CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3353 |
1.3278 |
-0.0075 |
-0.6% |
1.3353 |
| High |
1.3359 |
1.3320 |
-0.0039 |
-0.3% |
1.3483 |
| Low |
1.3242 |
1.3176 |
-0.0066 |
-0.5% |
1.3176 |
| Close |
1.3272 |
1.3291 |
0.0019 |
0.1% |
1.3291 |
| Range |
0.0117 |
0.0144 |
0.0027 |
23.1% |
0.0307 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.6% |
0.0000 |
| Volume |
101,514 |
114,100 |
12,586 |
12.4% |
540,562 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3694 |
1.3637 |
1.3370 |
|
| R3 |
1.3550 |
1.3493 |
1.3331 |
|
| R2 |
1.3406 |
1.3406 |
1.3317 |
|
| R1 |
1.3349 |
1.3349 |
1.3304 |
1.3378 |
| PP |
1.3262 |
1.3262 |
1.3262 |
1.3277 |
| S1 |
1.3205 |
1.3205 |
1.3278 |
1.3234 |
| S2 |
1.3118 |
1.3118 |
1.3265 |
|
| S3 |
1.2974 |
1.3061 |
1.3251 |
|
| S4 |
1.2830 |
1.2917 |
1.3212 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4238 |
1.4071 |
1.3460 |
|
| R3 |
1.3931 |
1.3764 |
1.3375 |
|
| R2 |
1.3624 |
1.3624 |
1.3347 |
|
| R1 |
1.3457 |
1.3457 |
1.3319 |
1.3387 |
| PP |
1.3317 |
1.3317 |
1.3317 |
1.3282 |
| S1 |
1.3150 |
1.3150 |
1.3263 |
1.3080 |
| S2 |
1.3010 |
1.3010 |
1.3235 |
|
| S3 |
1.2703 |
1.2843 |
1.3207 |
|
| S4 |
1.2396 |
1.2536 |
1.3122 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3483 |
1.3176 |
0.0307 |
2.3% |
0.0120 |
0.9% |
37% |
False |
True |
108,112 |
| 10 |
1.3483 |
1.3056 |
0.0427 |
3.2% |
0.0120 |
0.9% |
55% |
False |
False |
102,389 |
| 20 |
1.3483 |
1.3008 |
0.0475 |
3.6% |
0.0118 |
0.9% |
60% |
False |
False |
95,088 |
| 40 |
1.3483 |
1.2484 |
0.0999 |
7.5% |
0.0112 |
0.8% |
81% |
False |
False |
95,569 |
| 60 |
1.3483 |
1.2256 |
0.1227 |
9.2% |
0.0115 |
0.9% |
84% |
False |
False |
94,373 |
| 80 |
1.3483 |
1.2083 |
0.1400 |
10.5% |
0.0115 |
0.9% |
86% |
False |
False |
74,227 |
| 100 |
1.3483 |
1.2083 |
0.1400 |
10.5% |
0.0115 |
0.9% |
86% |
False |
False |
59,400 |
| 120 |
1.3483 |
1.1450 |
0.2033 |
15.3% |
0.0134 |
1.0% |
91% |
False |
False |
49,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3932 |
|
2.618 |
1.3697 |
|
1.618 |
1.3553 |
|
1.000 |
1.3464 |
|
0.618 |
1.3409 |
|
HIGH |
1.3320 |
|
0.618 |
1.3265 |
|
0.500 |
1.3248 |
|
0.382 |
1.3231 |
|
LOW |
1.3176 |
|
0.618 |
1.3087 |
|
1.000 |
1.3032 |
|
1.618 |
1.2943 |
|
2.618 |
1.2799 |
|
4.250 |
1.2564 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3277 |
1.3291 |
| PP |
1.3262 |
1.3290 |
| S1 |
1.3248 |
1.3290 |
|