CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 12-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2020 |
12-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3272 |
1.3227 |
-0.0045 |
-0.3% |
1.2937 |
| High |
1.3326 |
1.3231 |
-0.0095 |
-0.7% |
1.3180 |
| Low |
1.3194 |
1.3108 |
-0.0086 |
-0.7% |
1.2855 |
| Close |
1.3215 |
1.3120 |
-0.0095 |
-0.7% |
1.3163 |
| Range |
0.0132 |
0.0123 |
-0.0009 |
-6.8% |
0.0325 |
| ATR |
0.0131 |
0.0131 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
94,660 |
88,690 |
-5,970 |
-6.3% |
488,824 |
|
| Daily Pivots for day following 12-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3522 |
1.3444 |
1.3188 |
|
| R3 |
1.3399 |
1.3321 |
1.3154 |
|
| R2 |
1.3276 |
1.3276 |
1.3143 |
|
| R1 |
1.3198 |
1.3198 |
1.3131 |
1.3176 |
| PP |
1.3153 |
1.3153 |
1.3153 |
1.3142 |
| S1 |
1.3075 |
1.3075 |
1.3109 |
1.3053 |
| S2 |
1.3030 |
1.3030 |
1.3097 |
|
| S3 |
1.2907 |
1.2952 |
1.3086 |
|
| S4 |
1.2784 |
1.2829 |
1.3052 |
|
|
| 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 |
1.3326 |
1.3095 |
0.0231 |
1.8% |
0.0111 |
0.8% |
11% |
False |
False |
99,842 |
| 10 |
1.3326 |
1.2855 |
0.0471 |
3.6% |
0.0135 |
1.0% |
56% |
False |
False |
100,252 |
| 20 |
1.3326 |
1.2855 |
0.0471 |
3.6% |
0.0127 |
1.0% |
56% |
False |
False |
101,967 |
| 40 |
1.3326 |
1.2679 |
0.0647 |
4.9% |
0.0127 |
1.0% |
68% |
False |
False |
107,268 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0132 |
1.0% |
54% |
False |
False |
85,708 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.2% |
0.0124 |
0.9% |
54% |
False |
False |
64,389 |
| 100 |
1.3489 |
1.2263 |
0.1226 |
9.3% |
0.0120 |
0.9% |
70% |
False |
False |
51,542 |
| 120 |
1.3489 |
1.2217 |
0.1272 |
9.7% |
0.0119 |
0.9% |
71% |
False |
False |
42,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3754 |
|
2.618 |
1.3553 |
|
1.618 |
1.3430 |
|
1.000 |
1.3354 |
|
0.618 |
1.3307 |
|
HIGH |
1.3231 |
|
0.618 |
1.3184 |
|
0.500 |
1.3170 |
|
0.382 |
1.3155 |
|
LOW |
1.3108 |
|
0.618 |
1.3032 |
|
1.000 |
1.2985 |
|
1.618 |
1.2909 |
|
2.618 |
1.2786 |
|
4.250 |
1.2585 |
|
|
| Fisher Pivots for day following 12-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3170 |
1.3217 |
| PP |
1.3153 |
1.3185 |
| S1 |
1.3137 |
1.3152 |
|