CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 22-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2020 |
22-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2944 |
1.3144 |
0.0200 |
1.5% |
1.3036 |
| High |
1.3182 |
1.3156 |
-0.0026 |
-0.2% |
1.3086 |
| Low |
1.2944 |
1.3073 |
0.0129 |
1.0% |
1.2856 |
| Close |
1.3163 |
1.3081 |
-0.0082 |
-0.6% |
1.2935 |
| Range |
0.0238 |
0.0083 |
-0.0155 |
-65.1% |
0.0230 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
141,674 |
79,269 |
-62,405 |
-44.0% |
580,024 |
|
| Daily Pivots for day following 22-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3352 |
1.3300 |
1.3127 |
|
| R3 |
1.3269 |
1.3217 |
1.3104 |
|
| R2 |
1.3186 |
1.3186 |
1.3096 |
|
| R1 |
1.3134 |
1.3134 |
1.3089 |
1.3119 |
| PP |
1.3103 |
1.3103 |
1.3103 |
1.3096 |
| S1 |
1.3051 |
1.3051 |
1.3073 |
1.3036 |
| S2 |
1.3020 |
1.3020 |
1.3066 |
|
| S3 |
1.2937 |
1.2968 |
1.3058 |
|
| S4 |
1.2854 |
1.2885 |
1.3035 |
|
|
| 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% |
0.0126 |
1.0% |
69% |
False |
False |
109,787 |
| 10 |
1.3182 |
1.2856 |
0.0326 |
2.5% |
0.0133 |
1.0% |
69% |
False |
False |
109,562 |
| 20 |
1.3182 |
1.2690 |
0.0492 |
3.8% |
0.0126 |
1.0% |
79% |
False |
False |
112,330 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0133 |
1.0% |
50% |
False |
False |
91,130 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0126 |
1.0% |
50% |
False |
False |
60,985 |
| 80 |
1.3489 |
1.2371 |
0.1118 |
8.5% |
0.0119 |
0.9% |
64% |
False |
False |
45,789 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0119 |
0.9% |
67% |
False |
False |
36,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3509 |
|
2.618 |
1.3373 |
|
1.618 |
1.3290 |
|
1.000 |
1.3239 |
|
0.618 |
1.3207 |
|
HIGH |
1.3156 |
|
0.618 |
1.3124 |
|
0.500 |
1.3115 |
|
0.382 |
1.3105 |
|
LOW |
1.3073 |
|
0.618 |
1.3022 |
|
1.000 |
1.2990 |
|
1.618 |
1.2939 |
|
2.618 |
1.2856 |
|
4.250 |
1.2720 |
|
|
| Fisher Pivots for day following 22-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3115 |
1.3070 |
| PP |
1.3103 |
1.3058 |
| S1 |
1.3092 |
1.3047 |
|