CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 06-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2020 |
06-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3069 |
1.3122 |
0.0053 |
0.4% |
1.2802 |
| High |
1.3164 |
1.3189 |
0.0025 |
0.2% |
1.3174 |
| Low |
1.3060 |
1.3117 |
0.0057 |
0.4% |
1.2788 |
| Close |
1.3119 |
1.3153 |
0.0034 |
0.3% |
1.3108 |
| Range |
0.0104 |
0.0072 |
-0.0032 |
-30.8% |
0.0386 |
| ATR |
0.0112 |
0.0109 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
94,012 |
111,822 |
17,810 |
18.9% |
581,790 |
|
| Daily Pivots for day following 06-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3369 |
1.3333 |
1.3193 |
|
| R3 |
1.3297 |
1.3261 |
1.3173 |
|
| R2 |
1.3225 |
1.3225 |
1.3166 |
|
| R1 |
1.3189 |
1.3189 |
1.3160 |
1.3207 |
| PP |
1.3153 |
1.3153 |
1.3153 |
1.3162 |
| S1 |
1.3117 |
1.3117 |
1.3146 |
1.3135 |
| S2 |
1.3081 |
1.3081 |
1.3140 |
|
| S3 |
1.3009 |
1.3045 |
1.3133 |
|
| S4 |
1.2937 |
1.2973 |
1.3113 |
|
|
| 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 |
1.3189 |
1.2984 |
0.0205 |
1.6% |
0.0103 |
0.8% |
82% |
True |
False |
109,361 |
| 10 |
1.3189 |
1.2720 |
0.0469 |
3.6% |
0.0109 |
0.8% |
92% |
True |
False |
106,318 |
| 20 |
1.3189 |
1.2484 |
0.0705 |
5.4% |
0.0105 |
0.8% |
95% |
True |
False |
95,560 |
| 40 |
1.3189 |
1.2256 |
0.0933 |
7.1% |
0.0114 |
0.9% |
96% |
True |
False |
93,741 |
| 60 |
1.3189 |
1.2083 |
0.1106 |
8.4% |
0.0114 |
0.9% |
97% |
True |
False |
65,724 |
| 80 |
1.3189 |
1.2083 |
0.1106 |
8.4% |
0.0115 |
0.9% |
97% |
True |
False |
49,313 |
| 100 |
1.3189 |
1.1450 |
0.1739 |
13.2% |
0.0139 |
1.1% |
98% |
True |
False |
39,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3495 |
|
2.618 |
1.3377 |
|
1.618 |
1.3305 |
|
1.000 |
1.3261 |
|
0.618 |
1.3233 |
|
HIGH |
1.3189 |
|
0.618 |
1.3161 |
|
0.500 |
1.3153 |
|
0.382 |
1.3145 |
|
LOW |
1.3117 |
|
0.618 |
1.3073 |
|
1.000 |
1.3045 |
|
1.618 |
1.3001 |
|
2.618 |
1.2929 |
|
4.250 |
1.2811 |
|
|
| Fisher Pivots for day following 06-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3153 |
1.3131 |
| PP |
1.3153 |
1.3109 |
| S1 |
1.3153 |
1.3087 |
|