CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 14-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2020 |
14-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3300 |
1.3335 |
0.0035 |
0.3% |
1.3421 |
| High |
1.3324 |
1.3445 |
0.0121 |
0.9% |
1.3478 |
| Low |
1.3135 |
1.3291 |
0.0156 |
1.2% |
1.3135 |
| Close |
1.3226 |
1.3352 |
0.0126 |
1.0% |
1.3226 |
| Range |
0.0189 |
0.0154 |
-0.0035 |
-18.5% |
0.0343 |
| ATR |
0.0130 |
0.0136 |
0.0006 |
4.9% |
0.0000 |
| Volume |
37,886 |
1,067 |
-36,819 |
-97.2% |
797,955 |
|
| Daily Pivots for day following 14-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3825 |
1.3742 |
1.3437 |
|
| R3 |
1.3671 |
1.3588 |
1.3394 |
|
| R2 |
1.3517 |
1.3517 |
1.3380 |
|
| R1 |
1.3434 |
1.3434 |
1.3366 |
1.3476 |
| PP |
1.3363 |
1.3363 |
1.3363 |
1.3383 |
| S1 |
1.3280 |
1.3280 |
1.3338 |
1.3322 |
| S2 |
1.3209 |
1.3209 |
1.3324 |
|
| S3 |
1.3055 |
1.3126 |
1.3310 |
|
| S4 |
1.2901 |
1.2972 |
1.3267 |
|
|
| 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% |
0.0143 |
1.1% |
63% |
False |
False |
108,922 |
| 10 |
1.3540 |
1.3135 |
0.0405 |
3.0% |
0.0150 |
1.1% |
54% |
False |
False |
139,516 |
| 20 |
1.3540 |
1.3135 |
0.0405 |
3.0% |
0.0118 |
0.9% |
54% |
False |
False |
115,460 |
| 40 |
1.3540 |
1.2855 |
0.0685 |
5.1% |
0.0122 |
0.9% |
73% |
False |
False |
107,121 |
| 60 |
1.3540 |
1.2679 |
0.0861 |
6.4% |
0.0124 |
0.9% |
78% |
False |
False |
109,834 |
| 80 |
1.3540 |
1.2679 |
0.0861 |
6.4% |
0.0127 |
1.0% |
78% |
False |
False |
93,982 |
| 100 |
1.3540 |
1.2679 |
0.0861 |
6.4% |
0.0123 |
0.9% |
78% |
False |
False |
75,271 |
| 120 |
1.3540 |
1.2263 |
0.1277 |
9.6% |
0.0120 |
0.9% |
85% |
False |
False |
62,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4100 |
|
2.618 |
1.3848 |
|
1.618 |
1.3694 |
|
1.000 |
1.3599 |
|
0.618 |
1.3540 |
|
HIGH |
1.3445 |
|
0.618 |
1.3386 |
|
0.500 |
1.3368 |
|
0.382 |
1.3350 |
|
LOW |
1.3291 |
|
0.618 |
1.3196 |
|
1.000 |
1.3137 |
|
1.618 |
1.3042 |
|
2.618 |
1.2888 |
|
4.250 |
1.2637 |
|
|
| Fisher Pivots for day following 14-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3368 |
1.3331 |
| PP |
1.3363 |
1.3311 |
| S1 |
1.3357 |
1.3290 |
|