CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3074 |
1.3160 |
0.0086 |
0.7% |
1.3076 |
| High |
1.3177 |
1.3228 |
0.0051 |
0.4% |
1.3274 |
| Low |
1.3066 |
1.3126 |
0.0060 |
0.5% |
1.3067 |
| Close |
1.3154 |
1.3199 |
0.0045 |
0.3% |
1.3100 |
| Range |
0.0111 |
0.0102 |
-0.0009 |
-8.1% |
0.0207 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
745 |
2,452 |
1,707 |
229.1% |
4,706 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3490 |
1.3447 |
1.3255 |
|
| R3 |
1.3388 |
1.3345 |
1.3227 |
|
| R2 |
1.3286 |
1.3286 |
1.3218 |
|
| R1 |
1.3243 |
1.3243 |
1.3208 |
1.3265 |
| PP |
1.3184 |
1.3184 |
1.3184 |
1.3195 |
| S1 |
1.3141 |
1.3141 |
1.3190 |
1.3163 |
| S2 |
1.3082 |
1.3082 |
1.3180 |
|
| S3 |
1.2980 |
1.3039 |
1.3171 |
|
| S4 |
1.2878 |
1.2937 |
1.3143 |
|
|
| 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 |
1.3261 |
1.3062 |
0.0199 |
1.5% |
0.0132 |
1.0% |
69% |
False |
False |
1,378 |
| 10 |
1.3274 |
1.3041 |
0.0233 |
1.8% |
0.0120 |
0.9% |
68% |
False |
False |
1,030 |
| 20 |
1.3274 |
1.2955 |
0.0319 |
2.4% |
0.0111 |
0.8% |
76% |
False |
False |
693 |
| 40 |
1.3274 |
1.2371 |
0.0903 |
6.8% |
0.0104 |
0.8% |
92% |
False |
False |
448 |
| 60 |
1.3274 |
1.2263 |
0.1011 |
7.7% |
0.0109 |
0.8% |
93% |
False |
False |
320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3662 |
|
2.618 |
1.3495 |
|
1.618 |
1.3393 |
|
1.000 |
1.3330 |
|
0.618 |
1.3291 |
|
HIGH |
1.3228 |
|
0.618 |
1.3189 |
|
0.500 |
1.3177 |
|
0.382 |
1.3165 |
|
LOW |
1.3126 |
|
0.618 |
1.3063 |
|
1.000 |
1.3024 |
|
1.618 |
1.2961 |
|
2.618 |
1.2859 |
|
4.250 |
1.2693 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3192 |
1.3181 |
| PP |
1.3184 |
1.3163 |
| S1 |
1.3177 |
1.3145 |
|