CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 10-Dec-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2020 |
10-Dec-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3359 |
1.3364 |
0.0005 |
0.0% |
1.3328 |
| High |
1.3478 |
1.3390 |
-0.0088 |
-0.7% |
1.3540 |
| Low |
1.3356 |
1.3246 |
-0.0110 |
-0.8% |
1.3287 |
| Close |
1.3397 |
1.3290 |
-0.0107 |
-0.8% |
1.3444 |
| Range |
0.0122 |
0.0144 |
0.0022 |
18.0% |
0.0253 |
| ATR |
0.0123 |
0.0125 |
0.0002 |
1.6% |
0.0000 |
| Volume |
153,784 |
166,380 |
12,596 |
8.2% |
729,431 |
|
| Daily Pivots for day following 10-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3741 |
1.3659 |
1.3369 |
|
| R3 |
1.3597 |
1.3515 |
1.3330 |
|
| R2 |
1.3453 |
1.3453 |
1.3316 |
|
| R1 |
1.3371 |
1.3371 |
1.3303 |
1.3340 |
| PP |
1.3309 |
1.3309 |
1.3309 |
1.3293 |
| S1 |
1.3227 |
1.3227 |
1.3277 |
1.3196 |
| S2 |
1.3165 |
1.3165 |
1.3264 |
|
| S3 |
1.3021 |
1.3083 |
1.3250 |
|
| S4 |
1.2877 |
1.2939 |
1.3211 |
|
|
| Weekly Pivots for week ending 04-Dec-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4183 |
1.4066 |
1.3583 |
|
| R3 |
1.3930 |
1.3813 |
1.3514 |
|
| R2 |
1.3677 |
1.3677 |
1.3490 |
|
| R1 |
1.3560 |
1.3560 |
1.3467 |
1.3619 |
| PP |
1.3424 |
1.3424 |
1.3424 |
1.3453 |
| S1 |
1.3307 |
1.3307 |
1.3421 |
1.3366 |
| S2 |
1.3171 |
1.3171 |
1.3398 |
|
| S3 |
1.2918 |
1.3054 |
1.3374 |
|
| S4 |
1.2665 |
1.2801 |
1.3305 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3540 |
1.3223 |
0.0317 |
2.4% |
0.0144 |
1.1% |
21% |
False |
False |
184,874 |
| 10 |
1.3540 |
1.3223 |
0.0317 |
2.4% |
0.0135 |
1.0% |
21% |
False |
False |
160,510 |
| 20 |
1.3540 |
1.3108 |
0.0432 |
3.3% |
0.0112 |
0.8% |
42% |
False |
False |
121,334 |
| 40 |
1.3540 |
1.2855 |
0.0685 |
5.2% |
0.0120 |
0.9% |
64% |
False |
False |
112,456 |
| 60 |
1.3540 |
1.2679 |
0.0861 |
6.5% |
0.0122 |
0.9% |
71% |
False |
False |
112,876 |
| 80 |
1.3540 |
1.2679 |
0.0861 |
6.5% |
0.0127 |
1.0% |
71% |
False |
False |
93,524 |
| 100 |
1.3540 |
1.2654 |
0.0886 |
6.7% |
0.0121 |
0.9% |
72% |
False |
False |
74,903 |
| 120 |
1.3540 |
1.2263 |
0.1277 |
9.6% |
0.0118 |
0.9% |
80% |
False |
False |
62,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4002 |
|
2.618 |
1.3767 |
|
1.618 |
1.3623 |
|
1.000 |
1.3534 |
|
0.618 |
1.3479 |
|
HIGH |
1.3390 |
|
0.618 |
1.3335 |
|
0.500 |
1.3318 |
|
0.382 |
1.3301 |
|
LOW |
1.3246 |
|
0.618 |
1.3157 |
|
1.000 |
1.3102 |
|
1.618 |
1.3013 |
|
2.618 |
1.2869 |
|
4.250 |
1.2634 |
|
|
| Fisher Pivots for day following 10-Dec-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3318 |
1.3362 |
| PP |
1.3309 |
1.3338 |
| S1 |
1.3299 |
1.3314 |
|