CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 04-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2020 |
04-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3374 |
1.3454 |
0.0080 |
0.6% |
1.3328 |
| High |
1.3502 |
1.3540 |
0.0038 |
0.3% |
1.3540 |
| Low |
1.3353 |
1.3409 |
0.0056 |
0.4% |
1.3287 |
| Close |
1.3450 |
1.3444 |
-0.0006 |
0.0% |
1.3444 |
| Range |
0.0149 |
0.0131 |
-0.0018 |
-12.1% |
0.0253 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
1.0% |
0.0000 |
| Volume |
140,756 |
164,304 |
23,548 |
16.7% |
729,431 |
|
| Daily Pivots for day following 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3857 |
1.3782 |
1.3516 |
|
| R3 |
1.3726 |
1.3651 |
1.3480 |
|
| R2 |
1.3595 |
1.3595 |
1.3468 |
|
| R1 |
1.3520 |
1.3520 |
1.3456 |
1.3492 |
| PP |
1.3464 |
1.3464 |
1.3464 |
1.3451 |
| S1 |
1.3389 |
1.3389 |
1.3432 |
1.3361 |
| S2 |
1.3333 |
1.3333 |
1.3420 |
|
| S3 |
1.3202 |
1.3258 |
1.3408 |
|
| S4 |
1.3071 |
1.3127 |
1.3372 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4183 |
1.4066 |
1.3583 |
|
| R3 |
1.3930 |
1.3813 |
1.3514 |
|
| R2 |
1.3677 |
1.3677 |
1.3490 |
|
| R1 |
1.3560 |
1.3560 |
1.3467 |
1.3619 |
| PP |
1.3424 |
1.3424 |
1.3424 |
1.3453 |
| S1 |
1.3307 |
1.3307 |
1.3421 |
1.3366 |
| S2 |
1.3171 |
1.3171 |
1.3398 |
|
| S3 |
1.2918 |
1.3054 |
1.3374 |
|
| S4 |
1.2665 |
1.2801 |
1.3305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3540 |
1.3287 |
0.0253 |
1.9% |
0.0131 |
1.0% |
62% |
True |
False |
145,886 |
| 10 |
1.3540 |
1.3248 |
0.0292 |
2.2% |
0.0113 |
0.8% |
67% |
True |
False |
120,153 |
| 20 |
1.3540 |
1.3095 |
0.0445 |
3.3% |
0.0104 |
0.8% |
78% |
True |
False |
103,857 |
| 40 |
1.3540 |
1.2855 |
0.0685 |
5.1% |
0.0119 |
0.9% |
86% |
True |
False |
104,099 |
| 60 |
1.3540 |
1.2679 |
0.0861 |
6.4% |
0.0120 |
0.9% |
89% |
True |
False |
106,761 |
| 80 |
1.3540 |
1.2679 |
0.0861 |
6.4% |
0.0125 |
0.9% |
89% |
True |
False |
84,048 |
| 100 |
1.3540 |
1.2522 |
0.1018 |
7.6% |
0.0120 |
0.9% |
91% |
True |
False |
67,304 |
| 120 |
1.3540 |
1.2263 |
0.1277 |
9.5% |
0.0118 |
0.9% |
92% |
True |
False |
56,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4097 |
|
2.618 |
1.3883 |
|
1.618 |
1.3752 |
|
1.000 |
1.3671 |
|
0.618 |
1.3621 |
|
HIGH |
1.3540 |
|
0.618 |
1.3490 |
|
0.500 |
1.3475 |
|
0.382 |
1.3459 |
|
LOW |
1.3409 |
|
0.618 |
1.3328 |
|
1.000 |
1.3278 |
|
1.618 |
1.3197 |
|
2.618 |
1.3066 |
|
4.250 |
1.2852 |
|
|
| Fisher Pivots for day following 04-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3475 |
1.3434 |
| PP |
1.3464 |
1.3424 |
| S1 |
1.3454 |
1.3414 |
|