CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 15-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2798 |
1.2852 |
0.0054 |
0.4% |
1.3262 |
| High |
1.2926 |
1.2932 |
0.0006 |
0.0% |
1.3268 |
| Low |
1.2796 |
1.2821 |
0.0025 |
0.2% |
1.2768 |
| Close |
1.2862 |
1.2904 |
0.0042 |
0.3% |
1.2796 |
| Range |
0.0130 |
0.0111 |
-0.0019 |
-14.6% |
0.0500 |
| ATR |
0.0139 |
0.0137 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
82,386 |
80,998 |
-1,388 |
-1.7% |
403,915 |
|
| Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3219 |
1.3172 |
1.2965 |
|
| R3 |
1.3108 |
1.3061 |
1.2935 |
|
| R2 |
1.2997 |
1.2997 |
1.2924 |
|
| R1 |
1.2950 |
1.2950 |
1.2914 |
1.2974 |
| PP |
1.2886 |
1.2886 |
1.2886 |
1.2897 |
| S1 |
1.2839 |
1.2839 |
1.2894 |
1.2863 |
| S2 |
1.2775 |
1.2775 |
1.2884 |
|
| S3 |
1.2664 |
1.2728 |
1.2873 |
|
| S4 |
1.2553 |
1.2617 |
1.2843 |
|
|
| 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 |
1.3042 |
1.2768 |
0.0274 |
2.1% |
0.0149 |
1.2% |
50% |
False |
False |
100,342 |
| 10 |
1.3489 |
1.2768 |
0.0721 |
5.6% |
0.0153 |
1.2% |
19% |
False |
False |
59,262 |
| 20 |
1.3489 |
1.2768 |
0.0721 |
5.6% |
0.0144 |
1.1% |
19% |
False |
False |
30,332 |
| 40 |
1.3489 |
1.2654 |
0.0835 |
6.5% |
0.0121 |
0.9% |
30% |
False |
False |
15,353 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0115 |
0.9% |
52% |
False |
False |
10,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3404 |
|
2.618 |
1.3223 |
|
1.618 |
1.3112 |
|
1.000 |
1.3043 |
|
0.618 |
1.3001 |
|
HIGH |
1.2932 |
|
0.618 |
1.2890 |
|
0.500 |
1.2877 |
|
0.382 |
1.2863 |
|
LOW |
1.2821 |
|
0.618 |
1.2752 |
|
1.000 |
1.2710 |
|
1.618 |
1.2641 |
|
2.618 |
1.2530 |
|
4.250 |
1.2349 |
|
|
| Fisher Pivots for day following 15-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2895 |
1.2886 |
| PP |
1.2886 |
1.2868 |
| S1 |
1.2877 |
1.2850 |
|