CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 19-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2020 |
19-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2908 |
1.2905 |
-0.0003 |
0.0% |
1.3036 |
| High |
1.2965 |
1.3028 |
0.0063 |
0.5% |
1.3086 |
| Low |
1.2856 |
1.2901 |
0.0045 |
0.4% |
1.2856 |
| Close |
1.2935 |
1.2948 |
0.0013 |
0.1% |
1.2935 |
| Range |
0.0109 |
0.0127 |
0.0018 |
16.5% |
0.0230 |
| ATR |
0.0128 |
0.0128 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
131,435 |
115,006 |
-16,429 |
-12.5% |
580,024 |
|
| Daily Pivots for day following 19-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3340 |
1.3271 |
1.3018 |
|
| R3 |
1.3213 |
1.3144 |
1.2983 |
|
| R2 |
1.3086 |
1.3086 |
1.2971 |
|
| R1 |
1.3017 |
1.3017 |
1.2960 |
1.3052 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2976 |
| S1 |
1.2890 |
1.2890 |
1.2936 |
1.2925 |
| S2 |
1.2832 |
1.2832 |
1.2925 |
|
| S3 |
1.2705 |
1.2763 |
1.2913 |
|
| S4 |
1.2578 |
1.2636 |
1.2878 |
|
|
| Weekly Pivots for week ending 16-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3649 |
1.3522 |
1.3062 |
|
| R3 |
1.3419 |
1.3292 |
1.2998 |
|
| R2 |
1.3189 |
1.3189 |
1.2977 |
|
| R1 |
1.3062 |
1.3062 |
1.2956 |
1.3011 |
| PP |
1.2959 |
1.2959 |
1.2959 |
1.2933 |
| S1 |
1.2832 |
1.2832 |
1.2914 |
1.2781 |
| S2 |
1.2729 |
1.2729 |
1.2893 |
|
| S3 |
1.2499 |
1.2602 |
1.2872 |
|
| S4 |
1.2269 |
1.2372 |
1.2809 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3072 |
1.2856 |
0.0216 |
1.7% |
0.0145 |
1.1% |
43% |
False |
False |
123,559 |
| 10 |
1.3086 |
1.2848 |
0.0238 |
1.8% |
0.0124 |
1.0% |
42% |
False |
False |
108,592 |
| 20 |
1.3086 |
1.2679 |
0.0407 |
3.1% |
0.0124 |
1.0% |
66% |
False |
False |
115,616 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0131 |
1.0% |
33% |
False |
False |
83,687 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0124 |
1.0% |
33% |
False |
False |
55,952 |
| 80 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0119 |
0.9% |
56% |
False |
False |
42,017 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0118 |
0.9% |
56% |
False |
False |
33,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3568 |
|
2.618 |
1.3360 |
|
1.618 |
1.3233 |
|
1.000 |
1.3155 |
|
0.618 |
1.3106 |
|
HIGH |
1.3028 |
|
0.618 |
1.2979 |
|
0.500 |
1.2965 |
|
0.382 |
1.2950 |
|
LOW |
1.2901 |
|
0.618 |
1.2823 |
|
1.000 |
1.2774 |
|
1.618 |
1.2696 |
|
2.618 |
1.2569 |
|
4.250 |
1.2361 |
|
|
| Fisher Pivots for day following 19-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2965 |
1.2947 |
| PP |
1.2959 |
1.2946 |
| S1 |
1.2954 |
1.2945 |
|