CME British Pound Future December 2020
Trading Metrics calculated at close of trading on 02-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2020 |
02-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
1.3375 |
1.3403 |
0.0028 |
0.2% |
1.3096 |
High |
1.3489 |
1.3408 |
-0.0081 |
-0.6% |
1.3362 |
Low |
1.3365 |
1.3291 |
-0.0074 |
-0.6% |
1.3062 |
Close |
1.3391 |
1.3329 |
-0.0062 |
-0.5% |
1.3350 |
Range |
0.0124 |
0.0117 |
-0.0007 |
-5.6% |
0.0300 |
ATR |
0.0117 |
0.0117 |
0.0000 |
0.0% |
0.0000 |
Volume |
1,402 |
11,713 |
10,311 |
735.4% |
7,662 |
|
Daily Pivots for day following 02-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3694 |
1.3628 |
1.3393 |
|
R3 |
1.3577 |
1.3511 |
1.3361 |
|
R2 |
1.3460 |
1.3460 |
1.3350 |
|
R1 |
1.3394 |
1.3394 |
1.3340 |
1.3369 |
PP |
1.3343 |
1.3343 |
1.3343 |
1.3330 |
S1 |
1.3277 |
1.3277 |
1.3318 |
1.3252 |
S2 |
1.3226 |
1.3226 |
1.3308 |
|
S3 |
1.3109 |
1.3160 |
1.3297 |
|
S4 |
1.2992 |
1.3043 |
1.3265 |
|
|
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 |
1.3489 |
1.3169 |
0.0320 |
2.4% |
0.0124 |
0.9% |
50% |
False |
False |
3,570 |
10 |
1.3489 |
1.3062 |
0.0427 |
3.2% |
0.0128 |
1.0% |
63% |
False |
False |
2,474 |
20 |
1.3489 |
1.3013 |
0.0476 |
3.6% |
0.0112 |
0.8% |
66% |
False |
False |
1,512 |
40 |
1.3489 |
1.2491 |
0.0998 |
7.5% |
0.0107 |
0.8% |
84% |
False |
False |
873 |
60 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0110 |
0.8% |
87% |
False |
False |
615 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3905 |
2.618 |
1.3714 |
1.618 |
1.3597 |
1.000 |
1.3525 |
0.618 |
1.3480 |
HIGH |
1.3408 |
0.618 |
1.3363 |
0.500 |
1.3350 |
0.382 |
1.3336 |
LOW |
1.3291 |
0.618 |
1.3219 |
1.000 |
1.3174 |
1.618 |
1.3102 |
2.618 |
1.2985 |
4.250 |
1.2794 |
|
|
Fisher Pivots for day following 02-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
1.3350 |
1.3390 |
PP |
1.3343 |
1.3370 |
S1 |
1.3336 |
1.3349 |
|