CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 29-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2020 |
29-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2763 |
1.2838 |
0.0075 |
0.6% |
1.2930 |
| High |
1.2934 |
1.2908 |
-0.0026 |
-0.2% |
1.2972 |
| Low |
1.2756 |
1.2827 |
0.0071 |
0.6% |
1.2679 |
| Close |
1.2839 |
1.2866 |
0.0027 |
0.2% |
1.2735 |
| Range |
0.0178 |
0.0081 |
-0.0097 |
-54.5% |
0.0293 |
| ATR |
0.0137 |
0.0133 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
109,989 |
101,452 |
-8,537 |
-7.8% |
578,212 |
|
| Daily Pivots for day following 29-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3110 |
1.3069 |
1.2911 |
|
| R3 |
1.3029 |
1.2988 |
1.2888 |
|
| R2 |
1.2948 |
1.2948 |
1.2881 |
|
| R1 |
1.2907 |
1.2907 |
1.2873 |
1.2928 |
| PP |
1.2867 |
1.2867 |
1.2867 |
1.2877 |
| S1 |
1.2826 |
1.2826 |
1.2859 |
1.2847 |
| S2 |
1.2786 |
1.2786 |
1.2851 |
|
| S3 |
1.2705 |
1.2745 |
1.2844 |
|
| S4 |
1.2624 |
1.2664 |
1.2821 |
|
|
| Weekly Pivots for week ending 25-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3674 |
1.3498 |
1.2896 |
|
| R3 |
1.3381 |
1.3205 |
1.2816 |
|
| R2 |
1.3088 |
1.3088 |
1.2789 |
|
| R1 |
1.2912 |
1.2912 |
1.2762 |
1.2854 |
| PP |
1.2795 |
1.2795 |
1.2795 |
1.2766 |
| S1 |
1.2619 |
1.2619 |
1.2708 |
1.2561 |
| S2 |
1.2502 |
1.2502 |
1.2681 |
|
| S3 |
1.2209 |
1.2326 |
1.2654 |
|
| S4 |
1.1916 |
1.2033 |
1.2574 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2934 |
1.2679 |
0.0255 |
2.0% |
0.0115 |
0.9% |
73% |
False |
False |
106,944 |
| 10 |
1.3013 |
1.2679 |
0.0334 |
2.6% |
0.0127 |
1.0% |
56% |
False |
False |
111,482 |
| 20 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0140 |
1.1% |
23% |
False |
False |
85,372 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0126 |
1.0% |
23% |
False |
False |
43,134 |
| 60 |
1.3489 |
1.2474 |
0.1015 |
7.9% |
0.0118 |
0.9% |
39% |
False |
False |
28,822 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0118 |
0.9% |
49% |
False |
False |
21,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3252 |
|
2.618 |
1.3120 |
|
1.618 |
1.3039 |
|
1.000 |
1.2989 |
|
0.618 |
1.2958 |
|
HIGH |
1.2908 |
|
0.618 |
1.2877 |
|
0.500 |
1.2868 |
|
0.382 |
1.2858 |
|
LOW |
1.2827 |
|
0.618 |
1.2777 |
|
1.000 |
1.2746 |
|
1.618 |
1.2696 |
|
2.618 |
1.2615 |
|
4.250 |
1.2483 |
|
|
| Fisher Pivots for day following 29-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2868 |
1.2848 |
| PP |
1.2867 |
1.2830 |
| S1 |
1.2867 |
1.2812 |
|