CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3227 |
1.3096 |
-0.0131 |
-1.0% |
1.3076 |
| High |
1.3261 |
1.3156 |
-0.0105 |
-0.8% |
1.3274 |
| Low |
1.3067 |
1.3062 |
-0.0005 |
0.0% |
1.3067 |
| Close |
1.3100 |
1.3066 |
-0.0034 |
-0.3% |
1.3100 |
| Range |
0.0194 |
0.0094 |
-0.0100 |
-51.5% |
0.0207 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
1,236 |
1,586 |
350 |
28.3% |
4,706 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3377 |
1.3315 |
1.3118 |
|
| R3 |
1.3283 |
1.3221 |
1.3092 |
|
| R2 |
1.3189 |
1.3189 |
1.3083 |
|
| R1 |
1.3127 |
1.3127 |
1.3075 |
1.3111 |
| PP |
1.3095 |
1.3095 |
1.3095 |
1.3087 |
| S1 |
1.3033 |
1.3033 |
1.3057 |
1.3017 |
| S2 |
1.3001 |
1.3001 |
1.3049 |
|
| S3 |
1.2907 |
1.2939 |
1.3040 |
|
| S4 |
1.2813 |
1.2845 |
1.3014 |
|
|
| 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 |
1.3062 |
0.0212 |
1.6% |
0.0151 |
1.2% |
2% |
False |
True |
1,220 |
| 10 |
1.3274 |
1.3013 |
0.0261 |
2.0% |
0.0114 |
0.9% |
20% |
False |
False |
784 |
| 20 |
1.3274 |
1.2849 |
0.0425 |
3.3% |
0.0111 |
0.8% |
51% |
False |
False |
556 |
| 40 |
1.3274 |
1.2263 |
0.1011 |
7.7% |
0.0106 |
0.8% |
79% |
False |
False |
385 |
| 60 |
1.3274 |
1.2263 |
0.1011 |
7.7% |
0.0109 |
0.8% |
79% |
False |
False |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3556 |
|
2.618 |
1.3402 |
|
1.618 |
1.3308 |
|
1.000 |
1.3250 |
|
0.618 |
1.3214 |
|
HIGH |
1.3156 |
|
0.618 |
1.3120 |
|
0.500 |
1.3109 |
|
0.382 |
1.3098 |
|
LOW |
1.3062 |
|
0.618 |
1.3004 |
|
1.000 |
1.2968 |
|
1.618 |
1.2910 |
|
2.618 |
1.2816 |
|
4.250 |
1.2663 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3109 |
1.3162 |
| PP |
1.3095 |
1.3130 |
| S1 |
1.3080 |
1.3098 |
|