CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3391 |
1.3353 |
-0.0038 |
-0.3% |
1.3088 |
| High |
1.3403 |
1.3359 |
-0.0044 |
-0.3% |
1.3357 |
| Low |
1.3284 |
1.3242 |
-0.0042 |
-0.3% |
1.3056 |
| Close |
1.3323 |
1.3272 |
-0.0051 |
-0.4% |
1.3344 |
| Range |
0.0119 |
0.0117 |
-0.0002 |
-1.7% |
0.0301 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
114,957 |
101,514 |
-13,443 |
-11.7% |
483,334 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3642 |
1.3574 |
1.3336 |
|
| R3 |
1.3525 |
1.3457 |
1.3304 |
|
| R2 |
1.3408 |
1.3408 |
1.3293 |
|
| R1 |
1.3340 |
1.3340 |
1.3283 |
1.3316 |
| PP |
1.3291 |
1.3291 |
1.3291 |
1.3279 |
| S1 |
1.3223 |
1.3223 |
1.3261 |
1.3199 |
| S2 |
1.3174 |
1.3174 |
1.3251 |
|
| S3 |
1.3057 |
1.3106 |
1.3240 |
|
| S4 |
1.2940 |
1.2989 |
1.3208 |
|
|
| 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 |
1.3187 |
0.0296 |
2.2% |
0.0125 |
0.9% |
29% |
False |
False |
107,933 |
| 10 |
1.3483 |
1.3056 |
0.0427 |
3.2% |
0.0125 |
0.9% |
51% |
False |
False |
102,282 |
| 20 |
1.3483 |
1.3008 |
0.0475 |
3.6% |
0.0117 |
0.9% |
56% |
False |
False |
94,042 |
| 40 |
1.3483 |
1.2484 |
0.0999 |
7.5% |
0.0111 |
0.8% |
79% |
False |
False |
94,801 |
| 60 |
1.3483 |
1.2256 |
0.1227 |
9.2% |
0.0115 |
0.9% |
83% |
False |
False |
93,841 |
| 80 |
1.3483 |
1.2083 |
0.1400 |
10.5% |
0.0115 |
0.9% |
85% |
False |
False |
72,803 |
| 100 |
1.3483 |
1.2083 |
0.1400 |
10.5% |
0.0115 |
0.9% |
85% |
False |
False |
58,259 |
| 120 |
1.3483 |
1.1450 |
0.2033 |
15.3% |
0.0135 |
1.0% |
90% |
False |
False |
48,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3856 |
|
2.618 |
1.3665 |
|
1.618 |
1.3548 |
|
1.000 |
1.3476 |
|
0.618 |
1.3431 |
|
HIGH |
1.3359 |
|
0.618 |
1.3314 |
|
0.500 |
1.3301 |
|
0.382 |
1.3287 |
|
LOW |
1.3242 |
|
0.618 |
1.3170 |
|
1.000 |
1.3125 |
|
1.618 |
1.3053 |
|
2.618 |
1.2936 |
|
4.250 |
1.2745 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3301 |
1.3363 |
| PP |
1.3291 |
1.3332 |
| S1 |
1.3282 |
1.3302 |
|