CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3210 |
1.3363 |
0.0153 |
1.2% |
1.3096 |
| High |
1.3362 |
1.3402 |
0.0040 |
0.3% |
1.3362 |
| Low |
1.3194 |
1.3310 |
0.0116 |
0.9% |
1.3062 |
| Close |
1.3350 |
1.3385 |
0.0035 |
0.3% |
1.3350 |
| Range |
0.0168 |
0.0092 |
-0.0076 |
-45.2% |
0.0300 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
1,895 |
1,857 |
-38 |
-2.0% |
7,662 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3642 |
1.3605 |
1.3436 |
|
| R3 |
1.3550 |
1.3513 |
1.3410 |
|
| R2 |
1.3458 |
1.3458 |
1.3402 |
|
| R1 |
1.3421 |
1.3421 |
1.3393 |
1.3440 |
| PP |
1.3366 |
1.3366 |
1.3366 |
1.3375 |
| S1 |
1.3329 |
1.3329 |
1.3377 |
1.3348 |
| S2 |
1.3274 |
1.3274 |
1.3368 |
|
| S3 |
1.3182 |
1.3237 |
1.3360 |
|
| S4 |
1.3090 |
1.3145 |
1.3334 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4158 |
1.4054 |
1.3515 |
|
| R3 |
1.3858 |
1.3754 |
1.3433 |
|
| R2 |
1.3558 |
1.3558 |
1.3405 |
|
| R1 |
1.3454 |
1.3454 |
1.3378 |
1.3506 |
| PP |
1.3258 |
1.3258 |
1.3258 |
1.3284 |
| S1 |
1.3154 |
1.3154 |
1.3323 |
1.3206 |
| S2 |
1.2958 |
1.2958 |
1.3295 |
|
| S3 |
1.2658 |
1.2854 |
1.3268 |
|
| S4 |
1.2358 |
1.2554 |
1.3185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3402 |
1.3066 |
0.0336 |
2.5% |
0.0119 |
0.9% |
95% |
True |
False |
1,586 |
| 10 |
1.3402 |
1.3062 |
0.0340 |
2.5% |
0.0135 |
1.0% |
95% |
True |
False |
1,403 |
| 20 |
1.3402 |
1.2989 |
0.0413 |
3.1% |
0.0112 |
0.8% |
96% |
True |
False |
897 |
| 40 |
1.3402 |
1.2474 |
0.0928 |
6.9% |
0.0107 |
0.8% |
98% |
True |
False |
547 |
| 60 |
1.3402 |
1.2263 |
0.1139 |
8.5% |
0.0110 |
0.8% |
99% |
True |
False |
397 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3793 |
|
2.618 |
1.3643 |
|
1.618 |
1.3551 |
|
1.000 |
1.3494 |
|
0.618 |
1.3459 |
|
HIGH |
1.3402 |
|
0.618 |
1.3367 |
|
0.500 |
1.3356 |
|
0.382 |
1.3345 |
|
LOW |
1.3310 |
|
0.618 |
1.3253 |
|
1.000 |
1.3218 |
|
1.618 |
1.3161 |
|
2.618 |
1.3069 |
|
4.250 |
1.2919 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3375 |
1.3352 |
| PP |
1.3366 |
1.3319 |
| S1 |
1.3356 |
1.3286 |
|