CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 10-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2020 |
10-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3165 |
1.3164 |
-0.0001 |
0.0% |
1.2937 |
| High |
1.3212 |
1.3282 |
0.0070 |
0.5% |
1.3180 |
| Low |
1.3121 |
1.3160 |
0.0039 |
0.3% |
1.2855 |
| Close |
1.3172 |
1.3257 |
0.0085 |
0.6% |
1.3163 |
| Range |
0.0091 |
0.0122 |
0.0031 |
34.1% |
0.0325 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
116,095 |
109,048 |
-7,047 |
-6.1% |
488,824 |
|
| Daily Pivots for day following 10-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3599 |
1.3550 |
1.3324 |
|
| R3 |
1.3477 |
1.3428 |
1.3291 |
|
| R2 |
1.3355 |
1.3355 |
1.3279 |
|
| R1 |
1.3306 |
1.3306 |
1.3268 |
1.3331 |
| PP |
1.3233 |
1.3233 |
1.3233 |
1.3245 |
| S1 |
1.3184 |
1.3184 |
1.3246 |
1.3209 |
| S2 |
1.3111 |
1.3111 |
1.3235 |
|
| S3 |
1.2989 |
1.3062 |
1.3223 |
|
| S4 |
1.2867 |
1.2940 |
1.3190 |
|
|
| 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 |
1.3282 |
1.2917 |
0.0365 |
2.8% |
0.0150 |
1.1% |
93% |
True |
False |
106,994 |
| 10 |
1.3282 |
1.2855 |
0.0427 |
3.2% |
0.0139 |
1.0% |
94% |
True |
False |
106,456 |
| 20 |
1.3282 |
1.2855 |
0.0427 |
3.2% |
0.0131 |
1.0% |
94% |
True |
False |
105,570 |
| 40 |
1.3282 |
1.2679 |
0.0603 |
4.5% |
0.0127 |
1.0% |
96% |
True |
False |
108,873 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0132 |
1.0% |
71% |
False |
False |
82,693 |
| 80 |
1.3489 |
1.2654 |
0.0835 |
6.3% |
0.0124 |
0.9% |
72% |
False |
False |
62,113 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0120 |
0.9% |
81% |
False |
False |
49,709 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3801 |
|
2.618 |
1.3601 |
|
1.618 |
1.3479 |
|
1.000 |
1.3404 |
|
0.618 |
1.3357 |
|
HIGH |
1.3282 |
|
0.618 |
1.3235 |
|
0.500 |
1.3221 |
|
0.382 |
1.3207 |
|
LOW |
1.3160 |
|
0.618 |
1.3085 |
|
1.000 |
1.3038 |
|
1.618 |
1.2963 |
|
2.618 |
1.2841 |
|
4.250 |
1.2642 |
|
|
| Fisher Pivots for day following 10-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3245 |
1.3234 |
| PP |
1.3233 |
1.3211 |
| S1 |
1.3221 |
1.3189 |
|