CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 30-Oct-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2020 |
30-Oct-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2991 |
1.2926 |
-0.0065 |
-0.5% |
1.3060 |
| High |
1.3029 |
1.2992 |
-0.0037 |
-0.3% |
1.3084 |
| Low |
1.2884 |
1.2901 |
0.0017 |
0.1% |
1.2884 |
| Close |
1.2929 |
1.2961 |
0.0032 |
0.2% |
1.2961 |
| Range |
0.0145 |
0.0091 |
-0.0054 |
-37.2% |
0.0200 |
| ATR |
0.0125 |
0.0122 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
119,714 |
105,206 |
-14,508 |
-12.1% |
503,727 |
|
| Daily Pivots for day following 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3224 |
1.3184 |
1.3011 |
|
| R3 |
1.3133 |
1.3093 |
1.2986 |
|
| R2 |
1.3042 |
1.3042 |
1.2978 |
|
| R1 |
1.3002 |
1.3002 |
1.2969 |
1.3022 |
| PP |
1.2951 |
1.2951 |
1.2951 |
1.2962 |
| S1 |
1.2911 |
1.2911 |
1.2953 |
1.2931 |
| S2 |
1.2860 |
1.2860 |
1.2944 |
|
| S3 |
1.2769 |
1.2820 |
1.2936 |
|
| S4 |
1.2678 |
1.2729 |
1.2911 |
|
|
| Weekly Pivots for week ending 30-Oct-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3576 |
1.3469 |
1.3071 |
|
| R3 |
1.3376 |
1.3269 |
1.3016 |
|
| R2 |
1.3176 |
1.3176 |
1.2998 |
|
| R1 |
1.3069 |
1.3069 |
1.2979 |
1.3023 |
| PP |
1.2976 |
1.2976 |
1.2976 |
1.2953 |
| S1 |
1.2869 |
1.2869 |
1.2943 |
1.2823 |
| S2 |
1.2776 |
1.2776 |
1.2924 |
|
| S3 |
1.2576 |
1.2669 |
1.2906 |
|
| S4 |
1.2376 |
1.2469 |
1.2851 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3084 |
1.2884 |
0.0200 |
1.5% |
0.0109 |
0.8% |
39% |
False |
False |
100,745 |
| 10 |
1.3182 |
1.2884 |
0.0298 |
2.3% |
0.0117 |
0.9% |
26% |
False |
False |
101,059 |
| 20 |
1.3182 |
1.2848 |
0.0334 |
2.6% |
0.0119 |
0.9% |
34% |
False |
False |
102,621 |
| 40 |
1.3325 |
1.2679 |
0.0646 |
5.0% |
0.0131 |
1.0% |
44% |
False |
False |
105,443 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0126 |
1.0% |
35% |
False |
False |
70,836 |
| 80 |
1.3489 |
1.2491 |
0.0998 |
7.7% |
0.0119 |
0.9% |
47% |
False |
False |
53,192 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0119 |
0.9% |
57% |
False |
False |
42,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3379 |
|
2.618 |
1.3230 |
|
1.618 |
1.3139 |
|
1.000 |
1.3083 |
|
0.618 |
1.3048 |
|
HIGH |
1.2992 |
|
0.618 |
1.2957 |
|
0.500 |
1.2947 |
|
0.382 |
1.2936 |
|
LOW |
1.2901 |
|
0.618 |
1.2845 |
|
1.000 |
1.2810 |
|
1.618 |
1.2754 |
|
2.618 |
1.2663 |
|
4.250 |
1.2514 |
|
|
| Fisher Pivots for day following 30-Oct-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2956 |
1.2976 |
| PP |
1.2951 |
1.2971 |
| S1 |
1.2947 |
1.2966 |
|