CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 13-Nov-2020
Day Change Summary
Previous Current
12-Nov-2020 13-Nov-2020 Change Change % Previous Week
Open 1.3227 1.3121 -0.0106 -0.8% 1.3165
High 1.3231 1.3204 -0.0027 -0.2% 1.3326
Low 1.3108 1.3112 0.0004 0.0% 1.3108
Close 1.3120 1.3179 0.0059 0.4% 1.3179
Range 0.0123 0.0092 -0.0031 -25.2% 0.0218
ATR 0.0131 0.0128 -0.0003 -2.1% 0.0000
Volume 88,690 67,757 -20,933 -23.6% 476,250
Daily Pivots for day following 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3441 1.3402 1.3230
R3 1.3349 1.3310 1.3204
R2 1.3257 1.3257 1.3196
R1 1.3218 1.3218 1.3187 1.3238
PP 1.3165 1.3165 1.3165 1.3175
S1 1.3126 1.3126 1.3171 1.3146
S2 1.3073 1.3073 1.3162
S3 1.2981 1.3034 1.3154
S4 1.2889 1.2942 1.3128
Weekly Pivots for week ending 13-Nov-2020
Classic Woodie Camarilla DeMark
R4 1.3858 1.3737 1.3299
R3 1.3640 1.3519 1.3239
R2 1.3422 1.3422 1.3219
R1 1.3301 1.3301 1.3199 1.3362
PP 1.3204 1.3204 1.3204 1.3235
S1 1.3083 1.3083 1.3159 1.3144
S2 1.2986 1.2986 1.3139
S3 1.2768 1.2865 1.3119
S4 1.2550 1.2647 1.3059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3326 1.3108 0.0218 1.7% 0.0112 0.8% 33% False False 95,250
10 1.3326 1.2855 0.0471 3.6% 0.0135 1.0% 69% False False 96,507
20 1.3326 1.2855 0.0471 3.6% 0.0126 1.0% 69% False False 98,783
40 1.3326 1.2679 0.0647 4.9% 0.0127 1.0% 77% False False 107,021
60 1.3489 1.2679 0.0810 6.1% 0.0130 1.0% 62% False False 86,823
80 1.3489 1.2679 0.0810 6.1% 0.0124 0.9% 62% False False 65,224
100 1.3489 1.2263 0.1226 9.3% 0.0120 0.9% 75% False False 52,220
120 1.3489 1.2248 0.1241 9.4% 0.0119 0.9% 75% False False 43,522
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3595
2.618 1.3445
1.618 1.3353
1.000 1.3296
0.618 1.3261
HIGH 1.3204
0.618 1.3169
0.500 1.3158
0.382 1.3147
LOW 1.3112
0.618 1.3055
1.000 1.3020
1.618 1.2963
2.618 1.2871
4.250 1.2721
Fisher Pivots for day following 13-Nov-2020
Pivot 1 day 3 day
R1 1.3172 1.3217
PP 1.3165 1.3204
S1 1.3158 1.3192

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols