CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 08-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2020 |
08-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2881 |
1.2921 |
0.0040 |
0.3% |
1.2763 |
| High |
1.2933 |
1.2974 |
0.0041 |
0.3% |
1.2984 |
| Low |
1.2848 |
1.2895 |
0.0047 |
0.4% |
1.2756 |
| Close |
1.2915 |
1.2935 |
0.0020 |
0.2% |
1.2939 |
| Range |
0.0085 |
0.0079 |
-0.0006 |
-7.1% |
0.0228 |
| ATR |
0.0128 |
0.0125 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
105,461 |
72,760 |
-32,701 |
-31.0% |
685,160 |
|
| Daily Pivots for day following 08-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3172 |
1.3132 |
1.2978 |
|
| R3 |
1.3093 |
1.3053 |
1.2957 |
|
| R2 |
1.3014 |
1.3014 |
1.2949 |
|
| R1 |
1.2974 |
1.2974 |
1.2942 |
1.2994 |
| PP |
1.2935 |
1.2935 |
1.2935 |
1.2945 |
| S1 |
1.2895 |
1.2895 |
1.2928 |
1.2915 |
| S2 |
1.2856 |
1.2856 |
1.2921 |
|
| S3 |
1.2777 |
1.2816 |
1.2913 |
|
| S4 |
1.2698 |
1.2737 |
1.2892 |
|
|
| 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 |
1.2839 |
0.0173 |
1.3% |
0.0104 |
0.8% |
55% |
False |
False |
102,294 |
| 10 |
1.3012 |
1.2690 |
0.0322 |
2.5% |
0.0120 |
0.9% |
76% |
False |
False |
115,099 |
| 20 |
1.3013 |
1.2679 |
0.0334 |
2.6% |
0.0122 |
0.9% |
77% |
False |
False |
112,084 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0130 |
1.0% |
32% |
False |
False |
63,997 |
| 60 |
1.3489 |
1.2522 |
0.0967 |
7.5% |
0.0120 |
0.9% |
43% |
False |
False |
42,774 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0117 |
0.9% |
55% |
False |
False |
32,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3310 |
|
2.618 |
1.3181 |
|
1.618 |
1.3102 |
|
1.000 |
1.3053 |
|
0.618 |
1.3023 |
|
HIGH |
1.2974 |
|
0.618 |
1.2944 |
|
0.500 |
1.2935 |
|
0.382 |
1.2925 |
|
LOW |
1.2895 |
|
0.618 |
1.2846 |
|
1.000 |
1.2816 |
|
1.618 |
1.2767 |
|
2.618 |
1.2688 |
|
4.250 |
1.2559 |
|
|
| Fisher Pivots for day following 08-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2935 |
1.2933 |
| PP |
1.2935 |
1.2932 |
| S1 |
1.2935 |
1.2930 |
|