CME British Pound Future December 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 |
1.3130 |
1.3266 |
0.0136 |
1.0% |
1.3061 |
| High |
1.3257 |
1.3274 |
0.0017 |
0.1% |
1.3150 |
| Low |
1.3130 |
1.3096 |
-0.0034 |
-0.3% |
1.3013 |
| Close |
1.3252 |
1.3121 |
-0.0131 |
-1.0% |
1.3099 |
| Range |
0.0127 |
0.0178 |
0.0051 |
40.2% |
0.0137 |
| ATR |
0.0102 |
0.0107 |
0.0005 |
5.4% |
0.0000 |
| Volume |
952 |
1,458 |
506 |
53.2% |
1,895 |
|
| Daily Pivots for day following 19-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3698 |
1.3587 |
1.3219 |
|
| R3 |
1.3520 |
1.3409 |
1.3170 |
|
| R2 |
1.3342 |
1.3342 |
1.3154 |
|
| R1 |
1.3231 |
1.3231 |
1.3137 |
1.3198 |
| PP |
1.3164 |
1.3164 |
1.3164 |
1.3147 |
| S1 |
1.3053 |
1.3053 |
1.3105 |
1.3020 |
| S2 |
1.2986 |
1.2986 |
1.3088 |
|
| S3 |
1.2808 |
1.2875 |
1.3072 |
|
| S4 |
1.2630 |
1.2697 |
1.3023 |
|
|
| Weekly Pivots for week ending 14-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3498 |
1.3436 |
1.3174 |
|
| R3 |
1.3361 |
1.3299 |
1.3137 |
|
| R2 |
1.3224 |
1.3224 |
1.3124 |
|
| R1 |
1.3162 |
1.3162 |
1.3112 |
1.3193 |
| PP |
1.3087 |
1.3087 |
1.3087 |
1.3103 |
| S1 |
1.3025 |
1.3025 |
1.3086 |
1.3056 |
| S2 |
1.2950 |
1.2950 |
1.3074 |
|
| S3 |
1.2813 |
1.2888 |
1.3061 |
|
| S4 |
1.2676 |
1.2751 |
1.3024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3274 |
1.3041 |
0.0233 |
1.8% |
0.0108 |
0.8% |
34% |
True |
False |
683 |
| 10 |
1.3274 |
1.3013 |
0.0261 |
2.0% |
0.0097 |
0.7% |
41% |
True |
False |
550 |
| 20 |
1.3274 |
1.2684 |
0.0590 |
4.5% |
0.0102 |
0.8% |
74% |
True |
False |
431 |
| 40 |
1.3274 |
1.2263 |
0.1011 |
7.7% |
0.0103 |
0.8% |
85% |
True |
False |
294 |
| 60 |
1.3274 |
1.2217 |
0.1057 |
8.1% |
0.0107 |
0.8% |
86% |
True |
False |
206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4031 |
|
2.618 |
1.3740 |
|
1.618 |
1.3562 |
|
1.000 |
1.3452 |
|
0.618 |
1.3384 |
|
HIGH |
1.3274 |
|
0.618 |
1.3206 |
|
0.500 |
1.3185 |
|
0.382 |
1.3164 |
|
LOW |
1.3096 |
|
0.618 |
1.2986 |
|
1.000 |
1.2918 |
|
1.618 |
1.2808 |
|
2.618 |
1.2630 |
|
4.250 |
1.2340 |
|
|
| Fisher Pivots for day following 19-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3185 |
1.3175 |
| PP |
1.3164 |
1.3157 |
| S1 |
1.3142 |
1.3139 |
|