CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 18-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2020 |
18-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3099 |
1.3109 |
0.0010 |
0.1% |
1.3060 |
| High |
1.3123 |
1.3252 |
0.0129 |
1.0% |
1.3145 |
| Low |
1.3076 |
1.3104 |
0.0028 |
0.2% |
1.3008 |
| Close |
1.3103 |
1.3246 |
0.0143 |
1.1% |
1.3093 |
| Range |
0.0047 |
0.0148 |
0.0101 |
214.9% |
0.0137 |
| ATR |
0.0100 |
0.0103 |
0.0004 |
3.5% |
0.0000 |
| Volume |
51,166 |
91,544 |
40,378 |
78.9% |
404,539 |
|
| Daily Pivots for day following 18-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3645 |
1.3593 |
1.3327 |
|
| R3 |
1.3497 |
1.3445 |
1.3287 |
|
| R2 |
1.3349 |
1.3349 |
1.3273 |
|
| R1 |
1.3297 |
1.3297 |
1.3260 |
1.3323 |
| PP |
1.3201 |
1.3201 |
1.3201 |
1.3214 |
| S1 |
1.3149 |
1.3149 |
1.3232 |
1.3175 |
| S2 |
1.3053 |
1.3053 |
1.3219 |
|
| S3 |
1.2905 |
1.3001 |
1.3205 |
|
| S4 |
1.2757 |
1.2853 |
1.3165 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3493 |
1.3430 |
1.3168 |
|
| R3 |
1.3356 |
1.3293 |
1.3131 |
|
| R2 |
1.3219 |
1.3219 |
1.3118 |
|
| R1 |
1.3156 |
1.3156 |
1.3106 |
1.3188 |
| PP |
1.3082 |
1.3082 |
1.3082 |
1.3098 |
| S1 |
1.3019 |
1.3019 |
1.3080 |
1.3051 |
| S2 |
1.2945 |
1.2945 |
1.3068 |
|
| S3 |
1.2808 |
1.2882 |
1.3055 |
|
| S4 |
1.2671 |
1.2745 |
1.3018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3252 |
1.3008 |
0.0244 |
1.8% |
0.0089 |
0.7% |
98% |
True |
False |
76,040 |
| 10 |
1.3252 |
1.3008 |
0.0244 |
1.8% |
0.0094 |
0.7% |
98% |
True |
False |
84,627 |
| 20 |
1.3252 |
1.2647 |
0.0605 |
4.6% |
0.0102 |
0.8% |
99% |
True |
False |
95,065 |
| 40 |
1.3252 |
1.2256 |
0.0996 |
7.5% |
0.0104 |
0.8% |
99% |
True |
False |
89,829 |
| 60 |
1.3252 |
1.2170 |
0.1082 |
8.2% |
0.0114 |
0.9% |
99% |
True |
False |
76,366 |
| 80 |
1.3252 |
1.2083 |
0.1169 |
8.8% |
0.0113 |
0.8% |
99% |
True |
False |
57,316 |
| 100 |
1.3252 |
1.2083 |
0.1169 |
8.8% |
0.0116 |
0.9% |
99% |
True |
False |
45,859 |
| 120 |
1.3252 |
1.1450 |
0.1802 |
13.6% |
0.0137 |
1.0% |
100% |
True |
False |
38,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3881 |
|
2.618 |
1.3639 |
|
1.618 |
1.3491 |
|
1.000 |
1.3400 |
|
0.618 |
1.3343 |
|
HIGH |
1.3252 |
|
0.618 |
1.3195 |
|
0.500 |
1.3178 |
|
0.382 |
1.3161 |
|
LOW |
1.3104 |
|
0.618 |
1.3013 |
|
1.000 |
1.2956 |
|
1.618 |
1.2865 |
|
2.618 |
1.2717 |
|
4.250 |
1.2475 |
|
|
| Fisher Pivots for day following 18-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3223 |
1.3214 |
| PP |
1.3201 |
1.3182 |
| S1 |
1.3178 |
1.3151 |
|