CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 26-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2020 |
26-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3065 |
1.3147 |
0.0082 |
0.6% |
1.3099 |
| High |
1.3173 |
1.3221 |
0.0048 |
0.4% |
1.3269 |
| Low |
1.3060 |
1.3119 |
0.0059 |
0.5% |
1.3061 |
| Close |
1.3148 |
1.3193 |
0.0045 |
0.3% |
1.3095 |
| Range |
0.0113 |
0.0102 |
-0.0011 |
-9.7% |
0.0208 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
82,681 |
82,393 |
-288 |
-0.3% |
473,326 |
|
| Daily Pivots for day following 26-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3484 |
1.3440 |
1.3249 |
|
| R3 |
1.3382 |
1.3338 |
1.3221 |
|
| R2 |
1.3280 |
1.3280 |
1.3212 |
|
| R1 |
1.3236 |
1.3236 |
1.3202 |
1.3258 |
| PP |
1.3178 |
1.3178 |
1.3178 |
1.3189 |
| S1 |
1.3134 |
1.3134 |
1.3184 |
1.3156 |
| S2 |
1.3076 |
1.3076 |
1.3174 |
|
| S3 |
1.2974 |
1.3032 |
1.3165 |
|
| S4 |
1.2872 |
1.2930 |
1.3137 |
|
|
| 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 |
1.3256 |
1.3056 |
0.0200 |
1.5% |
0.0133 |
1.0% |
69% |
False |
False |
94,641 |
| 10 |
1.3269 |
1.3033 |
0.0236 |
1.8% |
0.0123 |
0.9% |
68% |
False |
False |
86,142 |
| 20 |
1.3269 |
1.2948 |
0.0321 |
2.4% |
0.0114 |
0.9% |
76% |
False |
False |
93,813 |
| 40 |
1.3269 |
1.2365 |
0.0904 |
6.9% |
0.0108 |
0.8% |
92% |
False |
False |
91,196 |
| 60 |
1.3269 |
1.2256 |
0.1013 |
7.7% |
0.0114 |
0.9% |
92% |
False |
False |
85,649 |
| 80 |
1.3269 |
1.2083 |
0.1186 |
9.0% |
0.0115 |
0.9% |
94% |
False |
False |
64,425 |
| 100 |
1.3269 |
1.2083 |
0.1186 |
9.0% |
0.0115 |
0.9% |
94% |
False |
False |
51,553 |
| 120 |
1.3269 |
1.1450 |
0.1819 |
13.8% |
0.0140 |
1.1% |
96% |
False |
False |
42,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3655 |
|
2.618 |
1.3488 |
|
1.618 |
1.3386 |
|
1.000 |
1.3323 |
|
0.618 |
1.3284 |
|
HIGH |
1.3221 |
|
0.618 |
1.3182 |
|
0.500 |
1.3170 |
|
0.382 |
1.3158 |
|
LOW |
1.3119 |
|
0.618 |
1.3056 |
|
1.000 |
1.3017 |
|
1.618 |
1.2954 |
|
2.618 |
1.2852 |
|
4.250 |
1.2686 |
|
|
| Fisher Pivots for day following 26-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3185 |
1.3175 |
| PP |
1.3178 |
1.3157 |
| S1 |
1.3170 |
1.3139 |
|