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
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 18 trading days
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

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

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