CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 24-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2020 |
24-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3217 |
1.3088 |
-0.0129 |
-1.0% |
1.3099 |
| High |
1.3256 |
1.3151 |
-0.0105 |
-0.8% |
1.3269 |
| Low |
1.3061 |
1.3056 |
-0.0005 |
0.0% |
1.3061 |
| Close |
1.3095 |
1.3060 |
-0.0035 |
-0.3% |
1.3095 |
| Range |
0.0195 |
0.0095 |
-0.0100 |
-51.3% |
0.0208 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
113,024 |
74,071 |
-38,953 |
-34.5% |
473,326 |
|
| Daily Pivots for day following 24-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3374 |
1.3312 |
1.3112 |
|
| R3 |
1.3279 |
1.3217 |
1.3086 |
|
| R2 |
1.3184 |
1.3184 |
1.3077 |
|
| R1 |
1.3122 |
1.3122 |
1.3069 |
1.3106 |
| PP |
1.3089 |
1.3089 |
1.3089 |
1.3081 |
| S1 |
1.3027 |
1.3027 |
1.3051 |
1.3011 |
| S2 |
1.2994 |
1.2994 |
1.3043 |
|
| S3 |
1.2899 |
1.2932 |
1.3034 |
|
| S4 |
1.2804 |
1.2837 |
1.3008 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3766 |
1.3638 |
1.3209 |
|
| R3 |
1.3558 |
1.3430 |
1.3152 |
|
| R2 |
1.3350 |
1.3350 |
1.3133 |
|
| R1 |
1.3222 |
1.3222 |
1.3114 |
1.3182 |
| PP |
1.3142 |
1.3142 |
1.3142 |
1.3122 |
| S1 |
1.3014 |
1.3014 |
1.3076 |
1.2974 |
| S2 |
1.2934 |
1.2934 |
1.3057 |
|
| S3 |
1.2726 |
1.2806 |
1.3038 |
|
| S4 |
1.2518 |
1.2598 |
1.2981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3269 |
1.3056 |
0.0213 |
1.6% |
0.0155 |
1.2% |
2% |
False |
True |
99,246 |
| 10 |
1.3269 |
1.3008 |
0.0261 |
2.0% |
0.0116 |
0.9% |
20% |
False |
False |
87,823 |
| 20 |
1.3269 |
1.2843 |
0.0426 |
3.3% |
0.0114 |
0.9% |
51% |
False |
False |
96,512 |
| 40 |
1.3269 |
1.2256 |
0.1013 |
7.8% |
0.0109 |
0.8% |
79% |
False |
False |
91,538 |
| 60 |
1.3269 |
1.2256 |
0.1013 |
7.8% |
0.0115 |
0.9% |
79% |
False |
False |
83,035 |
| 80 |
1.3269 |
1.2083 |
0.1186 |
9.1% |
0.0114 |
0.9% |
82% |
False |
False |
62,364 |
| 100 |
1.3269 |
1.2083 |
0.1186 |
9.1% |
0.0115 |
0.9% |
82% |
False |
False |
49,902 |
| 120 |
1.3269 |
1.1450 |
0.1819 |
13.9% |
0.0139 |
1.1% |
89% |
False |
False |
41,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3555 |
|
2.618 |
1.3400 |
|
1.618 |
1.3305 |
|
1.000 |
1.3246 |
|
0.618 |
1.3210 |
|
HIGH |
1.3151 |
|
0.618 |
1.3115 |
|
0.500 |
1.3104 |
|
0.382 |
1.3092 |
|
LOW |
1.3056 |
|
0.618 |
1.2997 |
|
1.000 |
1.2961 |
|
1.618 |
1.2902 |
|
2.618 |
1.2807 |
|
4.250 |
1.2652 |
|
|
| Fisher Pivots for day following 24-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3104 |
1.3156 |
| PP |
1.3089 |
1.3124 |
| S1 |
1.3075 |
1.3092 |
|