CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2806 |
1.2798 |
-0.0008 |
-0.1% |
1.3262 |
| High |
1.2872 |
1.2926 |
0.0054 |
0.4% |
1.3268 |
| Low |
1.2768 |
1.2796 |
0.0028 |
0.2% |
1.2768 |
| Close |
1.2796 |
1.2862 |
0.0066 |
0.5% |
1.2796 |
| Range |
0.0104 |
0.0130 |
0.0026 |
25.0% |
0.0500 |
| ATR |
0.0139 |
0.0139 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
126,063 |
82,386 |
-43,677 |
-34.6% |
403,915 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3251 |
1.3187 |
1.2934 |
|
| R3 |
1.3121 |
1.3057 |
1.2898 |
|
| R2 |
1.2991 |
1.2991 |
1.2886 |
|
| R1 |
1.2927 |
1.2927 |
1.2874 |
1.2959 |
| PP |
1.2861 |
1.2861 |
1.2861 |
1.2878 |
| S1 |
1.2797 |
1.2797 |
1.2850 |
1.2829 |
| S2 |
1.2731 |
1.2731 |
1.2838 |
|
| S3 |
1.2601 |
1.2667 |
1.2826 |
|
| S4 |
1.2471 |
1.2537 |
1.2791 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4444 |
1.4120 |
1.3071 |
|
| R3 |
1.3944 |
1.3620 |
1.2934 |
|
| R2 |
1.3444 |
1.3444 |
1.2888 |
|
| R1 |
1.3120 |
1.3120 |
1.2842 |
1.3032 |
| PP |
1.2944 |
1.2944 |
1.2944 |
1.2900 |
| S1 |
1.2620 |
1.2620 |
1.2750 |
1.2532 |
| S2 |
1.2444 |
1.2444 |
1.2704 |
|
| S3 |
1.1944 |
1.2120 |
1.2659 |
|
| S4 |
1.1444 |
1.1620 |
1.2521 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3268 |
1.2768 |
0.0500 |
3.9% |
0.0184 |
1.4% |
19% |
False |
False |
97,260 |
| 10 |
1.3489 |
1.2768 |
0.0721 |
5.6% |
0.0151 |
1.2% |
13% |
False |
False |
51,348 |
| 20 |
1.3489 |
1.2768 |
0.0721 |
5.6% |
0.0141 |
1.1% |
13% |
False |
False |
26,292 |
| 40 |
1.3489 |
1.2528 |
0.0961 |
7.5% |
0.0121 |
0.9% |
35% |
False |
False |
13,330 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0115 |
0.9% |
49% |
False |
False |
8,919 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3479 |
|
2.618 |
1.3266 |
|
1.618 |
1.3136 |
|
1.000 |
1.3056 |
|
0.618 |
1.3006 |
|
HIGH |
1.2926 |
|
0.618 |
1.2876 |
|
0.500 |
1.2861 |
|
0.382 |
1.2846 |
|
LOW |
1.2796 |
|
0.618 |
1.2716 |
|
1.000 |
1.2666 |
|
1.618 |
1.2586 |
|
2.618 |
1.2456 |
|
4.250 |
1.2244 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2862 |
1.2905 |
| PP |
1.2861 |
1.2891 |
| S1 |
1.2861 |
1.2876 |
|