CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3088 |
1.3065 |
-0.0023 |
-0.2% |
1.3099 |
| High |
1.3151 |
1.3173 |
0.0022 |
0.2% |
1.3269 |
| Low |
1.3056 |
1.3060 |
0.0004 |
0.0% |
1.3061 |
| Close |
1.3060 |
1.3148 |
0.0088 |
0.7% |
1.3095 |
| Range |
0.0095 |
0.0113 |
0.0018 |
18.9% |
0.0208 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
74,071 |
82,681 |
8,610 |
11.6% |
473,326 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3466 |
1.3420 |
1.3210 |
|
| R3 |
1.3353 |
1.3307 |
1.3179 |
|
| R2 |
1.3240 |
1.3240 |
1.3169 |
|
| R1 |
1.3194 |
1.3194 |
1.3158 |
1.3217 |
| PP |
1.3127 |
1.3127 |
1.3127 |
1.3139 |
| S1 |
1.3081 |
1.3081 |
1.3138 |
1.3104 |
| S2 |
1.3014 |
1.3014 |
1.3127 |
|
| S3 |
1.2901 |
1.2968 |
1.3117 |
|
| S4 |
1.2788 |
1.2855 |
1.3086 |
|
|
| 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 |
1.3056 |
0.0213 |
1.6% |
0.0148 |
1.1% |
43% |
False |
False |
97,473 |
| 10 |
1.3269 |
1.3008 |
0.0261 |
2.0% |
0.0119 |
0.9% |
54% |
False |
False |
86,757 |
| 20 |
1.3269 |
1.2916 |
0.0353 |
2.7% |
0.0114 |
0.9% |
66% |
False |
False |
95,250 |
| 40 |
1.3269 |
1.2263 |
0.1006 |
7.7% |
0.0109 |
0.8% |
88% |
False |
False |
91,620 |
| 60 |
1.3269 |
1.2256 |
0.1013 |
7.7% |
0.0114 |
0.9% |
88% |
False |
False |
84,345 |
| 80 |
1.3269 |
1.2083 |
0.1186 |
9.0% |
0.0114 |
0.9% |
90% |
False |
False |
63,396 |
| 100 |
1.3269 |
1.2083 |
0.1186 |
9.0% |
0.0115 |
0.9% |
90% |
False |
False |
50,729 |
| 120 |
1.3269 |
1.1450 |
0.1819 |
13.8% |
0.0140 |
1.1% |
93% |
False |
False |
42,302 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3653 |
|
2.618 |
1.3469 |
|
1.618 |
1.3356 |
|
1.000 |
1.3286 |
|
0.618 |
1.3243 |
|
HIGH |
1.3173 |
|
0.618 |
1.3130 |
|
0.500 |
1.3117 |
|
0.382 |
1.3103 |
|
LOW |
1.3060 |
|
0.618 |
1.2990 |
|
1.000 |
1.2947 |
|
1.618 |
1.2877 |
|
2.618 |
1.2764 |
|
4.250 |
1.2580 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3138 |
1.3156 |
| PP |
1.3127 |
1.3153 |
| S1 |
1.3117 |
1.3151 |
|