CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3278 |
1.3250 |
-0.0028 |
-0.2% |
1.3353 |
| High |
1.3320 |
1.3263 |
-0.0057 |
-0.4% |
1.3483 |
| Low |
1.3176 |
1.2980 |
-0.0196 |
-1.5% |
1.3176 |
| Close |
1.3291 |
1.2989 |
-0.0302 |
-2.3% |
1.3291 |
| Range |
0.0144 |
0.0283 |
0.0139 |
96.5% |
0.0307 |
| ATR |
0.0120 |
0.0134 |
0.0014 |
11.4% |
0.0000 |
| Volume |
114,100 |
222,939 |
108,839 |
95.4% |
540,562 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3926 |
1.3741 |
1.3145 |
|
| R3 |
1.3643 |
1.3458 |
1.3067 |
|
| R2 |
1.3360 |
1.3360 |
1.3041 |
|
| R1 |
1.3175 |
1.3175 |
1.3015 |
1.3126 |
| PP |
1.3077 |
1.3077 |
1.3077 |
1.3053 |
| S1 |
1.2892 |
1.2892 |
1.2963 |
1.2843 |
| S2 |
1.2794 |
1.2794 |
1.2937 |
|
| S3 |
1.2511 |
1.2609 |
1.2911 |
|
| S4 |
1.2228 |
1.2326 |
1.2833 |
|
|
| 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 |
1.2980 |
0.0503 |
3.9% |
0.0158 |
1.2% |
2% |
False |
True |
136,062 |
| 10 |
1.3483 |
1.2980 |
0.0503 |
3.9% |
0.0139 |
1.1% |
2% |
False |
True |
117,276 |
| 20 |
1.3483 |
1.2980 |
0.0503 |
3.9% |
0.0128 |
1.0% |
2% |
False |
True |
102,550 |
| 40 |
1.3483 |
1.2484 |
0.0999 |
7.7% |
0.0117 |
0.9% |
51% |
False |
False |
99,085 |
| 60 |
1.3483 |
1.2256 |
0.1227 |
9.4% |
0.0116 |
0.9% |
60% |
False |
False |
95,851 |
| 80 |
1.3483 |
1.2083 |
0.1400 |
10.8% |
0.0118 |
0.9% |
65% |
False |
False |
77,011 |
| 100 |
1.3483 |
1.2083 |
0.1400 |
10.8% |
0.0117 |
0.9% |
65% |
False |
False |
61,628 |
| 120 |
1.3483 |
1.1450 |
0.2033 |
15.7% |
0.0131 |
1.0% |
76% |
False |
False |
51,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4466 |
|
2.618 |
1.4004 |
|
1.618 |
1.3721 |
|
1.000 |
1.3546 |
|
0.618 |
1.3438 |
|
HIGH |
1.3263 |
|
0.618 |
1.3155 |
|
0.500 |
1.3122 |
|
0.382 |
1.3088 |
|
LOW |
1.2980 |
|
0.618 |
1.2805 |
|
1.000 |
1.2697 |
|
1.618 |
1.2522 |
|
2.618 |
1.2239 |
|
4.250 |
1.1777 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3122 |
1.3170 |
| PP |
1.3077 |
1.3109 |
| S1 |
1.3033 |
1.3049 |
|