CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 02-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2020 |
02-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2926 |
1.2937 |
0.0011 |
0.1% |
1.3060 |
| High |
1.2992 |
1.2947 |
-0.0045 |
-0.3% |
1.3084 |
| Low |
1.2901 |
1.2855 |
-0.0046 |
-0.4% |
1.2884 |
| Close |
1.2961 |
1.2904 |
-0.0057 |
-0.4% |
1.2961 |
| Range |
0.0091 |
0.0092 |
0.0001 |
1.1% |
0.0200 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
105,206 |
82,566 |
-22,640 |
-21.5% |
503,727 |
|
| Daily Pivots for day following 02-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3178 |
1.3133 |
1.2955 |
|
| R3 |
1.3086 |
1.3041 |
1.2929 |
|
| R2 |
1.2994 |
1.2994 |
1.2921 |
|
| R1 |
1.2949 |
1.2949 |
1.2912 |
1.2926 |
| PP |
1.2902 |
1.2902 |
1.2902 |
1.2890 |
| S1 |
1.2857 |
1.2857 |
1.2896 |
1.2834 |
| S2 |
1.2810 |
1.2810 |
1.2887 |
|
| S3 |
1.2718 |
1.2765 |
1.2879 |
|
| S4 |
1.2626 |
1.2673 |
1.2853 |
|
|
| 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 |
1.2855 |
0.0229 |
1.8% |
0.0111 |
0.9% |
21% |
False |
True |
101,100 |
| 10 |
1.3182 |
1.2855 |
0.0327 |
2.5% |
0.0114 |
0.9% |
15% |
False |
True |
97,815 |
| 20 |
1.3182 |
1.2848 |
0.0334 |
2.6% |
0.0119 |
0.9% |
17% |
False |
False |
103,203 |
| 40 |
1.3268 |
1.2679 |
0.0589 |
4.6% |
0.0130 |
1.0% |
38% |
False |
False |
107,270 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.3% |
0.0125 |
1.0% |
28% |
False |
False |
72,204 |
| 80 |
1.3489 |
1.2491 |
0.0998 |
7.7% |
0.0119 |
0.9% |
41% |
False |
False |
54,224 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.5% |
0.0118 |
0.9% |
52% |
False |
False |
43,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3338 |
|
2.618 |
1.3188 |
|
1.618 |
1.3096 |
|
1.000 |
1.3039 |
|
0.618 |
1.3004 |
|
HIGH |
1.2947 |
|
0.618 |
1.2912 |
|
0.500 |
1.2901 |
|
0.382 |
1.2890 |
|
LOW |
1.2855 |
|
0.618 |
1.2798 |
|
1.000 |
1.2763 |
|
1.618 |
1.2706 |
|
2.618 |
1.2614 |
|
4.250 |
1.2464 |
|
|
| Fisher Pivots for day following 02-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2903 |
1.2942 |
| PP |
1.2902 |
1.2929 |
| S1 |
1.2901 |
1.2917 |
|