CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 11-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2020 |
11-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3364 |
1.3300 |
-0.0064 |
-0.5% |
1.3421 |
| High |
1.3390 |
1.3324 |
-0.0066 |
-0.5% |
1.3478 |
| Low |
1.3246 |
1.3135 |
-0.0111 |
-0.8% |
1.3135 |
| Close |
1.3290 |
1.3226 |
-0.0064 |
-0.5% |
1.3226 |
| Range |
0.0144 |
0.0189 |
0.0045 |
31.3% |
0.0343 |
| ATR |
0.0125 |
0.0130 |
0.0005 |
3.7% |
0.0000 |
| Volume |
166,380 |
37,886 |
-128,494 |
-77.2% |
797,955 |
|
| Daily Pivots for day following 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3795 |
1.3700 |
1.3330 |
|
| R3 |
1.3606 |
1.3511 |
1.3278 |
|
| R2 |
1.3417 |
1.3417 |
1.3261 |
|
| R1 |
1.3322 |
1.3322 |
1.3243 |
1.3275 |
| PP |
1.3228 |
1.3228 |
1.3228 |
1.3205 |
| S1 |
1.3133 |
1.3133 |
1.3209 |
1.3086 |
| S2 |
1.3039 |
1.3039 |
1.3191 |
|
| S3 |
1.2850 |
1.2944 |
1.3174 |
|
| S4 |
1.2661 |
1.2755 |
1.3122 |
|
|
| Weekly Pivots for week ending 11-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4309 |
1.4110 |
1.3415 |
|
| R3 |
1.3966 |
1.3767 |
1.3320 |
|
| R2 |
1.3623 |
1.3623 |
1.3289 |
|
| R1 |
1.3424 |
1.3424 |
1.3257 |
1.3352 |
| PP |
1.3280 |
1.3280 |
1.3280 |
1.3244 |
| S1 |
1.3081 |
1.3081 |
1.3195 |
1.3009 |
| S2 |
1.2937 |
1.2937 |
1.3163 |
|
| S3 |
1.2594 |
1.2738 |
1.3132 |
|
| S4 |
1.2251 |
1.2395 |
1.3037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3478 |
1.3135 |
0.0343 |
2.6% |
0.0155 |
1.2% |
27% |
False |
True |
159,591 |
| 10 |
1.3540 |
1.3135 |
0.0405 |
3.1% |
0.0143 |
1.1% |
22% |
False |
True |
152,738 |
| 20 |
1.3540 |
1.3112 |
0.0428 |
3.2% |
0.0115 |
0.9% |
27% |
False |
False |
118,794 |
| 40 |
1.3540 |
1.2855 |
0.0685 |
5.2% |
0.0121 |
0.9% |
54% |
False |
False |
110,380 |
| 60 |
1.3540 |
1.2679 |
0.0861 |
6.5% |
0.0123 |
0.9% |
64% |
False |
False |
111,110 |
| 80 |
1.3540 |
1.2679 |
0.0861 |
6.5% |
0.0128 |
1.0% |
64% |
False |
False |
93,980 |
| 100 |
1.3540 |
1.2679 |
0.0861 |
6.5% |
0.0122 |
0.9% |
64% |
False |
False |
75,270 |
| 120 |
1.3540 |
1.2263 |
0.1277 |
9.7% |
0.0119 |
0.9% |
75% |
False |
False |
62,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4127 |
|
2.618 |
1.3819 |
|
1.618 |
1.3630 |
|
1.000 |
1.3513 |
|
0.618 |
1.3441 |
|
HIGH |
1.3324 |
|
0.618 |
1.3252 |
|
0.500 |
1.3230 |
|
0.382 |
1.3207 |
|
LOW |
1.3135 |
|
0.618 |
1.3018 |
|
1.000 |
1.2946 |
|
1.618 |
1.2829 |
|
2.618 |
1.2640 |
|
4.250 |
1.2332 |
|
|
| Fisher Pivots for day following 11-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3230 |
1.3307 |
| PP |
1.3228 |
1.3280 |
| S1 |
1.3227 |
1.3253 |
|