CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2978 |
1.2998 |
0.0020 |
0.2% |
1.3353 |
| High |
1.3023 |
1.3035 |
0.0012 |
0.1% |
1.3483 |
| Low |
1.2885 |
1.2772 |
-0.0113 |
-0.9% |
1.3176 |
| Close |
1.2991 |
1.2802 |
-0.0189 |
-1.5% |
1.3291 |
| Range |
0.0138 |
0.0263 |
0.0125 |
90.6% |
0.0307 |
| ATR |
0.0134 |
0.0143 |
0.0009 |
6.9% |
0.0000 |
| Volume |
209,095 |
176,134 |
-32,961 |
-15.8% |
540,562 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3659 |
1.3493 |
1.2947 |
|
| R3 |
1.3396 |
1.3230 |
1.2874 |
|
| R2 |
1.3133 |
1.3133 |
1.2850 |
|
| R1 |
1.2967 |
1.2967 |
1.2826 |
1.2919 |
| PP |
1.2870 |
1.2870 |
1.2870 |
1.2845 |
| S1 |
1.2704 |
1.2704 |
1.2778 |
1.2656 |
| S2 |
1.2607 |
1.2607 |
1.2754 |
|
| S3 |
1.2344 |
1.2441 |
1.2730 |
|
| S4 |
1.2081 |
1.2178 |
1.2657 |
|
|
| 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 |
1.3359 |
1.2772 |
0.0587 |
4.6% |
0.0189 |
1.5% |
5% |
False |
True |
164,756 |
| 10 |
1.3483 |
1.2772 |
0.0711 |
5.6% |
0.0158 |
1.2% |
4% |
False |
True |
139,291 |
| 20 |
1.3483 |
1.2772 |
0.0711 |
5.6% |
0.0140 |
1.1% |
4% |
False |
True |
112,717 |
| 40 |
1.3483 |
1.2516 |
0.0967 |
7.6% |
0.0122 |
1.0% |
30% |
False |
False |
104,404 |
| 60 |
1.3483 |
1.2256 |
0.1227 |
9.6% |
0.0118 |
0.9% |
44% |
False |
False |
98,770 |
| 80 |
1.3483 |
1.2168 |
0.1315 |
10.3% |
0.0119 |
0.9% |
48% |
False |
False |
81,821 |
| 100 |
1.3483 |
1.2083 |
0.1400 |
10.9% |
0.0119 |
0.9% |
51% |
False |
False |
65,480 |
| 120 |
1.3483 |
1.1480 |
0.2003 |
15.6% |
0.0128 |
1.0% |
66% |
False |
False |
54,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4153 |
|
2.618 |
1.3724 |
|
1.618 |
1.3461 |
|
1.000 |
1.3298 |
|
0.618 |
1.3198 |
|
HIGH |
1.3035 |
|
0.618 |
1.2935 |
|
0.500 |
1.2904 |
|
0.382 |
1.2872 |
|
LOW |
1.2772 |
|
0.618 |
1.2609 |
|
1.000 |
1.2509 |
|
1.618 |
1.2346 |
|
2.618 |
1.2083 |
|
4.250 |
1.1654 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2904 |
1.3018 |
| PP |
1.2870 |
1.2946 |
| S1 |
1.2836 |
1.2874 |
|