CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 25-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2020 |
25-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3096 |
1.3074 |
-0.0022 |
-0.2% |
1.3076 |
| High |
1.3156 |
1.3177 |
0.0021 |
0.2% |
1.3274 |
| Low |
1.3062 |
1.3066 |
0.0004 |
0.0% |
1.3067 |
| Close |
1.3066 |
1.3154 |
0.0088 |
0.7% |
1.3100 |
| Range |
0.0094 |
0.0111 |
0.0017 |
18.1% |
0.0207 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
1,586 |
745 |
-841 |
-53.0% |
4,706 |
|
| Daily Pivots for day following 25-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3465 |
1.3421 |
1.3215 |
|
| R3 |
1.3354 |
1.3310 |
1.3185 |
|
| R2 |
1.3243 |
1.3243 |
1.3174 |
|
| R1 |
1.3199 |
1.3199 |
1.3164 |
1.3221 |
| PP |
1.3132 |
1.3132 |
1.3132 |
1.3144 |
| S1 |
1.3088 |
1.3088 |
1.3144 |
1.3110 |
| S2 |
1.3021 |
1.3021 |
1.3134 |
|
| S3 |
1.2910 |
1.2977 |
1.3123 |
|
| S4 |
1.2799 |
1.2866 |
1.3093 |
|
|
| Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3768 |
1.3641 |
1.3214 |
|
| R3 |
1.3561 |
1.3434 |
1.3157 |
|
| R2 |
1.3354 |
1.3354 |
1.3138 |
|
| R1 |
1.3227 |
1.3227 |
1.3119 |
1.3291 |
| PP |
1.3147 |
1.3147 |
1.3147 |
1.3179 |
| S1 |
1.3020 |
1.3020 |
1.3081 |
1.3084 |
| S2 |
1.2940 |
1.2940 |
1.3062 |
|
| S3 |
1.2733 |
1.2813 |
1.3043 |
|
| S4 |
1.2526 |
1.2606 |
1.2986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3274 |
1.3062 |
0.0212 |
1.6% |
0.0148 |
1.1% |
43% |
False |
False |
1,179 |
| 10 |
1.3274 |
1.3013 |
0.0261 |
2.0% |
0.0116 |
0.9% |
54% |
False |
False |
825 |
| 20 |
1.3274 |
1.2924 |
0.0350 |
2.7% |
0.0110 |
0.8% |
66% |
False |
False |
576 |
| 40 |
1.3274 |
1.2268 |
0.1006 |
7.6% |
0.0105 |
0.8% |
88% |
False |
False |
402 |
| 60 |
1.3274 |
1.2263 |
0.1011 |
7.7% |
0.0109 |
0.8% |
88% |
False |
False |
279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3649 |
|
2.618 |
1.3468 |
|
1.618 |
1.3357 |
|
1.000 |
1.3288 |
|
0.618 |
1.3246 |
|
HIGH |
1.3177 |
|
0.618 |
1.3135 |
|
0.500 |
1.3122 |
|
0.382 |
1.3108 |
|
LOW |
1.3066 |
|
0.618 |
1.2997 |
|
1.000 |
1.2955 |
|
1.618 |
1.2886 |
|
2.618 |
1.2775 |
|
4.250 |
1.2594 |
|
|
| Fisher Pivots for day following 25-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3143 |
1.3162 |
| PP |
1.3132 |
1.3159 |
| S1 |
1.3122 |
1.3157 |
|