CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 14-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2020 |
14-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3033 |
1.3068 |
0.0035 |
0.3% |
1.3060 |
| High |
1.3127 |
1.3145 |
0.0018 |
0.1% |
1.3145 |
| Low |
1.3033 |
1.3049 |
0.0016 |
0.1% |
1.3008 |
| Close |
1.3054 |
1.3093 |
0.0039 |
0.3% |
1.3093 |
| Range |
0.0094 |
0.0096 |
0.0002 |
2.1% |
0.0137 |
| ATR |
0.0104 |
0.0104 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
79,803 |
69,150 |
-10,653 |
-13.3% |
404,539 |
|
| Daily Pivots for day following 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3384 |
1.3334 |
1.3146 |
|
| R3 |
1.3288 |
1.3238 |
1.3119 |
|
| R2 |
1.3192 |
1.3192 |
1.3111 |
|
| R1 |
1.3142 |
1.3142 |
1.3102 |
1.3167 |
| PP |
1.3096 |
1.3096 |
1.3096 |
1.3108 |
| S1 |
1.3046 |
1.3046 |
1.3084 |
1.3071 |
| S2 |
1.3000 |
1.3000 |
1.3075 |
|
| S3 |
1.2904 |
1.2950 |
1.3067 |
|
| S4 |
1.2808 |
1.2854 |
1.3040 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3493 |
1.3430 |
1.3168 |
|
| R3 |
1.3356 |
1.3293 |
1.3131 |
|
| R2 |
1.3219 |
1.3219 |
1.3118 |
|
| R1 |
1.3156 |
1.3156 |
1.3106 |
1.3188 |
| PP |
1.3082 |
1.3082 |
1.3082 |
1.3098 |
| S1 |
1.3019 |
1.3019 |
1.3080 |
1.3051 |
| S2 |
1.2945 |
1.2945 |
1.3068 |
|
| S3 |
1.2808 |
1.2882 |
1.3055 |
|
| S4 |
1.2671 |
1.2745 |
1.3018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3145 |
1.3008 |
0.0137 |
1.0% |
0.0085 |
0.7% |
62% |
True |
False |
80,907 |
| 10 |
1.3189 |
1.2984 |
0.0205 |
1.6% |
0.0098 |
0.7% |
53% |
False |
False |
89,623 |
| 20 |
1.3189 |
1.2522 |
0.0667 |
5.1% |
0.0106 |
0.8% |
86% |
False |
False |
97,064 |
| 40 |
1.3189 |
1.2256 |
0.0933 |
7.1% |
0.0106 |
0.8% |
90% |
False |
False |
90,394 |
| 60 |
1.3189 |
1.2168 |
0.1021 |
7.8% |
0.0113 |
0.9% |
91% |
False |
False |
73,996 |
| 80 |
1.3189 |
1.2083 |
0.1106 |
8.4% |
0.0112 |
0.9% |
91% |
False |
False |
55,532 |
| 100 |
1.3189 |
1.1668 |
0.1521 |
11.6% |
0.0122 |
0.9% |
94% |
False |
False |
44,432 |
| 120 |
1.3211 |
1.1450 |
0.1761 |
13.4% |
0.0137 |
1.0% |
93% |
False |
False |
37,059 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3553 |
|
2.618 |
1.3396 |
|
1.618 |
1.3300 |
|
1.000 |
1.3241 |
|
0.618 |
1.3204 |
|
HIGH |
1.3145 |
|
0.618 |
1.3108 |
|
0.500 |
1.3097 |
|
0.382 |
1.3086 |
|
LOW |
1.3049 |
|
0.618 |
1.2990 |
|
1.000 |
1.2953 |
|
1.618 |
1.2894 |
|
2.618 |
1.2798 |
|
4.250 |
1.2641 |
|
|
| Fisher Pivots for day following 14-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3097 |
1.3088 |
| PP |
1.3096 |
1.3082 |
| S1 |
1.3094 |
1.3077 |
|