CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 24-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2020 |
24-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2742 |
1.2728 |
-0.0014 |
-0.1% |
1.2798 |
| High |
1.2782 |
1.2787 |
0.0005 |
0.0% |
1.3013 |
| Low |
1.2679 |
1.2695 |
0.0016 |
0.1% |
1.2796 |
| Close |
1.2720 |
1.2746 |
0.0026 |
0.2% |
1.2933 |
| Range |
0.0103 |
0.0092 |
-0.0011 |
-10.7% |
0.0217 |
| ATR |
0.0136 |
0.0133 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
107,173 |
113,983 |
6,810 |
6.4% |
488,552 |
|
| Daily Pivots for day following 24-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3019 |
1.2974 |
1.2797 |
|
| R3 |
1.2927 |
1.2882 |
1.2771 |
|
| R2 |
1.2835 |
1.2835 |
1.2763 |
|
| R1 |
1.2790 |
1.2790 |
1.2754 |
1.2813 |
| PP |
1.2743 |
1.2743 |
1.2743 |
1.2754 |
| S1 |
1.2698 |
1.2698 |
1.2738 |
1.2721 |
| S2 |
1.2651 |
1.2651 |
1.2729 |
|
| S3 |
1.2559 |
1.2606 |
1.2721 |
|
| S4 |
1.2467 |
1.2514 |
1.2695 |
|
|
| 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 |
1.3005 |
1.2679 |
0.0326 |
2.6% |
0.0125 |
1.0% |
21% |
False |
False |
110,740 |
| 10 |
1.3013 |
1.2679 |
0.0334 |
2.6% |
0.0124 |
1.0% |
20% |
False |
False |
109,070 |
| 20 |
1.3489 |
1.2679 |
0.0810 |
6.4% |
0.0140 |
1.1% |
8% |
False |
False |
69,930 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.4% |
0.0125 |
1.0% |
8% |
False |
False |
35,312 |
| 60 |
1.3489 |
1.2371 |
0.1118 |
8.8% |
0.0116 |
0.9% |
34% |
False |
False |
23,609 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.6% |
0.0117 |
0.9% |
39% |
False |
False |
17,722 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3178 |
|
2.618 |
1.3028 |
|
1.618 |
1.2936 |
|
1.000 |
1.2879 |
|
0.618 |
1.2844 |
|
HIGH |
1.2787 |
|
0.618 |
1.2752 |
|
0.500 |
1.2741 |
|
0.382 |
1.2730 |
|
LOW |
1.2695 |
|
0.618 |
1.2638 |
|
1.000 |
1.2603 |
|
1.618 |
1.2546 |
|
2.618 |
1.2454 |
|
4.250 |
1.2304 |
|
|
| Fisher Pivots for day following 24-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2744 |
1.2776 |
| PP |
1.2743 |
1.2766 |
| S1 |
1.2741 |
1.2756 |
|