CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 14-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2020 |
14-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2805 |
1.2789 |
-0.0016 |
-0.1% |
1.3250 |
| High |
1.2865 |
1.2920 |
0.0055 |
0.4% |
1.3263 |
| Low |
1.2763 |
1.2789 |
0.0026 |
0.2% |
1.2763 |
| Close |
1.2790 |
1.2902 |
0.0112 |
0.9% |
1.2790 |
| Range |
0.0102 |
0.0131 |
0.0029 |
28.4% |
0.0500 |
| ATR |
0.0140 |
0.0140 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
27,152 |
5,102 |
-22,050 |
-81.2% |
635,320 |
|
| Daily Pivots for day following 14-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3263 |
1.3214 |
1.2974 |
|
| R3 |
1.3132 |
1.3083 |
1.2938 |
|
| R2 |
1.3001 |
1.3001 |
1.2926 |
|
| R1 |
1.2952 |
1.2952 |
1.2914 |
1.2977 |
| PP |
1.2870 |
1.2870 |
1.2870 |
1.2883 |
| S1 |
1.2821 |
1.2821 |
1.2890 |
1.2846 |
| S2 |
1.2739 |
1.2739 |
1.2878 |
|
| S3 |
1.2608 |
1.2690 |
1.2866 |
|
| S4 |
1.2477 |
1.2559 |
1.2830 |
|
|
| 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 |
1.3263 |
1.2763 |
0.0500 |
3.9% |
0.0183 |
1.4% |
28% |
False |
False |
128,084 |
| 10 |
1.3483 |
1.2763 |
0.0720 |
5.6% |
0.0152 |
1.2% |
19% |
False |
False |
118,098 |
| 20 |
1.3483 |
1.2763 |
0.0720 |
5.6% |
0.0142 |
1.1% |
19% |
False |
False |
106,882 |
| 40 |
1.3483 |
1.2522 |
0.0961 |
7.4% |
0.0124 |
1.0% |
40% |
False |
False |
101,973 |
| 60 |
1.3483 |
1.2256 |
0.1227 |
9.5% |
0.0118 |
0.9% |
53% |
False |
False |
95,890 |
| 80 |
1.3483 |
1.2168 |
0.1315 |
10.2% |
0.0120 |
0.9% |
56% |
False |
False |
82,218 |
| 100 |
1.3483 |
1.2083 |
0.1400 |
10.9% |
0.0118 |
0.9% |
59% |
False |
False |
65,802 |
| 120 |
1.3483 |
1.1668 |
0.1815 |
14.1% |
0.0125 |
1.0% |
68% |
False |
False |
54,840 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3477 |
|
2.618 |
1.3263 |
|
1.618 |
1.3132 |
|
1.000 |
1.3051 |
|
0.618 |
1.3001 |
|
HIGH |
1.2920 |
|
0.618 |
1.2870 |
|
0.500 |
1.2855 |
|
0.382 |
1.2839 |
|
LOW |
1.2789 |
|
0.618 |
1.2708 |
|
1.000 |
1.2658 |
|
1.618 |
1.2577 |
|
2.618 |
1.2446 |
|
4.250 |
1.2232 |
|
|
| Fisher Pivots for day following 14-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2886 |
1.2901 |
| PP |
1.2870 |
1.2900 |
| S1 |
1.2855 |
1.2899 |
|