CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3147 |
1.3213 |
0.0066 |
0.5% |
1.3099 |
| High |
1.3221 |
1.3286 |
0.0065 |
0.5% |
1.3269 |
| Low |
1.3119 |
1.3162 |
0.0043 |
0.3% |
1.3061 |
| Close |
1.3193 |
1.3206 |
0.0013 |
0.1% |
1.3095 |
| Range |
0.0102 |
0.0124 |
0.0022 |
21.6% |
0.0208 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.6% |
0.0000 |
| Volume |
82,393 |
130,984 |
48,591 |
59.0% |
473,326 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3590 |
1.3522 |
1.3274 |
|
| R3 |
1.3466 |
1.3398 |
1.3240 |
|
| R2 |
1.3342 |
1.3342 |
1.3229 |
|
| R1 |
1.3274 |
1.3274 |
1.3217 |
1.3246 |
| PP |
1.3218 |
1.3218 |
1.3218 |
1.3204 |
| S1 |
1.3150 |
1.3150 |
1.3195 |
1.3122 |
| S2 |
1.3094 |
1.3094 |
1.3183 |
|
| S3 |
1.2970 |
1.3026 |
1.3172 |
|
| S4 |
1.2846 |
1.2902 |
1.3138 |
|
|
| 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 |
1.3286 |
1.3056 |
0.0230 |
1.7% |
0.0126 |
1.0% |
65% |
True |
False |
96,630 |
| 10 |
1.3286 |
1.3049 |
0.0237 |
1.8% |
0.0126 |
1.0% |
66% |
True |
False |
91,260 |
| 20 |
1.3286 |
1.2984 |
0.0302 |
2.3% |
0.0112 |
0.8% |
74% |
True |
False |
94,399 |
| 40 |
1.3286 |
1.2442 |
0.0844 |
6.4% |
0.0108 |
0.8% |
91% |
True |
False |
92,352 |
| 60 |
1.3286 |
1.2256 |
0.1030 |
7.8% |
0.0115 |
0.9% |
92% |
True |
False |
87,790 |
| 80 |
1.3286 |
1.2083 |
0.1203 |
9.1% |
0.0115 |
0.9% |
93% |
True |
False |
66,062 |
| 100 |
1.3286 |
1.2083 |
0.1203 |
9.1% |
0.0116 |
0.9% |
93% |
True |
False |
52,863 |
| 120 |
1.3286 |
1.1450 |
0.1836 |
13.9% |
0.0140 |
1.1% |
96% |
True |
False |
44,075 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3813 |
|
2.618 |
1.3611 |
|
1.618 |
1.3487 |
|
1.000 |
1.3410 |
|
0.618 |
1.3363 |
|
HIGH |
1.3286 |
|
0.618 |
1.3239 |
|
0.500 |
1.3224 |
|
0.382 |
1.3209 |
|
LOW |
1.3162 |
|
0.618 |
1.3085 |
|
1.000 |
1.3038 |
|
1.618 |
1.2961 |
|
2.618 |
1.2837 |
|
4.250 |
1.2635 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3224 |
1.3195 |
| PP |
1.3218 |
1.3184 |
| S1 |
1.3212 |
1.3173 |
|