CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 29-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2020 |
29-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3044 |
1.2991 |
-0.0053 |
-0.4% |
1.2905 |
| High |
1.3067 |
1.3029 |
-0.0038 |
-0.3% |
1.3182 |
| Low |
1.2920 |
1.2884 |
-0.0036 |
-0.3% |
1.2901 |
| Close |
1.2997 |
1.2929 |
-0.0068 |
-0.5% |
1.3039 |
| Range |
0.0147 |
0.0145 |
-0.0002 |
-1.4% |
0.0281 |
| ATR |
0.0123 |
0.0125 |
0.0002 |
1.3% |
0.0000 |
| Volume |
125,680 |
119,714 |
-5,966 |
-4.7% |
506,864 |
|
| Daily Pivots for day following 29-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3382 |
1.3301 |
1.3009 |
|
| R3 |
1.3237 |
1.3156 |
1.2969 |
|
| R2 |
1.3092 |
1.3092 |
1.2956 |
|
| R1 |
1.3011 |
1.3011 |
1.2942 |
1.2979 |
| PP |
1.2947 |
1.2947 |
1.2947 |
1.2932 |
| S1 |
1.2866 |
1.2866 |
1.2916 |
1.2834 |
| S2 |
1.2802 |
1.2802 |
1.2902 |
|
| S3 |
1.2657 |
1.2721 |
1.2889 |
|
| S4 |
1.2512 |
1.2576 |
1.2849 |
|
|
| 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 |
1.3126 |
1.2884 |
0.0242 |
1.9% |
0.0112 |
0.9% |
19% |
False |
True |
97,577 |
| 10 |
1.3182 |
1.2856 |
0.0326 |
2.5% |
0.0119 |
0.9% |
22% |
False |
False |
103,682 |
| 20 |
1.3182 |
1.2839 |
0.0343 |
2.7% |
0.0120 |
0.9% |
26% |
False |
False |
104,748 |
| 40 |
1.3365 |
1.2679 |
0.0686 |
5.3% |
0.0132 |
1.0% |
36% |
False |
False |
102,881 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0125 |
1.0% |
31% |
False |
False |
69,091 |
| 80 |
1.3489 |
1.2491 |
0.0998 |
7.7% |
0.0119 |
0.9% |
44% |
False |
False |
51,877 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0119 |
0.9% |
54% |
False |
False |
41,522 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3645 |
|
2.618 |
1.3409 |
|
1.618 |
1.3264 |
|
1.000 |
1.3174 |
|
0.618 |
1.3119 |
|
HIGH |
1.3029 |
|
0.618 |
1.2974 |
|
0.500 |
1.2957 |
|
0.382 |
1.2939 |
|
LOW |
1.2884 |
|
0.618 |
1.2794 |
|
1.000 |
1.2739 |
|
1.618 |
1.2649 |
|
2.618 |
1.2504 |
|
4.250 |
1.2268 |
|
|
| Fisher Pivots for day following 29-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2957 |
1.2984 |
| PP |
1.2947 |
1.2966 |
| S1 |
1.2938 |
1.2947 |
|