CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 21-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3114 |
1.3227 |
0.0113 |
0.9% |
1.3076 |
| High |
1.3231 |
1.3261 |
0.0030 |
0.2% |
1.3274 |
| Low |
1.3070 |
1.3067 |
-0.0003 |
0.0% |
1.3067 |
| Close |
1.3219 |
1.3100 |
-0.0119 |
-0.9% |
1.3100 |
| Range |
0.0161 |
0.0194 |
0.0033 |
20.5% |
0.0207 |
| ATR |
0.0111 |
0.0117 |
0.0006 |
5.4% |
0.0000 |
| Volume |
871 |
1,236 |
365 |
41.9% |
4,706 |
|
| Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3725 |
1.3606 |
1.3207 |
|
| R3 |
1.3531 |
1.3412 |
1.3153 |
|
| R2 |
1.3337 |
1.3337 |
1.3136 |
|
| R1 |
1.3218 |
1.3218 |
1.3118 |
1.3181 |
| PP |
1.3143 |
1.3143 |
1.3143 |
1.3124 |
| S1 |
1.3024 |
1.3024 |
1.3082 |
1.2987 |
| S2 |
1.2949 |
1.2949 |
1.3064 |
|
| S3 |
1.2755 |
1.2830 |
1.3047 |
|
| S4 |
1.2561 |
1.2636 |
1.2993 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3768 |
1.3641 |
1.3214 |
|
| R3 |
1.3561 |
1.3434 |
1.3157 |
|
| R2 |
1.3354 |
1.3354 |
1.3138 |
|
| R1 |
1.3227 |
1.3227 |
1.3119 |
1.3291 |
| PP |
1.3147 |
1.3147 |
1.3147 |
1.3179 |
| S1 |
1.3020 |
1.3020 |
1.3081 |
1.3084 |
| S2 |
1.2940 |
1.2940 |
1.3062 |
|
| S3 |
1.2733 |
1.2813 |
1.3043 |
|
| S4 |
1.2526 |
1.2606 |
1.2986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3274 |
1.3067 |
0.0207 |
1.6% |
0.0142 |
1.1% |
16% |
False |
True |
941 |
| 10 |
1.3274 |
1.3013 |
0.0261 |
2.0% |
0.0113 |
0.9% |
33% |
False |
False |
660 |
| 20 |
1.3274 |
1.2803 |
0.0471 |
3.6% |
0.0111 |
0.8% |
63% |
False |
False |
481 |
| 40 |
1.3274 |
1.2263 |
0.1011 |
7.7% |
0.0107 |
0.8% |
83% |
False |
False |
346 |
| 60 |
1.3274 |
1.2263 |
0.1011 |
7.7% |
0.0109 |
0.8% |
83% |
False |
False |
241 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4086 |
|
2.618 |
1.3769 |
|
1.618 |
1.3575 |
|
1.000 |
1.3455 |
|
0.618 |
1.3381 |
|
HIGH |
1.3261 |
|
0.618 |
1.3187 |
|
0.500 |
1.3164 |
|
0.382 |
1.3141 |
|
LOW |
1.3067 |
|
0.618 |
1.2947 |
|
1.000 |
1.2873 |
|
1.618 |
1.2753 |
|
2.618 |
1.2559 |
|
4.250 |
1.2243 |
|
|
| Fisher Pivots for day following 21-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3164 |
1.3171 |
| PP |
1.3143 |
1.3147 |
| S1 |
1.3121 |
1.3124 |
|