CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 04-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2020 |
04-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3090 |
1.3081 |
-0.0009 |
-0.1% |
1.2802 |
| High |
1.3117 |
1.3111 |
-0.0006 |
0.0% |
1.3174 |
| Low |
1.3007 |
1.2984 |
-0.0023 |
-0.2% |
1.2788 |
| Close |
1.3078 |
1.3059 |
-0.0019 |
-0.1% |
1.3108 |
| Range |
0.0110 |
0.0127 |
0.0017 |
15.5% |
0.0386 |
| ATR |
0.0112 |
0.0113 |
0.0001 |
1.0% |
0.0000 |
| Volume |
95,502 |
97,162 |
1,660 |
1.7% |
581,790 |
|
| Daily Pivots for day following 04-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3432 |
1.3373 |
1.3129 |
|
| R3 |
1.3305 |
1.3246 |
1.3094 |
|
| R2 |
1.3178 |
1.3178 |
1.3082 |
|
| R1 |
1.3119 |
1.3119 |
1.3071 |
1.3085 |
| PP |
1.3051 |
1.3051 |
1.3051 |
1.3035 |
| S1 |
1.2992 |
1.2992 |
1.3047 |
1.2958 |
| S2 |
1.2924 |
1.2924 |
1.3036 |
|
| S3 |
1.2797 |
1.2865 |
1.3024 |
|
| S4 |
1.2670 |
1.2738 |
1.2989 |
|
|
| Weekly Pivots for week ending 31-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4181 |
1.4031 |
1.3320 |
|
| R3 |
1.3795 |
1.3645 |
1.3214 |
|
| R2 |
1.3409 |
1.3409 |
1.3179 |
|
| R1 |
1.3259 |
1.3259 |
1.3143 |
1.3334 |
| PP |
1.3023 |
1.3023 |
1.3023 |
1.3061 |
| S1 |
1.2873 |
1.2873 |
1.3073 |
1.2948 |
| S2 |
1.2637 |
1.2637 |
1.3037 |
|
| S3 |
1.2251 |
1.2487 |
1.3002 |
|
| S4 |
1.1865 |
1.2101 |
1.2896 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3174 |
1.2916 |
0.0258 |
2.0% |
0.0119 |
0.9% |
55% |
False |
False |
114,273 |
| 10 |
1.3174 |
1.2647 |
0.0527 |
4.0% |
0.0110 |
0.8% |
78% |
False |
False |
105,502 |
| 20 |
1.3174 |
1.2484 |
0.0690 |
5.3% |
0.0106 |
0.8% |
83% |
False |
False |
94,238 |
| 40 |
1.3174 |
1.2256 |
0.0918 |
7.0% |
0.0115 |
0.9% |
87% |
False |
False |
91,983 |
| 60 |
1.3174 |
1.2083 |
0.1091 |
8.4% |
0.0116 |
0.9% |
89% |
False |
False |
62,295 |
| 80 |
1.3174 |
1.2083 |
0.1091 |
8.4% |
0.0115 |
0.9% |
89% |
False |
False |
46,741 |
| 100 |
1.3174 |
1.1450 |
0.1724 |
13.2% |
0.0142 |
1.1% |
93% |
False |
False |
37,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3651 |
|
2.618 |
1.3443 |
|
1.618 |
1.3316 |
|
1.000 |
1.3238 |
|
0.618 |
1.3189 |
|
HIGH |
1.3111 |
|
0.618 |
1.3062 |
|
0.500 |
1.3048 |
|
0.382 |
1.3033 |
|
LOW |
1.2984 |
|
0.618 |
1.2906 |
|
1.000 |
1.2857 |
|
1.618 |
1.2779 |
|
2.618 |
1.2652 |
|
4.250 |
1.2444 |
|
|
| Fisher Pivots for day following 04-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3055 |
1.3079 |
| PP |
1.3051 |
1.3072 |
| S1 |
1.3048 |
1.3066 |
|