450 |
0.0091 |
0.7% |
1.3318 |
| Range |
0.0156 |
0.0149 |
-0.0007 |
-4.5% |
0.0135 |
| ATR |
0.0113 |
0.0115 |
0.0003 |
2.3% |
0.0000 |
| Volume |
141,730 |
140,756 |
-974 |
-0.7% |
402,029 |
|
| Daily Pivots for day following 03-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3882 |
1.3815 |
1.3532 |
|
| R3 |
1.3733 |
1.3666 |
1.3491 |
|
| R2 |
1.3584 |
1.3584 |
1.3477 |
|
| R1 |
1.3517 |
1.3517 |
1.3464 |
1.3551 |
| PP |
1.3435 |
1.3435 |
1.3435 |
1.3452 |
| S1 |
1.3368 |
1.3368 |
1.3436 |
1.3402 |
| S2 |
1.3286 |
1.3286 |
1.3423 |
|
| S3 |
1.3137 |
1.3219 |
1.3409 |
|
| S4 |
1.2988 |
1.3070 |
1.3368 |
|
|
| 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 |
1.3502 |
1.3287 |
0.0215 |
1.6% |
0.0126 |
0.9% |
76% |
True |
False |
136,147 |
| 10 |
1.3502 |
1.3197 |
0.0305 |
2.3% |
0.0108 |
0.8% |
83% |
True |
False |
112,924 |
| 20 |
1.3502 |
1.2936 |
0.0566 |
4.2% |
0.0109 |
0.8% |
91% |
True |
False |
100,512 |
| 40 |
1.3502 |
1.2855 |
0.0647 |
4.8% |
0.0118 |
0.9% |
92% |
True |
False |
101,810 |
| 60 |
1.3502 |
1.2679 |
0.0823 |
6.1% |
0.0122 |
0.9% |
94% |
True |
False |
105,993 |
| 80 |
1.3502 |
1.2679 |
0.0823 |
6.1% |
0.0124 |
0.9% |
94% |
True |
False |
81,999 |
| 100 |
1.3502 |
1.2522 |
0.0980 |
7.3% |
0.0119 |
0.9% |
95% |
True |
False |
65,661 |
| 120 |
1.3502 |
1.2263 |
0.1239 |
9.2% |
0.0118 |
0.9% |
96% |
True |
False |
54,734 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4135 |
|
2.618 |
1.3892 |
|
1.618 |
1.3743 |
|
1.000 |
1.3651 |
|
0.618 |
1.3594 |
|
HIGH |
1.3502 |
|
0.618 |
1.3445 |
|
0.500 |
1.3428 |
|
0.382 |
1.3410 |
|
LOW |
1.3353 |
|
0.618 |
1.3261 |
|
1.000 |
1.3204 |
|
1.618 |
1.3112 |
|
2.618 |
1.2963 |
|
4.250 |
1.2720 |
|
|
| Fisher Pivots for day following 03-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3443 |
1.3432 |
| PP |
1.3435 |
1.3413 |
| S1 |
1.3428 |
1.3395 |
|