CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 02-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3367 |
1.3391 |
0.0024 |
0.2% |
1.3088 |
| High |
1.3483 |
1.3403 |
-0.0080 |
-0.6% |
1.3357 |
| Low |
1.3358 |
1.3284 |
-0.0074 |
-0.6% |
1.3056 |
| Close |
1.3385 |
1.3323 |
-0.0062 |
-0.5% |
1.3344 |
| Range |
0.0125 |
0.0119 |
-0.0006 |
-4.8% |
0.0301 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
0.0% |
0.0000 |
| Volume |
126,804 |
114,957 |
-11,847 |
-9.3% |
483,334 |
|
| Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3694 |
1.3627 |
1.3388 |
|
| R3 |
1.3575 |
1.3508 |
1.3356 |
|
| R2 |
1.3456 |
1.3456 |
1.3345 |
|
| R1 |
1.3389 |
1.3389 |
1.3334 |
1.3363 |
| PP |
1.3337 |
1.3337 |
1.3337 |
1.3324 |
| S1 |
1.3270 |
1.3270 |
1.3312 |
1.3244 |
| S2 |
1.3218 |
1.3218 |
1.3301 |
|
| S3 |
1.3099 |
1.3151 |
1.3290 |
|
| S4 |
1.2980 |
1.3032 |
1.3258 |
|
|
| 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 |
1.3162 |
0.0321 |
2.4% |
0.0126 |
0.9% |
50% |
False |
False |
113,827 |
| 10 |
1.3483 |
1.3056 |
0.0427 |
3.2% |
0.0130 |
1.0% |
63% |
False |
False |
104,234 |
| 20 |
1.3483 |
1.3008 |
0.0475 |
3.6% |
0.0115 |
0.9% |
66% |
False |
False |
94,558 |
| 40 |
1.3483 |
1.2484 |
0.0999 |
7.5% |
0.0110 |
0.8% |
84% |
False |
False |
94,732 |
| 60 |
1.3483 |
1.2256 |
0.1227 |
9.2% |
0.0115 |
0.9% |
87% |
False |
False |
93,666 |
| 80 |
1.3483 |
1.2083 |
0.1400 |
10.5% |
0.0115 |
0.9% |
89% |
False |
False |
71,535 |
| 100 |
1.3483 |
1.2083 |
0.1400 |
10.5% |
0.0116 |
0.9% |
89% |
False |
False |
57,244 |
| 120 |
1.3483 |
1.1450 |
0.2033 |
15.3% |
0.0136 |
1.0% |
92% |
False |
False |
47,724 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3909 |
|
2.618 |
1.3715 |
|
1.618 |
1.3596 |
|
1.000 |
1.3522 |
|
0.618 |
1.3477 |
|
HIGH |
1.3403 |
|
0.618 |
1.3358 |
|
0.500 |
1.3344 |
|
0.382 |
1.3329 |
|
LOW |
1.3284 |
|
0.618 |
1.3210 |
|
1.000 |
1.3165 |
|
1.618 |
1.3091 |
|
2.618 |
1.2972 |
|
4.250 |
1.2778 |
|
|
| Fisher Pivots for day following 02-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3344 |
1.3384 |
| PP |
1.3337 |
1.3363 |
| S1 |
1.3330 |
1.3343 |
|