CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 11-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2020 |
11-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3060 |
1.3075 |
0.0015 |
0.1% |
1.3090 |
| High |
1.3106 |
1.3134 |
0.0028 |
0.2% |
1.3189 |
| Low |
1.3021 |
1.3044 |
0.0023 |
0.2% |
1.2984 |
| Close |
1.3071 |
1.3066 |
-0.0005 |
0.0% |
1.3055 |
| Range |
0.0085 |
0.0090 |
0.0005 |
5.9% |
0.0205 |
| ATR |
0.0110 |
0.0108 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
73,699 |
93,347 |
19,648 |
26.7% |
491,692 |
|
| Daily Pivots for day following 11-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3351 |
1.3299 |
1.3116 |
|
| R3 |
1.3261 |
1.3209 |
1.3091 |
|
| R2 |
1.3171 |
1.3171 |
1.3083 |
|
| R1 |
1.3119 |
1.3119 |
1.3074 |
1.3100 |
| PP |
1.3081 |
1.3081 |
1.3081 |
1.3072 |
| S1 |
1.3029 |
1.3029 |
1.3058 |
1.3010 |
| S2 |
1.2991 |
1.2991 |
1.3050 |
|
| S3 |
1.2901 |
1.2939 |
1.3041 |
|
| S4 |
1.2811 |
1.2849 |
1.3017 |
|
|
| Weekly Pivots for week ending 07-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3691 |
1.3578 |
1.3168 |
|
| R3 |
1.3486 |
1.3373 |
1.3111 |
|
| R2 |
1.3281 |
1.3281 |
1.3093 |
|
| R1 |
1.3168 |
1.3168 |
1.3074 |
1.3122 |
| PP |
1.3076 |
1.3076 |
1.3076 |
1.3053 |
| S1 |
1.2963 |
1.2963 |
1.3036 |
1.2917 |
| S2 |
1.2871 |
1.2871 |
1.3017 |
|
| S3 |
1.2666 |
1.2758 |
1.2999 |
|
| S4 |
1.2461 |
1.2553 |
1.2942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3189 |
1.3012 |
0.0177 |
1.4% |
0.0098 |
0.7% |
31% |
False |
False |
93,214 |
| 10 |
1.3189 |
1.2916 |
0.0273 |
2.1% |
0.0109 |
0.8% |
55% |
False |
False |
103,744 |
| 20 |
1.3189 |
1.2516 |
0.0673 |
5.2% |
0.0106 |
0.8% |
82% |
False |
False |
95,962 |
| 40 |
1.3189 |
1.2256 |
0.0933 |
7.1% |
0.0109 |
0.8% |
87% |
False |
False |
92,297 |
| 60 |
1.3189 |
1.2083 |
0.1106 |
8.5% |
0.0114 |
0.9% |
89% |
False |
False |
70,049 |
| 80 |
1.3189 |
1.2083 |
0.1106 |
8.5% |
0.0114 |
0.9% |
89% |
False |
False |
52,565 |
| 100 |
1.3189 |
1.1450 |
0.1739 |
13.3% |
0.0130 |
1.0% |
93% |
False |
False |
42,061 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3517 |
|
2.618 |
1.3370 |
|
1.618 |
1.3280 |
|
1.000 |
1.3224 |
|
0.618 |
1.3190 |
|
HIGH |
1.3134 |
|
0.618 |
1.3100 |
|
0.500 |
1.3089 |
|
0.382 |
1.3078 |
|
LOW |
1.3044 |
|
0.618 |
1.2988 |
|
1.000 |
1.2954 |
|
1.618 |
1.2898 |
|
2.618 |
1.2808 |
|
4.250 |
1.2662 |
|
|
| Fisher Pivots for day following 11-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3089 |
1.3081 |
| PP |
1.3081 |
1.3076 |
| S1 |
1.3074 |
1.3071 |
|