CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 21-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2020 |
21-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2944 |
1.2944 |
0.0000 |
0.0% |
1.3036 |
| High |
1.2984 |
1.3182 |
0.0198 |
1.5% |
1.3086 |
| Low |
1.2911 |
1.2944 |
0.0033 |
0.3% |
1.2856 |
| Close |
1.2946 |
1.3163 |
0.0217 |
1.7% |
1.2935 |
| Range |
0.0073 |
0.0238 |
0.0165 |
226.0% |
0.0230 |
| ATR |
0.0124 |
0.0132 |
0.0008 |
6.5% |
0.0000 |
| Volume |
81,551 |
141,674 |
60,123 |
73.7% |
580,024 |
|
| Daily Pivots for day following 21-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3810 |
1.3725 |
1.3294 |
|
| R3 |
1.3572 |
1.3487 |
1.3228 |
|
| R2 |
1.3334 |
1.3334 |
1.3207 |
|
| R1 |
1.3249 |
1.3249 |
1.3185 |
1.3292 |
| PP |
1.3096 |
1.3096 |
1.3096 |
1.3118 |
| S1 |
1.3011 |
1.3011 |
1.3141 |
1.3054 |
| S2 |
1.2858 |
1.2858 |
1.3119 |
|
| S3 |
1.2620 |
1.2773 |
1.3098 |
|
| S4 |
1.2382 |
1.2535 |
1.3032 |
|
|
| 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 |
1.3182 |
1.2856 |
0.0326 |
2.5% |
0.0137 |
1.0% |
94% |
True |
False |
118,115 |
| 10 |
1.3182 |
1.2856 |
0.0326 |
2.5% |
0.0132 |
1.0% |
94% |
True |
False |
108,911 |
| 20 |
1.3182 |
1.2690 |
0.0492 |
3.7% |
0.0127 |
1.0% |
96% |
True |
False |
114,066 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0134 |
1.0% |
60% |
False |
False |
89,210 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0126 |
1.0% |
60% |
False |
False |
59,665 |
| 80 |
1.3489 |
1.2268 |
0.1221 |
9.3% |
0.0119 |
0.9% |
73% |
False |
False |
44,806 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.3% |
0.0119 |
0.9% |
73% |
False |
False |
35,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4194 |
|
2.618 |
1.3805 |
|
1.618 |
1.3567 |
|
1.000 |
1.3420 |
|
0.618 |
1.3329 |
|
HIGH |
1.3182 |
|
0.618 |
1.3091 |
|
0.500 |
1.3063 |
|
0.382 |
1.3035 |
|
LOW |
1.2944 |
|
0.618 |
1.2797 |
|
1.000 |
1.2706 |
|
1.618 |
1.2559 |
|
2.618 |
1.2321 |
|
4.250 |
1.1933 |
|
|
| Fisher Pivots for day following 21-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3130 |
1.3123 |
| PP |
1.3096 |
1.3082 |
| S1 |
1.3063 |
1.3042 |
|