CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 31-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2020 |
31-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3204 |
1.3353 |
0.0149 |
1.1% |
1.3088 |
| High |
1.3357 |
1.3397 |
0.0040 |
0.3% |
1.3357 |
| Low |
1.3187 |
1.3303 |
0.0116 |
0.9% |
1.3056 |
| Close |
1.3344 |
1.3379 |
0.0035 |
0.3% |
1.3344 |
| Range |
0.0170 |
0.0094 |
-0.0076 |
-44.7% |
0.0301 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
113,205 |
83,187 |
-30,018 |
-26.5% |
483,334 |
|
| Daily Pivots for day following 31-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3642 |
1.3604 |
1.3431 |
|
| R3 |
1.3548 |
1.3510 |
1.3405 |
|
| R2 |
1.3454 |
1.3454 |
1.3396 |
|
| R1 |
1.3416 |
1.3416 |
1.3388 |
1.3435 |
| PP |
1.3360 |
1.3360 |
1.3360 |
1.3369 |
| S1 |
1.3322 |
1.3322 |
1.3370 |
1.3341 |
| S2 |
1.3266 |
1.3266 |
1.3362 |
|
| S3 |
1.3172 |
1.3228 |
1.3353 |
|
| S4 |
1.3078 |
1.3134 |
1.3327 |
|
|
| Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4155 |
1.4051 |
1.3510 |
|
| R3 |
1.3854 |
1.3750 |
1.3427 |
|
| R2 |
1.3553 |
1.3553 |
1.3399 |
|
| R1 |
1.3449 |
1.3449 |
1.3372 |
1.3501 |
| PP |
1.3252 |
1.3252 |
1.3252 |
1.3279 |
| S1 |
1.3148 |
1.3148 |
1.3316 |
1.3200 |
| S2 |
1.2951 |
1.2951 |
1.3289 |
|
| S3 |
1.2650 |
1.2847 |
1.3261 |
|
| S4 |
1.2349 |
1.2546 |
1.3178 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3397 |
1.3060 |
0.0337 |
2.5% |
0.0121 |
0.9% |
95% |
True |
False |
98,490 |
| 10 |
1.3397 |
1.3056 |
0.0341 |
2.5% |
0.0138 |
1.0% |
95% |
True |
False |
98,868 |
| 20 |
1.3397 |
1.2984 |
0.0413 |
3.1% |
0.0115 |
0.9% |
96% |
True |
False |
92,028 |
| 40 |
1.3397 |
1.2467 |
0.0930 |
7.0% |
0.0110 |
0.8% |
98% |
True |
False |
92,886 |
| 60 |
1.3397 |
1.2256 |
0.1141 |
8.5% |
0.0115 |
0.9% |
98% |
True |
False |
90,868 |
| 80 |
1.3397 |
1.2083 |
0.1314 |
9.8% |
0.0115 |
0.9% |
99% |
True |
False |
68,514 |
| 100 |
1.3397 |
1.2083 |
0.1314 |
9.8% |
0.0115 |
0.9% |
99% |
True |
False |
54,827 |
| 120 |
1.3397 |
1.1450 |
0.1947 |
14.6% |
0.0139 |
1.0% |
99% |
True |
False |
45,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3797 |
|
2.618 |
1.3643 |
|
1.618 |
1.3549 |
|
1.000 |
1.3491 |
|
0.618 |
1.3455 |
|
HIGH |
1.3397 |
|
0.618 |
1.3361 |
|
0.500 |
1.3350 |
|
0.382 |
1.3339 |
|
LOW |
1.3303 |
|
0.618 |
1.3245 |
|
1.000 |
1.3209 |
|
1.618 |
1.3151 |
|
2.618 |
1.3057 |
|
4.250 |
1.2904 |
|
|
| Fisher Pivots for day following 31-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3369 |
1.3346 |
| PP |
1.3360 |
1.3313 |
| S1 |
1.3350 |
1.3280 |
|