CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 31-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2020 |
31-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3004 |
1.3098 |
0.0094 |
0.7% |
1.2802 |
| High |
1.3106 |
1.3174 |
0.0068 |
0.5% |
1.3174 |
| Low |
1.2948 |
1.3073 |
0.0125 |
1.0% |
1.2788 |
| Close |
1.3091 |
1.3108 |
0.0017 |
0.1% |
1.3108 |
| Range |
0.0158 |
0.0101 |
-0.0057 |
-36.1% |
0.0386 |
| ATR |
0.0112 |
0.0112 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
119,266 |
148,309 |
29,043 |
24.4% |
581,790 |
|
| Daily Pivots for day following 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3421 |
1.3366 |
1.3164 |
|
| R3 |
1.3320 |
1.3265 |
1.3136 |
|
| R2 |
1.3219 |
1.3219 |
1.3127 |
|
| R1 |
1.3164 |
1.3164 |
1.3117 |
1.3192 |
| PP |
1.3118 |
1.3118 |
1.3118 |
1.3132 |
| S1 |
1.3063 |
1.3063 |
1.3099 |
1.3091 |
| S2 |
1.3017 |
1.3017 |
1.3089 |
|
| S3 |
1.2916 |
1.2962 |
1.3080 |
|
| S4 |
1.2815 |
1.2861 |
1.3052 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4181 |
1.4031 |
1.3320 |
|
| R3 |
1.3795 |
1.3645 |
1.3214 |
|
| R2 |
1.3409 |
1.3409 |
1.3179 |
|
| R1 |
1.3259 |
1.3259 |
1.3143 |
1.3334 |
| PP |
1.3023 |
1.3023 |
1.3023 |
1.3061 |
| S1 |
1.2873 |
1.2873 |
1.3073 |
1.2948 |
| S2 |
1.2637 |
1.2637 |
1.3037 |
|
| S3 |
1.2251 |
1.2487 |
1.3002 |
|
| S4 |
1.1865 |
1.2101 |
1.2896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3174 |
1.2788 |
0.0386 |
2.9% |
0.0118 |
0.9% |
83% |
True |
False |
116,358 |
| 10 |
1.3174 |
1.2522 |
0.0652 |
5.0% |
0.0113 |
0.9% |
90% |
True |
False |
104,505 |
| 20 |
1.3174 |
1.2442 |
0.0732 |
5.6% |
0.0104 |
0.8% |
91% |
True |
False |
93,611 |
| 40 |
1.3174 |
1.2256 |
0.0918 |
7.0% |
0.0116 |
0.9% |
93% |
True |
False |
88,079 |
| 60 |
1.3174 |
1.2083 |
0.1091 |
8.3% |
0.0116 |
0.9% |
94% |
True |
False |
59,087 |
| 80 |
1.3174 |
1.2083 |
0.1091 |
8.3% |
0.0115 |
0.9% |
94% |
True |
False |
44,332 |
| 100 |
1.3174 |
1.1450 |
0.1724 |
13.2% |
0.0145 |
1.1% |
96% |
True |
False |
35,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3603 |
|
2.618 |
1.3438 |
|
1.618 |
1.3337 |
|
1.000 |
1.3275 |
|
0.618 |
1.3236 |
|
HIGH |
1.3174 |
|
0.618 |
1.3135 |
|
0.500 |
1.3124 |
|
0.382 |
1.3112 |
|
LOW |
1.3073 |
|
0.618 |
1.3011 |
|
1.000 |
1.2972 |
|
1.618 |
1.2910 |
|
2.618 |
1.2809 |
|
4.250 |
1.2644 |
|
|
| Fisher Pivots for day following 31-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3124 |
1.3087 |
| PP |
1.3118 |
1.3066 |
| S1 |
1.3113 |
1.3045 |
|