CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 17-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2020 |
17-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3068 |
1.3099 |
0.0031 |
0.2% |
1.3060 |
| High |
1.3145 |
1.3123 |
-0.0022 |
-0.2% |
1.3145 |
| Low |
1.3049 |
1.3076 |
0.0027 |
0.2% |
1.3008 |
| Close |
1.3093 |
1.3103 |
0.0010 |
0.1% |
1.3093 |
| Range |
0.0096 |
0.0047 |
-0.0049 |
-51.0% |
0.0137 |
| ATR |
0.0104 |
0.0100 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
69,150 |
51,166 |
-17,984 |
-26.0% |
404,539 |
|
| Daily Pivots for day following 17-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3242 |
1.3219 |
1.3129 |
|
| R3 |
1.3195 |
1.3172 |
1.3116 |
|
| R2 |
1.3148 |
1.3148 |
1.3112 |
|
| R1 |
1.3125 |
1.3125 |
1.3107 |
1.3137 |
| PP |
1.3101 |
1.3101 |
1.3101 |
1.3106 |
| S1 |
1.3078 |
1.3078 |
1.3099 |
1.3090 |
| S2 |
1.3054 |
1.3054 |
1.3094 |
|
| S3 |
1.3007 |
1.3031 |
1.3090 |
|
| S4 |
1.2960 |
1.2984 |
1.3077 |
|
|
| 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% |
0.0078 |
0.6% |
69% |
False |
False |
76,401 |
| 10 |
1.3189 |
1.2984 |
0.0205 |
1.6% |
0.0092 |
0.7% |
58% |
False |
False |
85,189 |
| 20 |
1.3189 |
1.2647 |
0.0542 |
4.1% |
0.0100 |
0.8% |
84% |
False |
False |
95,278 |
| 40 |
1.3189 |
1.2256 |
0.0933 |
7.1% |
0.0104 |
0.8% |
91% |
False |
False |
89,283 |
| 60 |
1.3189 |
1.2168 |
0.1021 |
7.8% |
0.0112 |
0.9% |
92% |
False |
False |
74,843 |
| 80 |
1.3189 |
1.2083 |
0.1106 |
8.4% |
0.0112 |
0.9% |
92% |
False |
False |
56,172 |
| 100 |
1.3189 |
1.1813 |
0.1376 |
10.5% |
0.0119 |
0.9% |
94% |
False |
False |
44,943 |
| 120 |
1.3211 |
1.1450 |
0.1761 |
13.4% |
0.0137 |
1.0% |
94% |
False |
False |
37,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3323 |
|
2.618 |
1.3246 |
|
1.618 |
1.3199 |
|
1.000 |
1.3170 |
|
0.618 |
1.3152 |
|
HIGH |
1.3123 |
|
0.618 |
1.3105 |
|
0.500 |
1.3100 |
|
0.382 |
1.3094 |
|
LOW |
1.3076 |
|
0.618 |
1.3047 |
|
1.000 |
1.3029 |
|
1.618 |
1.3000 |
|
2.618 |
1.2953 |
|
4.250 |
1.2876 |
|
|
| Fisher Pivots for day following 17-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3102 |
1.3098 |
| PP |
1.3101 |
1.3094 |
| S1 |
1.3100 |
1.3089 |
|