CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 19-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2020 |
19-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3109 |
1.3245 |
0.0136 |
1.0% |
1.3060 |
| High |
1.3252 |
1.3269 |
0.0017 |
0.1% |
1.3145 |
| Low |
1.3104 |
1.3095 |
-0.0009 |
-0.1% |
1.3008 |
| Close |
1.3246 |
1.3116 |
-0.0130 |
-1.0% |
1.3093 |
| Range |
0.0148 |
0.0174 |
0.0026 |
17.6% |
0.0137 |
| ATR |
0.0103 |
0.0108 |
0.0005 |
4.9% |
0.0000 |
| Volume |
91,544 |
96,552 |
5,008 |
5.5% |
404,539 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3682 |
1.3573 |
1.3212 |
|
| R3 |
1.3508 |
1.3399 |
1.3164 |
|
| R2 |
1.3334 |
1.3334 |
1.3148 |
|
| R1 |
1.3225 |
1.3225 |
1.3132 |
1.3193 |
| PP |
1.3160 |
1.3160 |
1.3160 |
1.3144 |
| S1 |
1.3051 |
1.3051 |
1.3100 |
1.3019 |
| S2 |
1.2986 |
1.2986 |
1.3084 |
|
| S3 |
1.2812 |
1.2877 |
1.3068 |
|
| S4 |
1.2638 |
1.2703 |
1.3020 |
|
|
| 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 |
1.3269 |
1.3033 |
0.0236 |
1.8% |
0.0112 |
0.9% |
35% |
True |
False |
77,643 |
| 10 |
1.3269 |
1.3008 |
0.0261 |
2.0% |
0.0101 |
0.8% |
41% |
True |
False |
84,881 |
| 20 |
1.3269 |
1.2677 |
0.0592 |
4.5% |
0.0106 |
0.8% |
74% |
True |
False |
94,821 |
| 40 |
1.3269 |
1.2256 |
0.1013 |
7.7% |
0.0106 |
0.8% |
85% |
True |
False |
90,028 |
| 60 |
1.3269 |
1.2212 |
0.1057 |
8.1% |
0.0114 |
0.9% |
86% |
True |
False |
77,938 |
| 80 |
1.3269 |
1.2083 |
0.1186 |
9.0% |
0.0114 |
0.9% |
87% |
True |
False |
58,522 |
| 100 |
1.3269 |
1.2083 |
0.1186 |
9.0% |
0.0114 |
0.9% |
87% |
True |
False |
46,823 |
| 120 |
1.3269 |
1.1450 |
0.1819 |
13.9% |
0.0137 |
1.0% |
92% |
True |
False |
39,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4009 |
|
2.618 |
1.3725 |
|
1.618 |
1.3551 |
|
1.000 |
1.3443 |
|
0.618 |
1.3377 |
|
HIGH |
1.3269 |
|
0.618 |
1.3203 |
|
0.500 |
1.3182 |
|
0.382 |
1.3161 |
|
LOW |
1.3095 |
|
0.618 |
1.2987 |
|
1.000 |
1.2921 |
|
1.618 |
1.2813 |
|
2.618 |
1.2639 |
|
4.250 |
1.2356 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3182 |
1.3173 |
| PP |
1.3160 |
1.3154 |
| S1 |
1.3138 |
1.3135 |
|