CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 12-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2020 |
12-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3075 |
1.3059 |
-0.0016 |
-0.1% |
1.3090 |
| High |
1.3134 |
1.3070 |
-0.0064 |
-0.5% |
1.3189 |
| Low |
1.3044 |
1.3008 |
-0.0036 |
-0.3% |
1.2984 |
| Close |
1.3066 |
1.3029 |
-0.0037 |
-0.3% |
1.3055 |
| Range |
0.0090 |
0.0062 |
-0.0028 |
-31.1% |
0.0205 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
93,347 |
88,540 |
-4,807 |
-5.1% |
491,692 |
|
| Daily Pivots for day following 12-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3222 |
1.3187 |
1.3063 |
|
| R3 |
1.3160 |
1.3125 |
1.3046 |
|
| R2 |
1.3098 |
1.3098 |
1.3040 |
|
| R1 |
1.3063 |
1.3063 |
1.3035 |
1.3050 |
| PP |
1.3036 |
1.3036 |
1.3036 |
1.3029 |
| S1 |
1.3001 |
1.3001 |
1.3023 |
1.2988 |
| S2 |
1.2974 |
1.2974 |
1.3018 |
|
| S3 |
1.2912 |
1.2939 |
1.3012 |
|
| S4 |
1.2850 |
1.2877 |
1.2995 |
|
|
| 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 |
1.3008 |
0.0181 |
1.4% |
0.0089 |
0.7% |
12% |
False |
True |
92,120 |
| 10 |
1.3189 |
1.2948 |
0.0241 |
1.8% |
0.0105 |
0.8% |
34% |
False |
False |
101,485 |
| 20 |
1.3189 |
1.2516 |
0.0673 |
5.2% |
0.0104 |
0.8% |
76% |
False |
False |
96,091 |
| 40 |
1.3189 |
1.2256 |
0.0933 |
7.2% |
0.0107 |
0.8% |
83% |
False |
False |
91,797 |
| 60 |
1.3189 |
1.2168 |
0.1021 |
7.8% |
0.0112 |
0.9% |
84% |
False |
False |
71,522 |
| 80 |
1.3189 |
1.2083 |
0.1106 |
8.5% |
0.0114 |
0.9% |
86% |
False |
False |
53,671 |
| 100 |
1.3189 |
1.1480 |
0.1709 |
13.1% |
0.0125 |
1.0% |
91% |
False |
False |
42,944 |
| 120 |
1.3211 |
1.1450 |
0.1761 |
13.5% |
0.0136 |
1.0% |
90% |
False |
False |
35,818 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3334 |
|
2.618 |
1.3232 |
|
1.618 |
1.3170 |
|
1.000 |
1.3132 |
|
0.618 |
1.3108 |
|
HIGH |
1.3070 |
|
0.618 |
1.3046 |
|
0.500 |
1.3039 |
|
0.382 |
1.3032 |
|
LOW |
1.3008 |
|
0.618 |
1.2970 |
|
1.000 |
1.2946 |
|
1.618 |
1.2908 |
|
2.618 |
1.2846 |
|
4.250 |
1.2745 |
|
|
| Fisher Pivots for day following 12-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3039 |
1.3071 |
| PP |
1.3036 |
1.3057 |
| S1 |
1.3032 |
1.3043 |
|