CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3109 |
1.3217 |
0.0108 |
0.8% |
1.3099 |
| High |
1.3227 |
1.3256 |
0.0029 |
0.2% |
1.3269 |
| Low |
1.3066 |
1.3061 |
-0.0005 |
0.0% |
1.3061 |
| Close |
1.3214 |
1.3095 |
-0.0119 |
-0.9% |
1.3095 |
| Range |
0.0161 |
0.0195 |
0.0034 |
21.1% |
0.0208 |
| ATR |
0.0112 |
0.0118 |
0.0006 |
5.3% |
0.0000 |
| Volume |
121,040 |
113,024 |
-8,016 |
-6.6% |
473,326 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3722 |
1.3604 |
1.3202 |
|
| R3 |
1.3527 |
1.3409 |
1.3149 |
|
| R2 |
1.3332 |
1.3332 |
1.3131 |
|
| R1 |
1.3214 |
1.3214 |
1.3113 |
1.3176 |
| PP |
1.3137 |
1.3137 |
1.3137 |
1.3118 |
| S1 |
1.3019 |
1.3019 |
1.3077 |
1.2981 |
| S2 |
1.2942 |
1.2942 |
1.3059 |
|
| S3 |
1.2747 |
1.2824 |
1.3041 |
|
| S4 |
1.2552 |
1.2629 |
1.2988 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3766 |
1.3638 |
1.3209 |
|
| R3 |
1.3558 |
1.3430 |
1.3152 |
|
| R2 |
1.3350 |
1.3350 |
1.3133 |
|
| R1 |
1.3222 |
1.3222 |
1.3114 |
1.3182 |
| PP |
1.3142 |
1.3142 |
1.3142 |
1.3122 |
| S1 |
1.3014 |
1.3014 |
1.3076 |
1.2974 |
| S2 |
1.2934 |
1.2934 |
1.3057 |
|
| S3 |
1.2726 |
1.2806 |
1.3038 |
|
| S4 |
1.2518 |
1.2598 |
1.2981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3269 |
1.3061 |
0.0208 |
1.6% |
0.0145 |
1.1% |
16% |
False |
True |
94,665 |
| 10 |
1.3269 |
1.3008 |
0.0261 |
2.0% |
0.0115 |
0.9% |
33% |
False |
False |
87,786 |
| 20 |
1.3269 |
1.2788 |
0.0481 |
3.7% |
0.0115 |
0.9% |
64% |
False |
False |
97,567 |
| 40 |
1.3269 |
1.2256 |
0.1013 |
7.7% |
0.0110 |
0.8% |
83% |
False |
False |
91,571 |
| 60 |
1.3269 |
1.2256 |
0.1013 |
7.7% |
0.0115 |
0.9% |
83% |
False |
False |
81,817 |
| 80 |
1.3269 |
1.2083 |
0.1186 |
9.1% |
0.0115 |
0.9% |
85% |
False |
False |
61,445 |
| 100 |
1.3269 |
1.2083 |
0.1186 |
9.1% |
0.0114 |
0.9% |
85% |
False |
False |
49,162 |
| 120 |
1.3269 |
1.1450 |
0.1819 |
13.9% |
0.0139 |
1.1% |
90% |
False |
False |
40,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4085 |
|
2.618 |
1.3767 |
|
1.618 |
1.3572 |
|
1.000 |
1.3451 |
|
0.618 |
1.3377 |
|
HIGH |
1.3256 |
|
0.618 |
1.3182 |
|
0.500 |
1.3159 |
|
0.382 |
1.3135 |
|
LOW |
1.3061 |
|
0.618 |
1.2940 |
|
1.000 |
1.2866 |
|
1.618 |
1.2745 |
|
2.618 |
1.2550 |
|
4.250 |
1.2232 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3159 |
1.3165 |
| PP |
1.3137 |
1.3142 |
| S1 |
1.3116 |
1.3118 |
|