CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 01-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2020 |
01-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3328 |
1.3333 |
0.0005 |
0.0% |
1.3298 |
| High |
1.3392 |
1.3446 |
0.0054 |
0.4% |
1.3401 |
| Low |
1.3305 |
1.3316 |
0.0011 |
0.1% |
1.3266 |
| Close |
1.3344 |
1.3417 |
0.0073 |
0.5% |
1.3318 |
| Range |
0.0087 |
0.0130 |
0.0043 |
49.4% |
0.0135 |
| ATR |
0.0108 |
0.0109 |
0.0002 |
1.5% |
0.0000 |
| Volume |
133,289 |
149,352 |
16,063 |
12.1% |
402,029 |
|
| Daily Pivots for day following 01-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3783 |
1.3730 |
1.3489 |
|
| R3 |
1.3653 |
1.3600 |
1.3453 |
|
| R2 |
1.3523 |
1.3523 |
1.3441 |
|
| R1 |
1.3470 |
1.3470 |
1.3429 |
1.3497 |
| PP |
1.3393 |
1.3393 |
1.3393 |
1.3406 |
| S1 |
1.3340 |
1.3340 |
1.3405 |
1.3367 |
| S2 |
1.3263 |
1.3263 |
1.3393 |
|
| S3 |
1.3133 |
1.3210 |
1.3381 |
|
| S4 |
1.3003 |
1.3080 |
1.3346 |
|
|
| Weekly Pivots for week ending 27-Nov-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3733 |
1.3661 |
1.3392 |
|
| R3 |
1.3598 |
1.3526 |
1.3355 |
|
| R2 |
1.3463 |
1.3463 |
1.3343 |
|
| R1 |
1.3391 |
1.3391 |
1.3330 |
1.3427 |
| PP |
1.3328 |
1.3328 |
1.3328 |
1.3347 |
| S1 |
1.3256 |
1.3256 |
1.3306 |
1.3292 |
| S2 |
1.3193 |
1.3193 |
1.3293 |
|
| S3 |
1.3058 |
1.3121 |
1.3281 |
|
| S4 |
1.2923 |
1.2986 |
1.3244 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3446 |
1.3294 |
0.0152 |
1.1% |
0.0100 |
0.7% |
81% |
True |
False |
113,837 |
| 10 |
1.3446 |
1.3196 |
0.0250 |
1.9% |
0.0093 |
0.7% |
88% |
True |
False |
98,974 |
| 20 |
1.3446 |
1.2917 |
0.0529 |
3.9% |
0.0113 |
0.8% |
95% |
True |
False |
97,295 |
| 40 |
1.3446 |
1.2848 |
0.0598 |
4.5% |
0.0116 |
0.9% |
95% |
True |
False |
100,249 |
| 60 |
1.3446 |
1.2679 |
0.0767 |
5.7% |
0.0124 |
0.9% |
96% |
True |
False |
103,945 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.0% |
0.0122 |
0.9% |
91% |
False |
False |
78,477 |
| 100 |
1.3489 |
1.2491 |
0.0998 |
7.4% |
0.0118 |
0.9% |
93% |
False |
False |
62,838 |
| 120 |
1.3489 |
1.2263 |
0.1226 |
9.1% |
0.0117 |
0.9% |
94% |
False |
False |
52,381 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3999 |
|
2.618 |
1.3786 |
|
1.618 |
1.3656 |
|
1.000 |
1.3576 |
|
0.618 |
1.3526 |
|
HIGH |
1.3446 |
|
0.618 |
1.3396 |
|
0.500 |
1.3381 |
|
0.382 |
1.3366 |
|
LOW |
1.3316 |
|
0.618 |
1.3236 |
|
1.000 |
1.3186 |
|
1.618 |
1.3106 |
|
2.618 |
1.2976 |
|
4.250 |
1.2764 |
|
|
| Fisher Pivots for day following 01-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3405 |
1.3402 |
| PP |
1.3393 |
1.3386 |
| S1 |
1.3381 |
1.3371 |
|