CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 25-Nov-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2020 |
25-Nov-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3323 |
1.3362 |
0.0039 |
0.3% |
1.3197 |
| High |
1.3383 |
1.3395 |
0.0012 |
0.1% |
1.3315 |
| Low |
1.3294 |
1.3306 |
0.0012 |
0.1% |
1.3167 |
| Close |
1.3353 |
1.3384 |
0.0031 |
0.2% |
1.3280 |
| Range |
0.0089 |
0.0089 |
0.0000 |
0.0% |
0.0148 |
| ATR |
0.0111 |
0.0110 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
79,593 |
91,345 |
11,752 |
14.8% |
378,723 |
|
| Daily Pivots for day following 25-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3629 |
1.3595 |
1.3433 |
|
| R3 |
1.3540 |
1.3506 |
1.3408 |
|
| R2 |
1.3451 |
1.3451 |
1.3400 |
|
| R1 |
1.3417 |
1.3417 |
1.3392 |
1.3434 |
| PP |
1.3362 |
1.3362 |
1.3362 |
1.3370 |
| S1 |
1.3328 |
1.3328 |
1.3376 |
1.3345 |
| S2 |
1.3273 |
1.3273 |
1.3368 |
|
| S3 |
1.3184 |
1.3239 |
1.3360 |
|
| S4 |
1.3095 |
1.3150 |
1.3335 |
|
|
| Weekly Pivots for week ending 20-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3698 |
1.3637 |
1.3361 |
|
| R3 |
1.3550 |
1.3489 |
1.3321 |
|
| R2 |
1.3402 |
1.3402 |
1.3307 |
|
| R1 |
1.3341 |
1.3341 |
1.3294 |
1.3372 |
| PP |
1.3254 |
1.3254 |
1.3254 |
1.3269 |
| S1 |
1.3193 |
1.3193 |
1.3266 |
1.3224 |
| S2 |
1.3106 |
1.3106 |
1.3253 |
|
| S3 |
1.2958 |
1.3045 |
1.3239 |
|
| S4 |
1.2810 |
1.2897 |
1.3199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3400 |
1.3197 |
0.0203 |
1.5% |
0.0091 |
0.7% |
92% |
False |
False |
89,702 |
| 10 |
1.3400 |
1.3108 |
0.0292 |
2.2% |
0.0089 |
0.7% |
95% |
False |
False |
82,159 |
| 20 |
1.3400 |
1.2855 |
0.0545 |
4.1% |
0.0113 |
0.8% |
97% |
False |
False |
92,756 |
| 40 |
1.3400 |
1.2823 |
0.0577 |
4.3% |
0.0117 |
0.9% |
97% |
False |
False |
100,595 |
| 60 |
1.3408 |
1.2679 |
0.0729 |
5.4% |
0.0125 |
0.9% |
97% |
False |
False |
97,706 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0122 |
0.9% |
87% |
False |
False |
73,516 |
| 100 |
1.3489 |
1.2491 |
0.0998 |
7.5% |
0.0118 |
0.9% |
89% |
False |
False |
58,856 |
| 120 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0118 |
0.9% |
91% |
False |
False |
49,063 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3773 |
|
2.618 |
1.3628 |
|
1.618 |
1.3539 |
|
1.000 |
1.3484 |
|
0.618 |
1.3450 |
|
HIGH |
1.3395 |
|
0.618 |
1.3361 |
|
0.500 |
1.3351 |
|
0.382 |
1.3340 |
|
LOW |
1.3306 |
|
0.618 |
1.3251 |
|
1.000 |
1.3217 |
|
1.618 |
1.3162 |
|
2.618 |
1.3073 |
|
4.250 |
1.2928 |
|
|
| Fisher Pivots for day following 25-Nov-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3373 |
1.3367 |
| PP |
1.3362 |
1.3350 |
| S1 |
1.3351 |
1.3333 |
|