CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 14-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2020 |
14-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3069 |
1.2940 |
-0.0129 |
-1.0% |
1.2928 |
| High |
1.3072 |
1.3069 |
-0.0003 |
0.0% |
1.3054 |
| Low |
1.2926 |
1.2867 |
-0.0059 |
-0.5% |
1.2848 |
| Close |
1.2942 |
1.3028 |
0.0086 |
0.7% |
1.3041 |
| Range |
0.0146 |
0.0202 |
0.0056 |
38.4% |
0.0206 |
| ATR |
0.0124 |
0.0129 |
0.0006 |
4.5% |
0.0000 |
| Volume |
115,941 |
134,506 |
18,565 |
16.0% |
461,806 |
|
| Daily Pivots for day following 14-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3594 |
1.3513 |
1.3139 |
|
| R3 |
1.3392 |
1.3311 |
1.3084 |
|
| R2 |
1.3190 |
1.3190 |
1.3065 |
|
| R1 |
1.3109 |
1.3109 |
1.3047 |
1.3150 |
| PP |
1.2988 |
1.2988 |
1.2988 |
1.3008 |
| S1 |
1.2907 |
1.2907 |
1.3009 |
1.2948 |
| S2 |
1.2786 |
1.2786 |
1.2991 |
|
| S3 |
1.2584 |
1.2705 |
1.2972 |
|
| S4 |
1.2382 |
1.2503 |
1.2917 |
|
|
| Weekly Pivots for week ending 09-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3599 |
1.3526 |
1.3154 |
|
| R3 |
1.3393 |
1.3320 |
1.3098 |
|
| R2 |
1.3187 |
1.3187 |
1.3079 |
|
| R1 |
1.3114 |
1.3114 |
1.3060 |
1.3151 |
| PP |
1.2981 |
1.2981 |
1.2981 |
1.2999 |
| S1 |
1.2908 |
1.2908 |
1.3022 |
1.2945 |
| S2 |
1.2775 |
1.2775 |
1.3003 |
|
| S3 |
1.2569 |
1.2702 |
1.2984 |
|
| S4 |
1.2363 |
1.2496 |
1.2928 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3086 |
1.2867 |
0.0219 |
1.7% |
0.0127 |
1.0% |
74% |
False |
True |
99,707 |
| 10 |
1.3086 |
1.2823 |
0.0263 |
2.0% |
0.0123 |
0.9% |
78% |
False |
False |
113,065 |
| 20 |
1.3086 |
1.2679 |
0.0407 |
3.1% |
0.0126 |
1.0% |
86% |
False |
False |
113,715 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0135 |
1.0% |
43% |
False |
False |
74,593 |
| 60 |
1.3489 |
1.2654 |
0.0835 |
6.4% |
0.0123 |
0.9% |
45% |
False |
False |
49,868 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0118 |
0.9% |
62% |
False |
False |
37,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3928 |
|
2.618 |
1.3598 |
|
1.618 |
1.3396 |
|
1.000 |
1.3271 |
|
0.618 |
1.3194 |
|
HIGH |
1.3069 |
|
0.618 |
1.2992 |
|
0.500 |
1.2968 |
|
0.382 |
1.2944 |
|
LOW |
1.2867 |
|
0.618 |
1.2742 |
|
1.000 |
1.2665 |
|
1.618 |
1.2540 |
|
2.618 |
1.2338 |
|
4.250 |
1.2009 |
|
|
| Fisher Pivots for day following 14-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3008 |
1.3011 |
| PP |
1.2988 |
1.2994 |
| S1 |
1.2968 |
1.2977 |
|