CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3353 |
1.3367 |
0.0014 |
0.1% |
1.3088 |
| High |
1.3397 |
1.3483 |
0.0086 |
0.6% |
1.3357 |
| Low |
1.3303 |
1.3358 |
0.0055 |
0.4% |
1.3056 |
| Close |
1.3379 |
1.3385 |
0.0006 |
0.0% |
1.3344 |
| Range |
0.0094 |
0.0125 |
0.0031 |
33.0% |
0.0301 |
| ATR |
0.0118 |
0.0118 |
0.0001 |
0.4% |
0.0000 |
| Volume |
83,187 |
126,804 |
43,617 |
52.4% |
483,334 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3784 |
1.3709 |
1.3454 |
|
| R3 |
1.3659 |
1.3584 |
1.3419 |
|
| R2 |
1.3534 |
1.3534 |
1.3408 |
|
| R1 |
1.3459 |
1.3459 |
1.3396 |
1.3497 |
| PP |
1.3409 |
1.3409 |
1.3409 |
1.3427 |
| S1 |
1.3334 |
1.3334 |
1.3374 |
1.3372 |
| S2 |
1.3284 |
1.3284 |
1.3362 |
|
| S3 |
1.3159 |
1.3209 |
1.3351 |
|
| S4 |
1.3034 |
1.3084 |
1.3316 |
|
|
| 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 |
1.3483 |
1.3119 |
0.0364 |
2.7% |
0.0123 |
0.9% |
73% |
True |
False |
107,314 |
| 10 |
1.3483 |
1.3056 |
0.0427 |
3.2% |
0.0135 |
1.0% |
77% |
True |
False |
102,394 |
| 20 |
1.3483 |
1.3008 |
0.0475 |
3.5% |
0.0114 |
0.9% |
79% |
True |
False |
93,510 |
| 40 |
1.3483 |
1.2484 |
0.0999 |
7.5% |
0.0110 |
0.8% |
90% |
True |
False |
93,874 |
| 60 |
1.3483 |
1.2256 |
0.1227 |
9.2% |
0.0115 |
0.9% |
92% |
True |
False |
92,492 |
| 80 |
1.3483 |
1.2083 |
0.1400 |
10.5% |
0.0116 |
0.9% |
93% |
True |
False |
70,099 |
| 100 |
1.3483 |
1.2083 |
0.1400 |
10.5% |
0.0115 |
0.9% |
93% |
True |
False |
56,095 |
| 120 |
1.3483 |
1.1450 |
0.2033 |
15.2% |
0.0138 |
1.0% |
95% |
True |
False |
46,767 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4014 |
|
2.618 |
1.3810 |
|
1.618 |
1.3685 |
|
1.000 |
1.3608 |
|
0.618 |
1.3560 |
|
HIGH |
1.3483 |
|
0.618 |
1.3435 |
|
0.500 |
1.3421 |
|
0.382 |
1.3406 |
|
LOW |
1.3358 |
|
0.618 |
1.3281 |
|
1.000 |
1.3233 |
|
1.618 |
1.3156 |
|
2.618 |
1.3031 |
|
4.250 |
1.2827 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3421 |
1.3368 |
| PP |
1.3409 |
1.3352 |
| S1 |
1.3397 |
1.3335 |
|