CME British Pound Future December 2020
Trading Metrics calculated at close of trading on 20-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2020 |
20-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1.3266 |
1.3114 |
-0.0152 |
-1.1% |
1.3061 |
High |
1.3274 |
1.3231 |
-0.0043 |
-0.3% |
1.3150 |
Low |
1.3096 |
1.3070 |
-0.0026 |
-0.2% |
1.3013 |
Close |
1.3121 |
1.3219 |
0.0098 |
0.7% |
1.3099 |
Range |
0.0178 |
0.0161 |
-0.0017 |
-9.6% |
0.0137 |
ATR |
0.0107 |
0.0111 |
0.0004 |
3.6% |
0.0000 |
Volume |
1,458 |
871 |
-587 |
-40.3% |
1,895 |
|
Daily Pivots for day following 20-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3656 |
1.3599 |
1.3308 |
|
R3 |
1.3495 |
1.3438 |
1.3263 |
|
R2 |
1.3334 |
1.3334 |
1.3249 |
|
R1 |
1.3277 |
1.3277 |
1.3234 |
1.3306 |
PP |
1.3173 |
1.3173 |
1.3173 |
1.3188 |
S1 |
1.3116 |
1.3116 |
1.3204 |
1.3145 |
S2 |
1.3012 |
1.3012 |
1.3189 |
|
S3 |
1.2851 |
1.2955 |
1.3175 |
|
S4 |
1.2690 |
1.2794 |
1.3130 |
|
|
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 |
1.3056 |
0.0218 |
1.6% |
0.0122 |
0.9% |
75% |
False |
False |
742 |
10 |
1.3274 |
1.3013 |
0.0261 |
2.0% |
0.0106 |
0.8% |
79% |
False |
False |
587 |
20 |
1.3274 |
1.2727 |
0.0547 |
4.1% |
0.0106 |
0.8% |
90% |
False |
False |
429 |
40 |
1.3274 |
1.2263 |
0.1011 |
7.6% |
0.0104 |
0.8% |
95% |
False |
False |
315 |
60 |
1.3274 |
1.2248 |
0.1026 |
7.8% |
0.0108 |
0.8% |
95% |
False |
False |
220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3915 |
2.618 |
1.3652 |
1.618 |
1.3491 |
1.000 |
1.3392 |
0.618 |
1.3330 |
HIGH |
1.3231 |
0.618 |
1.3169 |
0.500 |
1.3151 |
0.382 |
1.3132 |
LOW |
1.3070 |
0.618 |
1.2971 |
1.000 |
1.2909 |
1.618 |
1.2810 |
2.618 |
1.2649 |
4.250 |
1.2386 |
|
|
Fisher Pivots for day following 20-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1.3196 |
1.3203 |
PP |
1.3173 |
1.3188 |
S1 |
1.3151 |
1.3172 |
|