CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 22-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2020 |
22-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2930 |
1.2817 |
-0.0113 |
-0.9% |
1.2798 |
| High |
1.2972 |
1.2872 |
-0.0100 |
-0.8% |
1.3013 |
| Low |
1.2781 |
1.2716 |
-0.0065 |
-0.5% |
1.2796 |
| Close |
1.2800 |
1.2739 |
-0.0061 |
-0.5% |
1.2933 |
| Range |
0.0191 |
0.0156 |
-0.0035 |
-18.3% |
0.0217 |
| ATR |
0.0137 |
0.0138 |
0.0001 |
1.0% |
0.0000 |
| Volume |
107,877 |
147,054 |
39,177 |
36.3% |
488,552 |
|
| Daily Pivots for day following 22-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3244 |
1.3147 |
1.2825 |
|
| R3 |
1.3088 |
1.2991 |
1.2782 |
|
| R2 |
1.2932 |
1.2932 |
1.2768 |
|
| R1 |
1.2835 |
1.2835 |
1.2753 |
1.2806 |
| PP |
1.2776 |
1.2776 |
1.2776 |
1.2761 |
| S1 |
1.2679 |
1.2679 |
1.2725 |
1.2650 |
| S2 |
1.2620 |
1.2620 |
1.2710 |
|
| S3 |
1.2464 |
1.2523 |
1.2696 |
|
| S4 |
1.2308 |
1.2367 |
1.2653 |
|
|
| 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 |
1.2716 |
0.0297 |
2.3% |
0.0140 |
1.1% |
8% |
False |
True |
116,019 |
| 10 |
1.3042 |
1.2716 |
0.0326 |
2.6% |
0.0145 |
1.1% |
7% |
False |
True |
108,181 |
| 20 |
1.3489 |
1.2716 |
0.0773 |
6.1% |
0.0141 |
1.1% |
3% |
False |
True |
59,032 |
| 40 |
1.3489 |
1.2716 |
0.0773 |
6.1% |
0.0126 |
1.0% |
3% |
False |
True |
29,794 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.6% |
0.0118 |
0.9% |
39% |
False |
False |
19,934 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.6% |
0.0117 |
0.9% |
39% |
False |
False |
14,958 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3535 |
|
2.618 |
1.3280 |
|
1.618 |
1.3124 |
|
1.000 |
1.3028 |
|
0.618 |
1.2968 |
|
HIGH |
1.2872 |
|
0.618 |
1.2812 |
|
0.500 |
1.2794 |
|
0.382 |
1.2776 |
|
LOW |
1.2716 |
|
0.618 |
1.2620 |
|
1.000 |
1.2560 |
|
1.618 |
1.2464 |
|
2.618 |
1.2308 |
|
4.250 |
1.2053 |
|
|
| Fisher Pivots for day following 22-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2794 |
1.2861 |
| PP |
1.2776 |
1.2820 |
| S1 |
1.2757 |
1.2780 |
|