CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3250 |
1.2978 |
-0.0272 |
-2.1% |
1.3353 |
| High |
1.3263 |
1.3023 |
-0.0240 |
-1.8% |
1.3483 |
| Low |
1.2980 |
1.2885 |
-0.0095 |
-0.7% |
1.3176 |
| Close |
1.2989 |
1.2991 |
0.0002 |
0.0% |
1.3291 |
| Range |
0.0283 |
0.0138 |
-0.0145 |
-51.2% |
0.0307 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
0.2% |
0.0000 |
| Volume |
222,939 |
209,095 |
-13,844 |
-6.2% |
540,562 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3380 |
1.3324 |
1.3067 |
|
| R3 |
1.3242 |
1.3186 |
1.3029 |
|
| R2 |
1.3104 |
1.3104 |
1.3016 |
|
| R1 |
1.3048 |
1.3048 |
1.3004 |
1.3076 |
| PP |
1.2966 |
1.2966 |
1.2966 |
1.2981 |
| S1 |
1.2910 |
1.2910 |
1.2978 |
1.2938 |
| S2 |
1.2828 |
1.2828 |
1.2966 |
|
| S3 |
1.2690 |
1.2772 |
1.2953 |
|
| S4 |
1.2552 |
1.2634 |
1.2915 |
|
|
| 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 |
1.3403 |
1.2885 |
0.0518 |
4.0% |
0.0160 |
1.2% |
20% |
False |
True |
152,521 |
| 10 |
1.3483 |
1.2885 |
0.0598 |
4.6% |
0.0142 |
1.1% |
18% |
False |
True |
129,917 |
| 20 |
1.3483 |
1.2885 |
0.0598 |
4.6% |
0.0130 |
1.0% |
18% |
False |
True |
108,337 |
| 40 |
1.3483 |
1.2516 |
0.0967 |
7.4% |
0.0118 |
0.9% |
49% |
False |
False |
102,149 |
| 60 |
1.3483 |
1.2256 |
0.1227 |
9.4% |
0.0116 |
0.9% |
60% |
False |
False |
97,643 |
| 80 |
1.3483 |
1.2083 |
0.1400 |
10.8% |
0.0118 |
0.9% |
65% |
False |
False |
79,621 |
| 100 |
1.3483 |
1.2083 |
0.1400 |
10.8% |
0.0117 |
0.9% |
65% |
False |
False |
63,719 |
| 120 |
1.3483 |
1.1450 |
0.2033 |
15.6% |
0.0130 |
1.0% |
76% |
False |
False |
53,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3610 |
|
2.618 |
1.3384 |
|
1.618 |
1.3246 |
|
1.000 |
1.3161 |
|
0.618 |
1.3108 |
|
HIGH |
1.3023 |
|
0.618 |
1.2970 |
|
0.500 |
1.2954 |
|
0.382 |
1.2938 |
|
LOW |
1.2885 |
|
0.618 |
1.2800 |
|
1.000 |
1.2747 |
|
1.618 |
1.2662 |
|
2.618 |
1.2524 |
|
4.250 |
1.2299 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2979 |
1.3103 |
| PP |
1.2966 |
1.3065 |
| S1 |
1.2954 |
1.3028 |
|