CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 09-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2020 |
09-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3374 |
1.3359 |
-0.0015 |
-0.1% |
1.3328 |
| High |
1.3396 |
1.3478 |
0.0082 |
0.6% |
1.3540 |
| Low |
1.3290 |
1.3356 |
0.0066 |
0.5% |
1.3287 |
| Close |
1.3354 |
1.3397 |
0.0043 |
0.3% |
1.3444 |
| Range |
0.0106 |
0.0122 |
0.0016 |
15.1% |
0.0253 |
| ATR |
0.0123 |
0.0123 |
0.0000 |
0.1% |
0.0000 |
| Volume |
185,493 |
153,784 |
-31,709 |
-17.1% |
729,431 |
|
| Daily Pivots for day following 09-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3776 |
1.3709 |
1.3464 |
|
| R3 |
1.3654 |
1.3587 |
1.3431 |
|
| R2 |
1.3532 |
1.3532 |
1.3419 |
|
| R1 |
1.3465 |
1.3465 |
1.3408 |
1.3499 |
| PP |
1.3410 |
1.3410 |
1.3410 |
1.3427 |
| S1 |
1.3343 |
1.3343 |
1.3386 |
1.3377 |
| S2 |
1.3288 |
1.3288 |
1.3375 |
|
| S3 |
1.3166 |
1.3221 |
1.3363 |
|
| S4 |
1.3044 |
1.3099 |
1.3330 |
|
|
| 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% |
0.0145 |
1.1% |
55% |
False |
False |
179,749 |
| 10 |
1.3540 |
1.3223 |
0.0317 |
2.4% |
0.0129 |
1.0% |
55% |
False |
False |
153,007 |
| 20 |
1.3540 |
1.3108 |
0.0432 |
3.2% |
0.0111 |
0.8% |
67% |
False |
False |
117,748 |
| 40 |
1.3540 |
1.2855 |
0.0685 |
5.1% |
0.0121 |
0.9% |
79% |
False |
False |
111,659 |
| 60 |
1.3540 |
1.2679 |
0.0861 |
6.4% |
0.0122 |
0.9% |
83% |
False |
False |
111,831 |
| 80 |
1.3540 |
1.2679 |
0.0861 |
6.4% |
0.0127 |
0.9% |
83% |
False |
False |
91,457 |
| 100 |
1.3540 |
1.2654 |
0.0886 |
6.6% |
0.0121 |
0.9% |
84% |
False |
False |
73,240 |
| 120 |
1.3540 |
1.2263 |
0.1277 |
9.5% |
0.0118 |
0.9% |
89% |
False |
False |
61,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3997 |
|
2.618 |
1.3797 |
|
1.618 |
1.3675 |
|
1.000 |
1.3600 |
|
0.618 |
1.3553 |
|
HIGH |
1.3478 |
|
0.618 |
1.3431 |
|
0.500 |
1.3417 |
|
0.382 |
1.3403 |
|
LOW |
1.3356 |
|
0.618 |
1.3281 |
|
1.000 |
1.3234 |
|
1.618 |
1.3159 |
|
2.618 |
1.3037 |
|
4.250 |
1.2838 |
|
|
| Fisher Pivots for day following 09-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3417 |
1.3382 |
| PP |
1.3410 |
1.3366 |
| S1 |
1.3404 |
1.3351 |
|