CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 06-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2020 |
06-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2928 |
1.2985 |
0.0057 |
0.4% |
1.2763 |
| High |
1.2997 |
1.3012 |
0.0015 |
0.1% |
1.2984 |
| Low |
1.2904 |
1.2870 |
-0.0034 |
-0.3% |
1.2756 |
| Close |
1.2976 |
1.2905 |
-0.0071 |
-0.5% |
1.2939 |
| Range |
0.0093 |
0.0142 |
0.0049 |
52.7% |
0.0228 |
| ATR |
0.0131 |
0.0132 |
0.0001 |
0.6% |
0.0000 |
| Volume |
70,911 |
114,577 |
43,666 |
61.6% |
685,160 |
|
| Daily Pivots for day following 06-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3355 |
1.3272 |
1.2983 |
|
| R3 |
1.3213 |
1.3130 |
1.2944 |
|
| R2 |
1.3071 |
1.3071 |
1.2931 |
|
| R1 |
1.2988 |
1.2988 |
1.2918 |
1.2959 |
| PP |
1.2929 |
1.2929 |
1.2929 |
1.2914 |
| S1 |
1.2846 |
1.2846 |
1.2892 |
1.2817 |
| S2 |
1.2787 |
1.2787 |
1.2879 |
|
| S3 |
1.2645 |
1.2704 |
1.2866 |
|
| S4 |
1.2503 |
1.2562 |
1.2827 |
|
|
| 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 |
1.3012 |
1.2810 |
0.0202 |
1.6% |
0.0131 |
1.0% |
47% |
True |
False |
131,841 |
| 10 |
1.3012 |
1.2679 |
0.0333 |
2.6% |
0.0123 |
1.0% |
68% |
True |
False |
119,392 |
| 20 |
1.3042 |
1.2679 |
0.0363 |
2.8% |
0.0134 |
1.0% |
62% |
False |
False |
113,786 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0130 |
1.0% |
28% |
False |
False |
59,560 |
| 60 |
1.3489 |
1.2491 |
0.0998 |
7.7% |
0.0120 |
0.9% |
41% |
False |
False |
39,804 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0117 |
0.9% |
52% |
False |
False |
29,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3616 |
|
2.618 |
1.3384 |
|
1.618 |
1.3242 |
|
1.000 |
1.3154 |
|
0.618 |
1.3100 |
|
HIGH |
1.3012 |
|
0.618 |
1.2958 |
|
0.500 |
1.2941 |
|
0.382 |
1.2924 |
|
LOW |
1.2870 |
|
0.618 |
1.2782 |
|
1.000 |
1.2728 |
|
1.618 |
1.2640 |
|
2.618 |
1.2498 |
|
4.250 |
1.2267 |
|
|
| Fisher Pivots for day following 06-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2941 |
1.2926 |
| PP |
1.2929 |
1.2919 |
| S1 |
1.2917 |
1.2912 |
|