CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 18-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2020 |
18-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3201 |
1.3265 |
0.0064 |
0.5% |
1.3165 |
| High |
1.3275 |
1.3315 |
0.0040 |
0.3% |
1.3326 |
| Low |
1.3196 |
1.3246 |
0.0050 |
0.4% |
1.3108 |
| Close |
1.3262 |
1.3284 |
0.0022 |
0.2% |
1.3179 |
| Range |
0.0079 |
0.0069 |
-0.0010 |
-12.7% |
0.0218 |
| ATR |
0.0121 |
0.0118 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
82,075 |
60,913 |
-21,162 |
-25.8% |
476,250 |
|
| Daily Pivots for day following 18-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3489 |
1.3455 |
1.3322 |
|
| R3 |
1.3420 |
1.3386 |
1.3303 |
|
| R2 |
1.3351 |
1.3351 |
1.3297 |
|
| R1 |
1.3317 |
1.3317 |
1.3290 |
1.3334 |
| PP |
1.3282 |
1.3282 |
1.3282 |
1.3290 |
| S1 |
1.3248 |
1.3248 |
1.3278 |
1.3265 |
| S2 |
1.3213 |
1.3213 |
1.3271 |
|
| S3 |
1.3144 |
1.3179 |
1.3265 |
|
| S4 |
1.3075 |
1.3110 |
1.3246 |
|
|
| 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 |
1.3315 |
1.3108 |
0.0207 |
1.6% |
0.0088 |
0.7% |
85% |
True |
False |
74,615 |
| 10 |
1.3326 |
1.2936 |
0.0390 |
2.9% |
0.0109 |
0.8% |
89% |
False |
False |
88,100 |
| 20 |
1.3326 |
1.2855 |
0.0471 |
3.5% |
0.0116 |
0.9% |
91% |
False |
False |
92,703 |
| 40 |
1.3326 |
1.2690 |
0.0636 |
4.8% |
0.0121 |
0.9% |
93% |
False |
False |
103,384 |
| 60 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0128 |
1.0% |
75% |
False |
False |
90,374 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0123 |
0.9% |
75% |
False |
False |
67,925 |
| 100 |
1.3489 |
1.2268 |
0.1221 |
9.2% |
0.0119 |
0.9% |
83% |
False |
False |
54,385 |
| 120 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0118 |
0.9% |
83% |
False |
False |
45,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3608 |
|
2.618 |
1.3496 |
|
1.618 |
1.3427 |
|
1.000 |
1.3384 |
|
0.618 |
1.3358 |
|
HIGH |
1.3315 |
|
0.618 |
1.3289 |
|
0.500 |
1.3281 |
|
0.382 |
1.3272 |
|
LOW |
1.3246 |
|
0.618 |
1.3203 |
|
1.000 |
1.3177 |
|
1.618 |
1.3134 |
|
2.618 |
1.3065 |
|
4.250 |
1.2953 |
|
|
| Fisher Pivots for day following 18-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3283 |
1.3270 |
| PP |
1.3282 |
1.3255 |
| S1 |
1.3281 |
1.3241 |
|