CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 05-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2020 |
05-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3081 |
1.3069 |
-0.0012 |
-0.1% |
1.2802 |
| High |
1.3111 |
1.3164 |
0.0053 |
0.4% |
1.3174 |
| Low |
1.2984 |
1.3060 |
0.0076 |
0.6% |
1.2788 |
| Close |
1.3059 |
1.3119 |
0.0060 |
0.5% |
1.3108 |
| Range |
0.0127 |
0.0104 |
-0.0023 |
-18.1% |
0.0386 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
97,162 |
94,012 |
-3,150 |
-3.2% |
581,790 |
|
| Daily Pivots for day following 05-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3426 |
1.3377 |
1.3176 |
|
| R3 |
1.3322 |
1.3273 |
1.3148 |
|
| R2 |
1.3218 |
1.3218 |
1.3138 |
|
| R1 |
1.3169 |
1.3169 |
1.3129 |
1.3194 |
| PP |
1.3114 |
1.3114 |
1.3114 |
1.3127 |
| S1 |
1.3065 |
1.3065 |
1.3109 |
1.3090 |
| S2 |
1.3010 |
1.3010 |
1.3100 |
|
| S3 |
1.2906 |
1.2961 |
1.3090 |
|
| S4 |
1.2802 |
1.2857 |
1.3062 |
|
|
| 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 |
1.2948 |
0.0226 |
1.7% |
0.0120 |
0.9% |
76% |
False |
False |
110,850 |
| 10 |
1.3174 |
1.2677 |
0.0497 |
3.8% |
0.0111 |
0.8% |
89% |
False |
False |
104,761 |
| 20 |
1.3174 |
1.2484 |
0.0690 |
5.3% |
0.0105 |
0.8% |
92% |
False |
False |
94,906 |
| 40 |
1.3174 |
1.2256 |
0.0918 |
7.0% |
0.0115 |
0.9% |
94% |
False |
False |
93,221 |
| 60 |
1.3174 |
1.2083 |
0.1091 |
8.3% |
0.0115 |
0.9% |
95% |
False |
False |
63,861 |
| 80 |
1.3174 |
1.2083 |
0.1091 |
8.3% |
0.0116 |
0.9% |
95% |
False |
False |
47,916 |
| 100 |
1.3174 |
1.1450 |
0.1724 |
13.1% |
0.0140 |
1.1% |
97% |
False |
False |
38,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3606 |
|
2.618 |
1.3436 |
|
1.618 |
1.3332 |
|
1.000 |
1.3268 |
|
0.618 |
1.3228 |
|
HIGH |
1.3164 |
|
0.618 |
1.3124 |
|
0.500 |
1.3112 |
|
0.382 |
1.3100 |
|
LOW |
1.3060 |
|
0.618 |
1.2996 |
|
1.000 |
1.2956 |
|
1.618 |
1.2892 |
|
2.618 |
1.2788 |
|
4.250 |
1.2618 |
|
|
| Fisher Pivots for day following 05-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3117 |
1.3104 |
| PP |
1.3114 |
1.3089 |
| S1 |
1.3112 |
1.3074 |
|