CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 05-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2020 |
05-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2890 |
1.2928 |
0.0038 |
0.3% |
1.2763 |
| High |
1.2958 |
1.2997 |
0.0039 |
0.3% |
1.2984 |
| Low |
1.2839 |
1.2904 |
0.0065 |
0.5% |
1.2756 |
| Close |
1.2939 |
1.2976 |
0.0037 |
0.3% |
1.2939 |
| Range |
0.0119 |
0.0093 |
-0.0026 |
-21.8% |
0.0228 |
| ATR |
0.0134 |
0.0131 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
147,762 |
70,911 |
-76,851 |
-52.0% |
685,160 |
|
| Daily Pivots for day following 05-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3238 |
1.3200 |
1.3027 |
|
| R3 |
1.3145 |
1.3107 |
1.3002 |
|
| R2 |
1.3052 |
1.3052 |
1.2993 |
|
| R1 |
1.3014 |
1.3014 |
1.2985 |
1.3033 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2969 |
| S1 |
1.2921 |
1.2921 |
1.2967 |
1.2940 |
| S2 |
1.2866 |
1.2866 |
1.2959 |
|
| S3 |
1.2773 |
1.2828 |
1.2950 |
|
| S4 |
1.2680 |
1.2735 |
1.2925 |
|
|
| Weekly Pivots for week ending 02-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3577 |
1.3486 |
1.3064 |
|
| R3 |
1.3349 |
1.3258 |
1.3002 |
|
| R2 |
1.3121 |
1.3121 |
1.2981 |
|
| R1 |
1.3030 |
1.3030 |
1.2960 |
1.3076 |
| PP |
1.2893 |
1.2893 |
1.2893 |
1.2916 |
| S1 |
1.2802 |
1.2802 |
1.2918 |
1.2848 |
| S2 |
1.2665 |
1.2665 |
1.2897 |
|
| S3 |
1.2437 |
1.2574 |
1.2876 |
|
| S4 |
1.2209 |
1.2346 |
1.2814 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2997 |
1.2810 |
0.0187 |
1.4% |
0.0118 |
0.9% |
89% |
True |
False |
129,216 |
| 10 |
1.2997 |
1.2679 |
0.0318 |
2.5% |
0.0124 |
1.0% |
93% |
True |
False |
122,640 |
| 20 |
1.3268 |
1.2679 |
0.0589 |
4.5% |
0.0141 |
1.1% |
50% |
False |
False |
111,337 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0128 |
1.0% |
37% |
False |
False |
56,704 |
| 60 |
1.3489 |
1.2491 |
0.0998 |
7.7% |
0.0120 |
0.9% |
49% |
False |
False |
37,897 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0118 |
0.9% |
58% |
False |
False |
28,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3392 |
|
2.618 |
1.3240 |
|
1.618 |
1.3147 |
|
1.000 |
1.3090 |
|
0.618 |
1.3054 |
|
HIGH |
1.2997 |
|
0.618 |
1.2961 |
|
0.500 |
1.2951 |
|
0.382 |
1.2940 |
|
LOW |
1.2904 |
|
0.618 |
1.2847 |
|
1.000 |
1.2811 |
|
1.618 |
1.2754 |
|
2.618 |
1.2661 |
|
4.250 |
1.2509 |
|
|
| Fisher Pivots for day following 05-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2968 |
1.2954 |
| PP |
1.2959 |
1.2932 |
| S1 |
1.2951 |
1.2910 |
|