CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 01-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2020 |
01-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3363 |
1.3375 |
0.0012 |
0.1% |
1.3096 |
| High |
1.3402 |
1.3489 |
0.0087 |
0.6% |
1.3362 |
| Low |
1.3310 |
1.3365 |
0.0055 |
0.4% |
1.3062 |
| Close |
1.3385 |
1.3391 |
0.0006 |
0.0% |
1.3350 |
| Range |
0.0092 |
0.0124 |
0.0032 |
34.8% |
0.0300 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.5% |
0.0000 |
| Volume |
1,857 |
1,402 |
-455 |
-24.5% |
7,662 |
|
| Daily Pivots for day following 01-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3787 |
1.3713 |
1.3459 |
|
| R3 |
1.3663 |
1.3589 |
1.3425 |
|
| R2 |
1.3539 |
1.3539 |
1.3414 |
|
| R1 |
1.3465 |
1.3465 |
1.3402 |
1.3502 |
| PP |
1.3415 |
1.3415 |
1.3415 |
1.3434 |
| S1 |
1.3341 |
1.3341 |
1.3380 |
1.3378 |
| S2 |
1.3291 |
1.3291 |
1.3368 |
|
| S3 |
1.3167 |
1.3217 |
1.3357 |
|
| S4 |
1.3043 |
1.3093 |
1.3323 |
|
|
| 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 |
1.3489 |
1.3126 |
0.0363 |
2.7% |
0.0121 |
0.9% |
73% |
True |
False |
1,718 |
| 10 |
1.3489 |
1.3062 |
0.0427 |
3.2% |
0.0135 |
1.0% |
77% |
True |
False |
1,448 |
| 20 |
1.3489 |
1.3013 |
0.0476 |
3.6% |
0.0112 |
0.8% |
79% |
True |
False |
944 |
| 40 |
1.3489 |
1.2491 |
0.0998 |
7.5% |
0.0107 |
0.8% |
90% |
True |
False |
582 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0110 |
0.8% |
92% |
True |
False |
420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4016 |
|
2.618 |
1.3814 |
|
1.618 |
1.3690 |
|
1.000 |
1.3613 |
|
0.618 |
1.3566 |
|
HIGH |
1.3489 |
|
0.618 |
1.3442 |
|
0.500 |
1.3427 |
|
0.382 |
1.3412 |
|
LOW |
1.3365 |
|
0.618 |
1.3288 |
|
1.000 |
1.3241 |
|
1.618 |
1.3164 |
|
2.618 |
1.3040 |
|
4.250 |
1.2838 |
|
|
| Fisher Pivots for day following 01-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3427 |
1.3375 |
| PP |
1.3415 |
1.3358 |
| S1 |
1.3403 |
1.3342 |
|