CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 10-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2020 |
10-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3150 |
1.3060 |
-0.0090 |
-0.7% |
1.3090 |
| High |
1.3150 |
1.3106 |
-0.0044 |
-0.3% |
1.3189 |
| Low |
1.3012 |
1.3021 |
0.0009 |
0.1% |
1.2984 |
| Close |
1.3055 |
1.3071 |
0.0016 |
0.1% |
1.3055 |
| Range |
0.0138 |
0.0085 |
-0.0053 |
-38.4% |
0.0205 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
93,194 |
73,699 |
-19,495 |
-20.9% |
491,692 |
|
| Daily Pivots for day following 10-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3321 |
1.3281 |
1.3118 |
|
| R3 |
1.3236 |
1.3196 |
1.3094 |
|
| R2 |
1.3151 |
1.3151 |
1.3087 |
|
| R1 |
1.3111 |
1.3111 |
1.3079 |
1.3131 |
| PP |
1.3066 |
1.3066 |
1.3066 |
1.3076 |
| S1 |
1.3026 |
1.3026 |
1.3063 |
1.3046 |
| S2 |
1.2981 |
1.2981 |
1.3055 |
|
| S3 |
1.2896 |
1.2941 |
1.3048 |
|
| S4 |
1.2811 |
1.2856 |
1.3024 |
|
|
| 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% |
0.0105 |
0.8% |
42% |
False |
False |
93,977 |
| 10 |
1.3189 |
1.2843 |
0.0346 |
2.6% |
0.0111 |
0.8% |
66% |
False |
False |
105,201 |
| 20 |
1.3189 |
1.2484 |
0.0705 |
5.4% |
0.0106 |
0.8% |
83% |
False |
False |
95,621 |
| 40 |
1.3189 |
1.2256 |
0.0933 |
7.1% |
0.0111 |
0.8% |
87% |
False |
False |
92,501 |
| 60 |
1.3189 |
1.2083 |
0.1106 |
8.5% |
0.0115 |
0.9% |
89% |
False |
False |
68,498 |
| 80 |
1.3189 |
1.2083 |
0.1106 |
8.5% |
0.0114 |
0.9% |
89% |
False |
False |
51,398 |
| 100 |
1.3189 |
1.1450 |
0.1739 |
13.3% |
0.0132 |
1.0% |
93% |
False |
False |
41,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3467 |
|
2.618 |
1.3329 |
|
1.618 |
1.3244 |
|
1.000 |
1.3191 |
|
0.618 |
1.3159 |
|
HIGH |
1.3106 |
|
0.618 |
1.3074 |
|
0.500 |
1.3064 |
|
0.382 |
1.3053 |
|
LOW |
1.3021 |
|
0.618 |
1.2968 |
|
1.000 |
1.2936 |
|
1.618 |
1.2883 |
|
2.618 |
1.2798 |
|
4.250 |
1.2660 |
|
|
| Fisher Pivots for day following 10-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3069 |
1.3101 |
| PP |
1.3066 |
1.3091 |
| S1 |
1.3064 |
1.3081 |
|