CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 20-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3245 |
1.3109 |
-0.0136 |
-1.0% |
1.3060 |
| High |
1.3269 |
1.3227 |
-0.0042 |
-0.3% |
1.3145 |
| Low |
1.3095 |
1.3066 |
-0.0029 |
-0.2% |
1.3008 |
| Close |
1.3116 |
1.3214 |
0.0098 |
0.7% |
1.3093 |
| Range |
0.0174 |
0.0161 |
-0.0013 |
-7.5% |
0.0137 |
| ATR |
0.0108 |
0.0112 |
0.0004 |
3.5% |
0.0000 |
| Volume |
96,552 |
121,040 |
24,488 |
25.4% |
404,539 |
|
| Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3652 |
1.3594 |
1.3303 |
|
| R3 |
1.3491 |
1.3433 |
1.3258 |
|
| R2 |
1.3330 |
1.3330 |
1.3244 |
|
| R1 |
1.3272 |
1.3272 |
1.3229 |
1.3301 |
| PP |
1.3169 |
1.3169 |
1.3169 |
1.3184 |
| S1 |
1.3111 |
1.3111 |
1.3199 |
1.3140 |
| S2 |
1.3008 |
1.3008 |
1.3184 |
|
| S3 |
1.2847 |
1.2950 |
1.3170 |
|
| S4 |
1.2686 |
1.2789 |
1.3125 |
|
|
| 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 |
1.3269 |
1.3049 |
0.0220 |
1.7% |
0.0125 |
0.9% |
75% |
False |
False |
85,890 |
| 10 |
1.3269 |
1.3008 |
0.0261 |
2.0% |
0.0110 |
0.8% |
79% |
False |
False |
85,803 |
| 20 |
1.3269 |
1.2720 |
0.0549 |
4.2% |
0.0109 |
0.8% |
90% |
False |
False |
96,061 |
| 40 |
1.3269 |
1.2256 |
0.1013 |
7.7% |
0.0107 |
0.8% |
95% |
False |
False |
90,713 |
| 60 |
1.3269 |
1.2239 |
0.1030 |
7.8% |
0.0114 |
0.9% |
95% |
False |
False |
79,936 |
| 80 |
1.3269 |
1.2083 |
0.1186 |
9.0% |
0.0114 |
0.9% |
95% |
False |
False |
60,033 |
| 100 |
1.3269 |
1.2083 |
0.1186 |
9.0% |
0.0114 |
0.9% |
95% |
False |
False |
48,032 |
| 120 |
1.3269 |
1.1450 |
0.1819 |
13.8% |
0.0138 |
1.0% |
97% |
False |
False |
40,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3911 |
|
2.618 |
1.3648 |
|
1.618 |
1.3487 |
|
1.000 |
1.3388 |
|
0.618 |
1.3326 |
|
HIGH |
1.3227 |
|
0.618 |
1.3165 |
|
0.500 |
1.3147 |
|
0.382 |
1.3128 |
|
LOW |
1.3066 |
|
0.618 |
1.2967 |
|
1.000 |
1.2905 |
|
1.618 |
1.2806 |
|
2.618 |
1.2645 |
|
4.250 |
1.2382 |
|
|
| Fisher Pivots for day following 20-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3192 |
1.3199 |
| PP |
1.3169 |
1.3183 |
| S1 |
1.3147 |
1.3168 |
|