CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 07-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2020 |
07-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3122 |
1.3150 |
0.0028 |
0.2% |
1.3090 |
| High |
1.3189 |
1.3150 |
-0.0039 |
-0.3% |
1.3189 |
| Low |
1.3117 |
1.3012 |
-0.0105 |
-0.8% |
1.2984 |
| Close |
1.3153 |
1.3055 |
-0.0098 |
-0.7% |
1.3055 |
| Range |
0.0072 |
0.0138 |
0.0066 |
91.7% |
0.0205 |
| ATR |
0.0109 |
0.0112 |
0.0002 |
2.1% |
0.0000 |
| Volume |
111,822 |
93,194 |
-18,628 |
-16.7% |
491,692 |
|
| Daily Pivots for day following 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3486 |
1.3409 |
1.3131 |
|
| R3 |
1.3348 |
1.3271 |
1.3093 |
|
| R2 |
1.3210 |
1.3210 |
1.3080 |
|
| R1 |
1.3133 |
1.3133 |
1.3068 |
1.3103 |
| PP |
1.3072 |
1.3072 |
1.3072 |
1.3057 |
| S1 |
1.2995 |
1.2995 |
1.3042 |
1.2965 |
| S2 |
1.2934 |
1.2934 |
1.3030 |
|
| S3 |
1.2796 |
1.2857 |
1.3017 |
|
| S4 |
1.2658 |
1.2719 |
1.2979 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3691 |
1.3578 |
1.3168 |
|
| R3 |
1.3486 |
1.3373 |
1.3111 |
|
| R2 |
1.3281 |
1.3281 |
1.3093 |
|
| R1 |
1.3168 |
1.3168 |
1.3074 |
1.3122 |
| PP |
1.3076 |
1.3076 |
1.3076 |
1.3053 |
| S1 |
1.2963 |
1.2963 |
1.3036 |
1.2917 |
| S2 |
1.2871 |
1.2871 |
1.3017 |
|
| S3 |
1.2666 |
1.2758 |
1.2999 |
|
| S4 |
1.2461 |
1.2553 |
1.2942 |
|
|
| 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% |
0.0110 |
0.8% |
35% |
False |
False |
98,338 |
| 10 |
1.3189 |
1.2788 |
0.0401 |
3.1% |
0.0114 |
0.9% |
67% |
False |
False |
107,348 |
| 20 |
1.3189 |
1.2484 |
0.0705 |
5.4% |
0.0107 |
0.8% |
81% |
False |
False |
96,050 |
| 40 |
1.3189 |
1.2256 |
0.0933 |
7.1% |
0.0113 |
0.9% |
86% |
False |
False |
94,016 |
| 60 |
1.3189 |
1.2083 |
0.1106 |
8.5% |
0.0114 |
0.9% |
88% |
False |
False |
67,274 |
| 80 |
1.3189 |
1.2083 |
0.1106 |
8.5% |
0.0114 |
0.9% |
88% |
False |
False |
50,478 |
| 100 |
1.3189 |
1.1450 |
0.1739 |
13.3% |
0.0138 |
1.1% |
92% |
False |
False |
40,397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3737 |
|
2.618 |
1.3511 |
|
1.618 |
1.3373 |
|
1.000 |
1.3288 |
|
0.618 |
1.3235 |
|
HIGH |
1.3150 |
|
0.618 |
1.3097 |
|
0.500 |
1.3081 |
|
0.382 |
1.3065 |
|
LOW |
1.3012 |
|
0.618 |
1.2927 |
|
1.000 |
1.2874 |
|
1.618 |
1.2789 |
|
2.618 |
1.2651 |
|
4.250 |
1.2426 |
|
|
| Fisher Pivots for day following 07-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3081 |
1.3101 |
| PP |
1.3072 |
1.3085 |
| S1 |
1.3064 |
1.3070 |
|