CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 11-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2020 |
11-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2998 |
1.2805 |
-0.0193 |
-1.5% |
1.3250 |
| High |
1.3035 |
1.2865 |
-0.0170 |
-1.3% |
1.3263 |
| Low |
1.2772 |
1.2763 |
-0.0009 |
-0.1% |
1.2763 |
| Close |
1.2802 |
1.2790 |
-0.0012 |
-0.1% |
1.2790 |
| Range |
0.0263 |
0.0102 |
-0.0161 |
-61.2% |
0.0500 |
| ATR |
0.0143 |
0.0140 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
176,134 |
27,152 |
-148,982 |
-84.6% |
635,320 |
|
| Daily Pivots for day following 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3112 |
1.3053 |
1.2846 |
|
| R3 |
1.3010 |
1.2951 |
1.2818 |
|
| R2 |
1.2908 |
1.2908 |
1.2809 |
|
| R1 |
1.2849 |
1.2849 |
1.2799 |
1.2828 |
| PP |
1.2806 |
1.2806 |
1.2806 |
1.2795 |
| S1 |
1.2747 |
1.2747 |
1.2781 |
1.2726 |
| S2 |
1.2704 |
1.2704 |
1.2771 |
|
| S3 |
1.2602 |
1.2645 |
1.2762 |
|
| S4 |
1.2500 |
1.2543 |
1.2734 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4439 |
1.4114 |
1.3065 |
|
| R3 |
1.3939 |
1.3614 |
1.2928 |
|
| R2 |
1.3439 |
1.3439 |
1.2882 |
|
| R1 |
1.3114 |
1.3114 |
1.2836 |
1.3027 |
| PP |
1.2939 |
1.2939 |
1.2939 |
1.2895 |
| S1 |
1.2614 |
1.2614 |
1.2744 |
1.2527 |
| S2 |
1.2439 |
1.2439 |
1.2698 |
|
| S3 |
1.1939 |
1.2114 |
1.2653 |
|
| S4 |
1.1439 |
1.1614 |
1.2515 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3320 |
1.2763 |
0.0557 |
4.4% |
0.0186 |
1.5% |
5% |
False |
True |
149,884 |
| 10 |
1.3483 |
1.2763 |
0.0720 |
5.6% |
0.0156 |
1.2% |
4% |
False |
True |
128,908 |
| 20 |
1.3483 |
1.2763 |
0.0720 |
5.6% |
0.0141 |
1.1% |
4% |
False |
True |
110,084 |
| 40 |
1.3483 |
1.2516 |
0.0967 |
7.6% |
0.0122 |
1.0% |
28% |
False |
False |
103,116 |
| 60 |
1.3483 |
1.2256 |
0.1227 |
9.6% |
0.0119 |
0.9% |
44% |
False |
False |
97,942 |
| 80 |
1.3483 |
1.2168 |
0.1315 |
10.3% |
0.0119 |
0.9% |
47% |
False |
False |
82,156 |
| 100 |
1.3483 |
1.2083 |
0.1400 |
10.9% |
0.0118 |
0.9% |
51% |
False |
False |
65,751 |
| 120 |
1.3483 |
1.1526 |
0.1957 |
15.3% |
0.0126 |
1.0% |
65% |
False |
False |
54,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3299 |
|
2.618 |
1.3132 |
|
1.618 |
1.3030 |
|
1.000 |
1.2967 |
|
0.618 |
1.2928 |
|
HIGH |
1.2865 |
|
0.618 |
1.2826 |
|
0.500 |
1.2814 |
|
0.382 |
1.2802 |
|
LOW |
1.2763 |
|
0.618 |
1.2700 |
|
1.000 |
1.2661 |
|
1.618 |
1.2598 |
|
2.618 |
1.2496 |
|
4.250 |
1.2330 |
|
|
| Fisher Pivots for day following 11-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2814 |
1.2899 |
| PP |
1.2806 |
1.2863 |
| S1 |
1.2798 |
1.2826 |
|