CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 27-Aug-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2020 |
27-Aug-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3160 |
1.3218 |
0.0058 |
0.4% |
1.3076 |
| High |
1.3228 |
1.3290 |
0.0062 |
0.5% |
1.3274 |
| Low |
1.3126 |
1.3169 |
0.0043 |
0.3% |
1.3067 |
| Close |
1.3199 |
1.3212 |
0.0013 |
0.1% |
1.3100 |
| Range |
0.0102 |
0.0121 |
0.0019 |
18.6% |
0.0207 |
| ATR |
0.0114 |
0.0114 |
0.0001 |
0.4% |
0.0000 |
| Volume |
2,452 |
984 |
-1,468 |
-59.9% |
4,706 |
|
| Daily Pivots for day following 27-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3587 |
1.3520 |
1.3279 |
|
| R3 |
1.3466 |
1.3399 |
1.3245 |
|
| R2 |
1.3345 |
1.3345 |
1.3234 |
|
| R1 |
1.3278 |
1.3278 |
1.3223 |
1.3251 |
| PP |
1.3224 |
1.3224 |
1.3224 |
1.3210 |
| S1 |
1.3157 |
1.3157 |
1.3201 |
1.3130 |
| S2 |
1.3103 |
1.3103 |
1.3190 |
|
| S3 |
1.2982 |
1.3036 |
1.3179 |
|
| S4 |
1.2861 |
1.2915 |
1.3145 |
|
|
| 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 |
1.3290 |
1.3062 |
0.0228 |
1.7% |
0.0124 |
0.9% |
66% |
True |
False |
1,400 |
| 10 |
1.3290 |
1.3056 |
0.0234 |
1.8% |
0.0123 |
0.9% |
67% |
True |
False |
1,071 |
| 20 |
1.3290 |
1.2989 |
0.0301 |
2.3% |
0.0109 |
0.8% |
74% |
True |
False |
724 |
| 40 |
1.3290 |
1.2449 |
0.0841 |
6.4% |
0.0104 |
0.8% |
91% |
True |
False |
469 |
| 60 |
1.3290 |
1.2263 |
0.1027 |
7.8% |
0.0110 |
0.8% |
92% |
True |
False |
336 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3804 |
|
2.618 |
1.3607 |
|
1.618 |
1.3486 |
|
1.000 |
1.3411 |
|
0.618 |
1.3365 |
|
HIGH |
1.3290 |
|
0.618 |
1.3244 |
|
0.500 |
1.3230 |
|
0.382 |
1.3215 |
|
LOW |
1.3169 |
|
0.618 |
1.3094 |
|
1.000 |
1.3048 |
|
1.618 |
1.2973 |
|
2.618 |
1.2852 |
|
4.250 |
1.2655 |
|
|
| Fisher Pivots for day following 27-Aug-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3230 |
1.3201 |
| PP |
1.3224 |
1.3189 |
| S1 |
1.3218 |
1.3178 |
|