CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 27-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2020 |
27-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3060 |
1.3026 |
-0.0034 |
-0.3% |
1.2905 |
| High |
1.3078 |
1.3084 |
0.0006 |
0.0% |
1.3182 |
| Low |
1.2996 |
1.3004 |
0.0008 |
0.1% |
1.2901 |
| Close |
1.3022 |
1.3061 |
0.0039 |
0.3% |
1.3039 |
| Range |
0.0082 |
0.0080 |
-0.0002 |
-2.4% |
0.0281 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
80,791 |
72,336 |
-8,455 |
-10.5% |
506,864 |
|
| Daily Pivots for day following 27-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3290 |
1.3255 |
1.3105 |
|
| R3 |
1.3210 |
1.3175 |
1.3083 |
|
| R2 |
1.3130 |
1.3130 |
1.3076 |
|
| R1 |
1.3095 |
1.3095 |
1.3068 |
1.3113 |
| PP |
1.3050 |
1.3050 |
1.3050 |
1.3058 |
| S1 |
1.3015 |
1.3015 |
1.3054 |
1.3033 |
| S2 |
1.2970 |
1.2970 |
1.3046 |
|
| S3 |
1.2890 |
1.2935 |
1.3039 |
|
| S4 |
1.2810 |
1.2855 |
1.3017 |
|
|
| Weekly Pivots for week ending 23-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3884 |
1.3742 |
1.3194 |
|
| R3 |
1.3603 |
1.3461 |
1.3116 |
|
| R2 |
1.3322 |
1.3322 |
1.3091 |
|
| R1 |
1.3180 |
1.3180 |
1.3065 |
1.3251 |
| PP |
1.3041 |
1.3041 |
1.3041 |
1.3076 |
| S1 |
1.2899 |
1.2899 |
1.3013 |
1.2970 |
| S2 |
1.2760 |
1.2760 |
1.2987 |
|
| S3 |
1.2479 |
1.2618 |
1.2962 |
|
| S4 |
1.2198 |
1.2337 |
1.2884 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3182 |
1.2944 |
0.0238 |
1.8% |
0.0118 |
0.9% |
49% |
False |
False |
92,686 |
| 10 |
1.3182 |
1.2856 |
0.0326 |
2.5% |
0.0124 |
0.9% |
63% |
False |
False |
104,684 |
| 20 |
1.3182 |
1.2810 |
0.0372 |
2.8% |
0.0120 |
0.9% |
67% |
False |
False |
108,777 |
| 40 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0130 |
1.0% |
47% |
False |
False |
97,074 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0124 |
1.0% |
47% |
False |
False |
65,015 |
| 80 |
1.3489 |
1.2474 |
0.1015 |
7.8% |
0.0119 |
0.9% |
58% |
False |
False |
48,811 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0118 |
0.9% |
65% |
False |
False |
39,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3424 |
|
2.618 |
1.3293 |
|
1.618 |
1.3213 |
|
1.000 |
1.3164 |
|
0.618 |
1.3133 |
|
HIGH |
1.3084 |
|
0.618 |
1.3053 |
|
0.500 |
1.3044 |
|
0.382 |
1.3035 |
|
LOW |
1.3004 |
|
0.618 |
1.2955 |
|
1.000 |
1.2924 |
|
1.618 |
1.2875 |
|
2.618 |
1.2795 |
|
4.250 |
1.2664 |
|
|
| Fisher Pivots for day following 27-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3055 |
1.3061 |
| PP |
1.3050 |
1.3061 |
| S1 |
1.3044 |
1.3061 |
|