CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 08-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2020 |
08-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3421 |
1.3374 |
-0.0047 |
-0.4% |
1.3328 |
| High |
1.3439 |
1.3396 |
-0.0043 |
-0.3% |
1.3540 |
| Low |
1.3223 |
1.3290 |
0.0067 |
0.5% |
1.3287 |
| Close |
1.3401 |
1.3354 |
-0.0047 |
-0.4% |
1.3444 |
| Range |
0.0216 |
0.0106 |
-0.0110 |
-50.9% |
0.0253 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
254,412 |
185,493 |
-68,919 |
-27.1% |
729,431 |
|
| Daily Pivots for day following 08-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3665 |
1.3615 |
1.3412 |
|
| R3 |
1.3559 |
1.3509 |
1.3383 |
|
| R2 |
1.3453 |
1.3453 |
1.3373 |
|
| R1 |
1.3403 |
1.3403 |
1.3364 |
1.3375 |
| PP |
1.3347 |
1.3347 |
1.3347 |
1.3333 |
| S1 |
1.3297 |
1.3297 |
1.3344 |
1.3269 |
| S2 |
1.3241 |
1.3241 |
1.3335 |
|
| S3 |
1.3135 |
1.3191 |
1.3325 |
|
| S4 |
1.3029 |
1.3085 |
1.3296 |
|
|
| 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% |
0.0152 |
1.1% |
41% |
False |
False |
177,339 |
| 10 |
1.3540 |
1.3223 |
0.0317 |
2.4% |
0.0126 |
0.9% |
41% |
False |
False |
145,588 |
| 20 |
1.3540 |
1.3108 |
0.0432 |
3.2% |
0.0111 |
0.8% |
57% |
False |
False |
115,512 |
| 40 |
1.3540 |
1.2855 |
0.0685 |
5.1% |
0.0122 |
0.9% |
73% |
False |
False |
110,713 |
| 60 |
1.3540 |
1.2679 |
0.0861 |
6.4% |
0.0122 |
0.9% |
78% |
False |
False |
110,618 |
| 80 |
1.3540 |
1.2679 |
0.0861 |
6.4% |
0.0126 |
0.9% |
78% |
False |
False |
89,537 |
| 100 |
1.3540 |
1.2528 |
0.1012 |
7.6% |
0.0121 |
0.9% |
82% |
False |
False |
71,703 |
| 120 |
1.3540 |
1.2263 |
0.1277 |
9.6% |
0.0118 |
0.9% |
85% |
False |
False |
59,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3847 |
|
2.618 |
1.3674 |
|
1.618 |
1.3568 |
|
1.000 |
1.3502 |
|
0.618 |
1.3462 |
|
HIGH |
1.3396 |
|
0.618 |
1.3356 |
|
0.500 |
1.3343 |
|
0.382 |
1.3330 |
|
LOW |
1.3290 |
|
0.618 |
1.3224 |
|
1.000 |
1.3184 |
|
1.618 |
1.3118 |
|
2.618 |
1.3012 |
|
4.250 |
1.2840 |
|
|
| Fisher Pivots for day following 08-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3350 |
1.3382 |
| PP |
1.3347 |
1.3372 |
| S1 |
1.3343 |
1.3363 |
|