CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 28-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3213 |
1.3204 |
-0.0009 |
-0.1% |
1.3088 |
| High |
1.3286 |
1.3357 |
0.0071 |
0.5% |
1.3357 |
| Low |
1.3162 |
1.3187 |
0.0025 |
0.2% |
1.3056 |
| Close |
1.3206 |
1.3344 |
0.0138 |
1.0% |
1.3344 |
| Range |
0.0124 |
0.0170 |
0.0046 |
37.1% |
0.0301 |
| ATR |
0.0116 |
0.0120 |
0.0004 |
3.3% |
0.0000 |
| Volume |
130,984 |
113,205 |
-17,779 |
-13.6% |
483,334 |
|
| Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3806 |
1.3745 |
1.3438 |
|
| R3 |
1.3636 |
1.3575 |
1.3391 |
|
| R2 |
1.3466 |
1.3466 |
1.3375 |
|
| R1 |
1.3405 |
1.3405 |
1.3360 |
1.3436 |
| PP |
1.3296 |
1.3296 |
1.3296 |
1.3311 |
| S1 |
1.3235 |
1.3235 |
1.3328 |
1.3266 |
| S2 |
1.3126 |
1.3126 |
1.3313 |
|
| S3 |
1.2956 |
1.3065 |
1.3297 |
|
| S4 |
1.2786 |
1.2895 |
1.3251 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4155 |
1.4051 |
1.3510 |
|
| R3 |
1.3854 |
1.3750 |
1.3427 |
|
| R2 |
1.3553 |
1.3553 |
1.3399 |
|
| R1 |
1.3449 |
1.3449 |
1.3372 |
1.3501 |
| PP |
1.3252 |
1.3252 |
1.3252 |
1.3279 |
| S1 |
1.3148 |
1.3148 |
1.3316 |
1.3200 |
| S2 |
1.2951 |
1.2951 |
1.3289 |
|
| S3 |
1.2650 |
1.2847 |
1.3261 |
|
| S4 |
1.2349 |
1.2546 |
1.3178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3357 |
1.3056 |
0.0301 |
2.3% |
0.0121 |
0.9% |
96% |
True |
False |
96,666 |
| 10 |
1.3357 |
1.3056 |
0.0301 |
2.3% |
0.0133 |
1.0% |
96% |
True |
False |
95,666 |
| 20 |
1.3357 |
1.2984 |
0.0373 |
2.8% |
0.0115 |
0.9% |
97% |
True |
False |
92,644 |
| 40 |
1.3357 |
1.2442 |
0.0915 |
6.9% |
0.0110 |
0.8% |
99% |
True |
False |
93,127 |
| 60 |
1.3357 |
1.2256 |
0.1101 |
8.3% |
0.0116 |
0.9% |
99% |
True |
False |
89,601 |
| 80 |
1.3357 |
1.2083 |
0.1274 |
9.5% |
0.0116 |
0.9% |
99% |
True |
False |
67,476 |
| 100 |
1.3357 |
1.2083 |
0.1274 |
9.5% |
0.0115 |
0.9% |
99% |
True |
False |
53,995 |
| 120 |
1.3357 |
1.1450 |
0.1907 |
14.3% |
0.0140 |
1.0% |
99% |
True |
False |
45,018 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4080 |
|
2.618 |
1.3802 |
|
1.618 |
1.3632 |
|
1.000 |
1.3527 |
|
0.618 |
1.3462 |
|
HIGH |
1.3357 |
|
0.618 |
1.3292 |
|
0.500 |
1.3272 |
|
0.382 |
1.3252 |
|
LOW |
1.3187 |
|
0.618 |
1.3082 |
|
1.000 |
1.3017 |
|
1.618 |
1.2912 |
|
2.618 |
1.2742 |
|
4.250 |
1.2465 |
|
|
| Fisher Pivots for day following 28-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3320 |
1.3309 |
| PP |
1.3296 |
1.3273 |
| S1 |
1.3272 |
1.3238 |
|