CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 16-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2020 |
16-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2852 |
1.2895 |
0.0043 |
0.3% |
1.3262 |
| High |
1.2932 |
1.3013 |
0.0081 |
0.6% |
1.3268 |
| Low |
1.2821 |
1.2882 |
0.0061 |
0.5% |
1.2768 |
| Close |
1.2904 |
1.2957 |
0.0053 |
0.4% |
1.2796 |
| Range |
0.0111 |
0.0131 |
0.0020 |
18.0% |
0.0500 |
| ATR |
0.0137 |
0.0136 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
80,998 |
103,722 |
22,724 |
28.1% |
403,915 |
|
| Daily Pivots for day following 16-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3344 |
1.3281 |
1.3029 |
|
| R3 |
1.3213 |
1.3150 |
1.2993 |
|
| R2 |
1.3082 |
1.3082 |
1.2981 |
|
| R1 |
1.3019 |
1.3019 |
1.2969 |
1.3051 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2966 |
| S1 |
1.2888 |
1.2888 |
1.2945 |
1.2920 |
| S2 |
1.2820 |
1.2820 |
1.2933 |
|
| S3 |
1.2689 |
1.2757 |
1.2921 |
|
| S4 |
1.2558 |
1.2626 |
1.2885 |
|
|
| 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% |
0.0148 |
1.1% |
69% |
False |
False |
102,289 |
| 10 |
1.3408 |
1.2768 |
0.0640 |
4.9% |
0.0154 |
1.2% |
30% |
False |
False |
69,494 |
| 20 |
1.3489 |
1.2768 |
0.0721 |
5.6% |
0.0144 |
1.1% |
26% |
False |
False |
35,471 |
| 40 |
1.3489 |
1.2654 |
0.0835 |
6.4% |
0.0121 |
0.9% |
36% |
False |
False |
17,945 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0115 |
0.9% |
57% |
False |
False |
11,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3570 |
|
2.618 |
1.3356 |
|
1.618 |
1.3225 |
|
1.000 |
1.3144 |
|
0.618 |
1.3094 |
|
HIGH |
1.3013 |
|
0.618 |
1.2963 |
|
0.500 |
1.2948 |
|
0.382 |
1.2932 |
|
LOW |
1.2882 |
|
0.618 |
1.2801 |
|
1.000 |
1.2751 |
|
1.618 |
1.2670 |
|
2.618 |
1.2539 |
|
4.250 |
1.2325 |
|
|
| Fisher Pivots for day following 16-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2954 |
1.2940 |
| PP |
1.2951 |
1.2922 |
| S1 |
1.2948 |
1.2905 |
|