CME British Pound Future December 2020
Trading Metrics calculated at close of trading on 28-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2020 |
28-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
1.3218 |
1.3210 |
-0.0008 |
-0.1% |
1.3096 |
High |
1.3290 |
1.3362 |
0.0072 |
0.5% |
1.3362 |
Low |
1.3169 |
1.3194 |
0.0025 |
0.2% |
1.3062 |
Close |
1.3212 |
1.3350 |
0.0138 |
1.0% |
1.3350 |
Range |
0.0121 |
0.0168 |
0.0047 |
38.8% |
0.0300 |
ATR |
0.0114 |
0.0118 |
0.0004 |
3.3% |
0.0000 |
Volume |
984 |
1,895 |
911 |
92.6% |
7,662 |
|
Daily Pivots for day following 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3806 |
1.3746 |
1.3442 |
|
R3 |
1.3638 |
1.3578 |
1.3396 |
|
R2 |
1.3470 |
1.3470 |
1.3381 |
|
R1 |
1.3410 |
1.3410 |
1.3365 |
1.3440 |
PP |
1.3302 |
1.3302 |
1.3302 |
1.3317 |
S1 |
1.3242 |
1.3242 |
1.3335 |
1.3272 |
S2 |
1.3134 |
1.3134 |
1.3319 |
|
S3 |
1.2966 |
1.3074 |
1.3304 |
|
S4 |
1.2798 |
1.2906 |
1.3258 |
|
|
Weekly Pivots for week ending 28-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.4158 |
1.4054 |
1.3515 |
|
R3 |
1.3858 |
1.3754 |
1.3433 |
|
R2 |
1.3558 |
1.3558 |
1.3405 |
|
R1 |
1.3454 |
1.3454 |
1.3378 |
1.3506 |
PP |
1.3258 |
1.3258 |
1.3258 |
1.3284 |
S1 |
1.3154 |
1.3154 |
1.3323 |
1.3206 |
S2 |
1.2958 |
1.2958 |
1.3295 |
|
S3 |
1.2658 |
1.2854 |
1.3268 |
|
S4 |
1.2358 |
1.2554 |
1.3185 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.3362 |
1.3062 |
0.0300 |
2.2% |
0.0119 |
0.9% |
96% |
True |
False |
1,532 |
10 |
1.3362 |
1.3062 |
0.0300 |
2.2% |
0.0131 |
1.0% |
96% |
True |
False |
1,236 |
20 |
1.3362 |
1.2989 |
0.0373 |
2.8% |
0.0113 |
0.8% |
97% |
True |
False |
810 |
40 |
1.3362 |
1.2449 |
0.0913 |
6.8% |
0.0107 |
0.8% |
99% |
True |
False |
501 |
60 |
1.3362 |
1.2263 |
0.1099 |
8.2% |
0.0111 |
0.8% |
99% |
True |
False |
367 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.4076 |
2.618 |
1.3802 |
1.618 |
1.3634 |
1.000 |
1.3530 |
0.618 |
1.3466 |
HIGH |
1.3362 |
0.618 |
1.3298 |
0.500 |
1.3278 |
0.382 |
1.3258 |
LOW |
1.3194 |
0.618 |
1.3090 |
1.000 |
1.3026 |
1.618 |
1.2922 |
2.618 |
1.2754 |
4.250 |
1.2480 |
|
|
Fisher Pivots for day following 28-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
1.3326 |
1.3315 |
PP |
1.3302 |
1.3279 |
S1 |
1.3278 |
1.3244 |
|