CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 18-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2020 |
18-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2973 |
1.2973 |
0.0000 |
0.0% |
1.2798 |
| High |
1.3006 |
1.3005 |
-0.0001 |
0.0% |
1.3013 |
| Low |
1.2870 |
1.2920 |
0.0050 |
0.4% |
1.2796 |
| Close |
1.2967 |
1.2933 |
-0.0034 |
-0.3% |
1.2933 |
| Range |
0.0136 |
0.0085 |
-0.0051 |
-37.5% |
0.0217 |
| ATR |
0.0136 |
0.0133 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
143,830 |
77,616 |
-66,214 |
-46.0% |
488,552 |
|
| Daily Pivots for day following 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3208 |
1.3155 |
1.2980 |
|
| R3 |
1.3123 |
1.3070 |
1.2956 |
|
| R2 |
1.3038 |
1.3038 |
1.2949 |
|
| R1 |
1.2985 |
1.2985 |
1.2941 |
1.2969 |
| PP |
1.2953 |
1.2953 |
1.2953 |
1.2945 |
| S1 |
1.2900 |
1.2900 |
1.2925 |
1.2884 |
| S2 |
1.2868 |
1.2868 |
1.2917 |
|
| S3 |
1.2783 |
1.2815 |
1.2910 |
|
| S4 |
1.2698 |
1.2730 |
1.2886 |
|
|
| Weekly Pivots for week ending 18-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3565 |
1.3466 |
1.3052 |
|
| R3 |
1.3348 |
1.3249 |
1.2993 |
|
| R2 |
1.3131 |
1.3131 |
1.2973 |
|
| R1 |
1.3032 |
1.3032 |
1.2953 |
1.3082 |
| PP |
1.2914 |
1.2914 |
1.2914 |
1.2939 |
| S1 |
1.2815 |
1.2815 |
1.2913 |
1.2865 |
| S2 |
1.2697 |
1.2697 |
1.2893 |
|
| S3 |
1.2480 |
1.2598 |
1.2873 |
|
| S4 |
1.2263 |
1.2381 |
1.2814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3013 |
1.2796 |
0.0217 |
1.7% |
0.0119 |
0.9% |
63% |
False |
False |
97,710 |
| 10 |
1.3325 |
1.2768 |
0.0557 |
4.3% |
0.0152 |
1.2% |
30% |
False |
False |
90,193 |
| 20 |
1.3489 |
1.2768 |
0.0721 |
5.6% |
0.0138 |
1.1% |
23% |
False |
False |
46,427 |
| 40 |
1.3489 |
1.2727 |
0.0762 |
5.9% |
0.0122 |
0.9% |
27% |
False |
False |
23,428 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0115 |
0.9% |
55% |
False |
False |
15,686 |
| 80 |
1.3489 |
1.2248 |
0.1241 |
9.6% |
0.0115 |
0.9% |
55% |
False |
False |
11,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3366 |
|
2.618 |
1.3228 |
|
1.618 |
1.3143 |
|
1.000 |
1.3090 |
|
0.618 |
1.3058 |
|
HIGH |
1.3005 |
|
0.618 |
1.2973 |
|
0.500 |
1.2963 |
|
0.382 |
1.2952 |
|
LOW |
1.2920 |
|
0.618 |
1.2867 |
|
1.000 |
1.2835 |
|
1.618 |
1.2782 |
|
2.618 |
1.2697 |
|
4.250 |
1.2559 |
|
|
| Fisher Pivots for day following 18-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2963 |
1.2942 |
| PP |
1.2953 |
1.2939 |
| S1 |
1.2943 |
1.2936 |
|