CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 13-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2020 |
13-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3059 |
1.3033 |
-0.0026 |
-0.2% |
1.3090 |
| High |
1.3070 |
1.3127 |
0.0057 |
0.4% |
1.3189 |
| Low |
1.3008 |
1.3033 |
0.0025 |
0.2% |
1.2984 |
| Close |
1.3029 |
1.3054 |
0.0025 |
0.2% |
1.3055 |
| Range |
0.0062 |
0.0094 |
0.0032 |
51.6% |
0.0205 |
| ATR |
0.0105 |
0.0104 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
88,540 |
79,803 |
-8,737 |
-9.9% |
491,692 |
|
| Daily Pivots for day following 13-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3353 |
1.3298 |
1.3106 |
|
| R3 |
1.3259 |
1.3204 |
1.3080 |
|
| R2 |
1.3165 |
1.3165 |
1.3071 |
|
| R1 |
1.3110 |
1.3110 |
1.3063 |
1.3138 |
| PP |
1.3071 |
1.3071 |
1.3071 |
1.3085 |
| S1 |
1.3016 |
1.3016 |
1.3045 |
1.3044 |
| S2 |
1.2977 |
1.2977 |
1.3037 |
|
| S3 |
1.2883 |
1.2922 |
1.3028 |
|
| S4 |
1.2789 |
1.2828 |
1.3002 |
|
|
| 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 |
1.3150 |
1.3008 |
0.0142 |
1.1% |
0.0094 |
0.7% |
32% |
False |
False |
85,716 |
| 10 |
1.3189 |
1.2984 |
0.0205 |
1.6% |
0.0098 |
0.8% |
34% |
False |
False |
97,539 |
| 20 |
1.3189 |
1.2516 |
0.0673 |
5.2% |
0.0104 |
0.8% |
80% |
False |
False |
96,147 |
| 40 |
1.3189 |
1.2256 |
0.0933 |
7.1% |
0.0108 |
0.8% |
86% |
False |
False |
91,871 |
| 60 |
1.3189 |
1.2168 |
0.1021 |
7.8% |
0.0112 |
0.9% |
87% |
False |
False |
72,847 |
| 80 |
1.3189 |
1.2083 |
0.1106 |
8.5% |
0.0112 |
0.9% |
88% |
False |
False |
54,668 |
| 100 |
1.3189 |
1.1526 |
0.1663 |
12.7% |
0.0124 |
0.9% |
92% |
False |
False |
43,741 |
| 120 |
1.3211 |
1.1450 |
0.1761 |
13.5% |
0.0136 |
1.0% |
91% |
False |
False |
36,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3527 |
|
2.618 |
1.3373 |
|
1.618 |
1.3279 |
|
1.000 |
1.3221 |
|
0.618 |
1.3185 |
|
HIGH |
1.3127 |
|
0.618 |
1.3091 |
|
0.500 |
1.3080 |
|
0.382 |
1.3069 |
|
LOW |
1.3033 |
|
0.618 |
1.2975 |
|
1.000 |
1.2939 |
|
1.618 |
1.2881 |
|
2.618 |
1.2787 |
|
4.250 |
1.2634 |
|
|
| Fisher Pivots for day following 13-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3080 |
1.3071 |
| PP |
1.3071 |
1.3065 |
| S1 |
1.3063 |
1.3060 |
|