CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 06-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2020 |
06-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2946 |
1.3145 |
0.0199 |
1.5% |
1.2937 |
| High |
1.3158 |
1.3180 |
0.0022 |
0.2% |
1.3180 |
| Low |
1.2936 |
1.3095 |
0.0159 |
1.2% |
1.2855 |
| Close |
1.3147 |
1.3163 |
0.0016 |
0.1% |
1.3163 |
| Range |
0.0222 |
0.0085 |
-0.0137 |
-61.7% |
0.0325 |
| ATR |
0.0139 |
0.0135 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
97,406 |
90,718 |
-6,688 |
-6.9% |
488,824 |
|
| Daily Pivots for day following 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3401 |
1.3367 |
1.3210 |
|
| R3 |
1.3316 |
1.3282 |
1.3186 |
|
| R2 |
1.3231 |
1.3231 |
1.3179 |
|
| R1 |
1.3197 |
1.3197 |
1.3171 |
1.3214 |
| PP |
1.3146 |
1.3146 |
1.3146 |
1.3155 |
| S1 |
1.3112 |
1.3112 |
1.3155 |
1.3129 |
| S2 |
1.3061 |
1.3061 |
1.3147 |
|
| S3 |
1.2976 |
1.3027 |
1.3140 |
|
| S4 |
1.2891 |
1.2942 |
1.3116 |
|
|
| Weekly Pivots for week ending 06-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4041 |
1.3927 |
1.3342 |
|
| R3 |
1.3716 |
1.3602 |
1.3252 |
|
| R2 |
1.3391 |
1.3391 |
1.3223 |
|
| R1 |
1.3277 |
1.3277 |
1.3193 |
1.3334 |
| PP |
1.3066 |
1.3066 |
1.3066 |
1.3095 |
| S1 |
1.2952 |
1.2952 |
1.3133 |
1.3009 |
| S2 |
1.2741 |
1.2741 |
1.3103 |
|
| S3 |
1.2416 |
1.2627 |
1.3074 |
|
| S4 |
1.2091 |
1.2302 |
1.2984 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3180 |
1.2855 |
0.0325 |
2.5% |
0.0159 |
1.2% |
95% |
True |
False |
97,764 |
| 10 |
1.3180 |
1.2855 |
0.0325 |
2.5% |
0.0134 |
1.0% |
95% |
True |
False |
99,255 |
| 20 |
1.3182 |
1.2855 |
0.0327 |
2.5% |
0.0132 |
1.0% |
94% |
False |
False |
103,971 |
| 40 |
1.3182 |
1.2679 |
0.0503 |
3.8% |
0.0128 |
1.0% |
96% |
False |
False |
107,329 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0131 |
1.0% |
60% |
False |
False |
78,947 |
| 80 |
1.3489 |
1.2522 |
0.0967 |
7.3% |
0.0124 |
0.9% |
66% |
False |
False |
59,300 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.3% |
0.0120 |
0.9% |
73% |
False |
False |
47,459 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3541 |
|
2.618 |
1.3403 |
|
1.618 |
1.3318 |
|
1.000 |
1.3265 |
|
0.618 |
1.3233 |
|
HIGH |
1.3180 |
|
0.618 |
1.3148 |
|
0.500 |
1.3138 |
|
0.382 |
1.3127 |
|
LOW |
1.3095 |
|
0.618 |
1.3042 |
|
1.000 |
1.3010 |
|
1.618 |
1.2957 |
|
2.618 |
1.2872 |
|
4.250 |
1.2734 |
|
|
| Fisher Pivots for day following 06-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3155 |
1.3125 |
| PP |
1.3146 |
1.3087 |
| S1 |
1.3138 |
1.3049 |
|