CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 03-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2020 |
03-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3098 |
1.3090 |
-0.0008 |
-0.1% |
1.2802 |
| High |
1.3174 |
1.3117 |
-0.0057 |
-0.4% |
1.3174 |
| Low |
1.3073 |
1.3007 |
-0.0066 |
-0.5% |
1.2788 |
| Close |
1.3108 |
1.3078 |
-0.0030 |
-0.2% |
1.3108 |
| Range |
0.0101 |
0.0110 |
0.0009 |
8.9% |
0.0386 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
148,309 |
95,502 |
-52,807 |
-35.6% |
581,790 |
|
| Daily Pivots for day following 03-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3397 |
1.3348 |
1.3139 |
|
| R3 |
1.3287 |
1.3238 |
1.3108 |
|
| R2 |
1.3177 |
1.3177 |
1.3098 |
|
| R1 |
1.3128 |
1.3128 |
1.3088 |
1.3098 |
| PP |
1.3067 |
1.3067 |
1.3067 |
1.3052 |
| S1 |
1.3018 |
1.3018 |
1.3068 |
1.2988 |
| S2 |
1.2957 |
1.2957 |
1.3058 |
|
| S3 |
1.2847 |
1.2908 |
1.3048 |
|
| S4 |
1.2737 |
1.2798 |
1.3018 |
|
|
| 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 |
1.2843 |
0.0331 |
2.5% |
0.0117 |
0.9% |
71% |
False |
False |
116,425 |
| 10 |
1.3174 |
1.2647 |
0.0527 |
4.0% |
0.0109 |
0.8% |
82% |
False |
False |
105,366 |
| 20 |
1.3174 |
1.2467 |
0.0707 |
5.4% |
0.0106 |
0.8% |
86% |
False |
False |
93,744 |
| 40 |
1.3174 |
1.2256 |
0.0918 |
7.0% |
0.0115 |
0.9% |
90% |
False |
False |
90,287 |
| 60 |
1.3174 |
1.2083 |
0.1091 |
8.3% |
0.0116 |
0.9% |
91% |
False |
False |
60,676 |
| 80 |
1.3174 |
1.2083 |
0.1091 |
8.3% |
0.0115 |
0.9% |
91% |
False |
False |
45,526 |
| 100 |
1.3174 |
1.1450 |
0.1724 |
13.2% |
0.0144 |
1.1% |
94% |
False |
False |
36,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3585 |
|
2.618 |
1.3405 |
|
1.618 |
1.3295 |
|
1.000 |
1.3227 |
|
0.618 |
1.3185 |
|
HIGH |
1.3117 |
|
0.618 |
1.3075 |
|
0.500 |
1.3062 |
|
0.382 |
1.3049 |
|
LOW |
1.3007 |
|
0.618 |
1.2939 |
|
1.000 |
1.2897 |
|
1.618 |
1.2829 |
|
2.618 |
1.2719 |
|
4.250 |
1.2540 |
|
|
| Fisher Pivots for day following 03-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3073 |
1.3072 |
| PP |
1.3067 |
1.3067 |
| S1 |
1.3062 |
1.3061 |
|