CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 07-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2020 |
07-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3454 |
1.3421 |
-0.0033 |
-0.2% |
1.3328 |
| High |
1.3540 |
1.3439 |
-0.0101 |
-0.7% |
1.3540 |
| Low |
1.3409 |
1.3223 |
-0.0186 |
-1.4% |
1.3287 |
| Close |
1.3444 |
1.3401 |
-0.0043 |
-0.3% |
1.3444 |
| Range |
0.0131 |
0.0216 |
0.0085 |
64.9% |
0.0253 |
| ATR |
0.0116 |
0.0124 |
0.0007 |
6.4% |
0.0000 |
| Volume |
164,304 |
254,412 |
90,108 |
54.8% |
729,431 |
|
| Daily Pivots for day following 07-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4002 |
1.3918 |
1.3520 |
|
| R3 |
1.3786 |
1.3702 |
1.3460 |
|
| R2 |
1.3570 |
1.3570 |
1.3441 |
|
| R1 |
1.3486 |
1.3486 |
1.3421 |
1.3420 |
| PP |
1.3354 |
1.3354 |
1.3354 |
1.3322 |
| S1 |
1.3270 |
1.3270 |
1.3381 |
1.3204 |
| S2 |
1.3138 |
1.3138 |
1.3361 |
|
| S3 |
1.2922 |
1.3054 |
1.3342 |
|
| S4 |
1.2706 |
1.2838 |
1.3282 |
|
|
| 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 |
1.3223 |
0.0317 |
2.4% |
0.0156 |
1.2% |
56% |
False |
True |
170,110 |
| 10 |
1.3540 |
1.3223 |
0.0317 |
2.4% |
0.0129 |
1.0% |
56% |
False |
True |
138,587 |
| 20 |
1.3540 |
1.3108 |
0.0432 |
3.2% |
0.0111 |
0.8% |
68% |
False |
False |
112,042 |
| 40 |
1.3540 |
1.2855 |
0.0685 |
5.1% |
0.0121 |
0.9% |
80% |
False |
False |
108,007 |
| 60 |
1.3540 |
1.2679 |
0.0861 |
6.4% |
0.0122 |
0.9% |
84% |
False |
False |
108,900 |
| 80 |
1.3540 |
1.2679 |
0.0861 |
6.4% |
0.0126 |
0.9% |
84% |
False |
False |
87,221 |
| 100 |
1.3540 |
1.2522 |
0.1018 |
7.6% |
0.0121 |
0.9% |
86% |
False |
False |
69,848 |
| 120 |
1.3540 |
1.2263 |
0.1277 |
9.5% |
0.0119 |
0.9% |
89% |
False |
False |
58,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4357 |
|
2.618 |
1.4004 |
|
1.618 |
1.3788 |
|
1.000 |
1.3655 |
|
0.618 |
1.3572 |
|
HIGH |
1.3439 |
|
0.618 |
1.3356 |
|
0.500 |
1.3331 |
|
0.382 |
1.3306 |
|
LOW |
1.3223 |
|
0.618 |
1.3090 |
|
1.000 |
1.3007 |
|
1.618 |
1.2874 |
|
2.618 |
1.2658 |
|
4.250 |
1.2305 |
|
|
| Fisher Pivots for day following 07-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3378 |
1.3395 |
| PP |
1.3354 |
1.3388 |
| S1 |
1.3331 |
1.3382 |
|