CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 02-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2020 |
02-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3333 |
1.3426 |
0.0093 |
0.7% |
1.3298 |
| High |
1.3446 |
1.3443 |
-0.0003 |
0.0% |
1.3401 |
| Low |
1.3316 |
1.3287 |
-0.0029 |
-0.2% |
1.3266 |
| Close |
1.3417 |
1.3359 |
-0.0058 |
-0.4% |
1.3318 |
| Range |
0.0130 |
0.0156 |
0.0026 |
20.0% |
0.0135 |
| ATR |
0.0109 |
0.0113 |
0.0003 |
3.0% |
0.0000 |
| Volume |
149,352 |
141,730 |
-7,622 |
-5.1% |
402,029 |
|
| Daily Pivots for day following 02-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3831 |
1.3751 |
1.3445 |
|
| R3 |
1.3675 |
1.3595 |
1.3402 |
|
| R2 |
1.3519 |
1.3519 |
1.3388 |
|
| R1 |
1.3439 |
1.3439 |
1.3373 |
1.3401 |
| PP |
1.3363 |
1.3363 |
1.3363 |
1.3344 |
| S1 |
1.3283 |
1.3283 |
1.3345 |
1.3245 |
| S2 |
1.3207 |
1.3207 |
1.3330 |
|
| S3 |
1.3051 |
1.3127 |
1.3316 |
|
| S4 |
1.2895 |
1.2971 |
1.3273 |
|
|
| 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 |
1.3287 |
0.0159 |
1.2% |
0.0114 |
0.9% |
45% |
False |
True |
126,264 |
| 10 |
1.3446 |
1.3197 |
0.0249 |
1.9% |
0.0100 |
0.8% |
65% |
False |
False |
104,940 |
| 20 |
1.3446 |
1.2917 |
0.0529 |
4.0% |
0.0113 |
0.8% |
84% |
False |
False |
99,560 |
| 40 |
1.3446 |
1.2848 |
0.0598 |
4.5% |
0.0116 |
0.9% |
85% |
False |
False |
100,928 |
| 60 |
1.3446 |
1.2679 |
0.0767 |
5.7% |
0.0122 |
0.9% |
89% |
False |
False |
105,214 |
| 80 |
1.3489 |
1.2679 |
0.0810 |
6.1% |
0.0123 |
0.9% |
84% |
False |
False |
80,244 |
| 100 |
1.3489 |
1.2491 |
0.0998 |
7.5% |
0.0119 |
0.9% |
87% |
False |
False |
64,254 |
| 120 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0117 |
0.9% |
89% |
False |
False |
53,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4106 |
|
2.618 |
1.3851 |
|
1.618 |
1.3695 |
|
1.000 |
1.3599 |
|
0.618 |
1.3539 |
|
HIGH |
1.3443 |
|
0.618 |
1.3383 |
|
0.500 |
1.3365 |
|
0.382 |
1.3347 |
|
LOW |
1.3287 |
|
0.618 |
1.3191 |
|
1.000 |
1.3131 |
|
1.618 |
1.3035 |
|
2.618 |
1.2879 |
|
4.250 |
1.2624 |
|
|
| Fisher Pivots for day following 02-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3365 |
1.3367 |
| PP |
1.3363 |
1.3364 |
| S1 |
1.3361 |
1.3362 |
|