CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 03-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2020 |
03-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3403 |
1.3358 |
-0.0045 |
-0.3% |
1.3096 |
| High |
1.3408 |
1.3365 |
-0.0043 |
-0.3% |
1.3362 |
| Low |
1.3291 |
1.3250 |
-0.0041 |
-0.3% |
1.3062 |
| Close |
1.3329 |
1.3278 |
-0.0051 |
-0.4% |
1.3350 |
| Range |
0.0117 |
0.0115 |
-0.0002 |
-1.7% |
0.0300 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
11,713 |
2,740 |
-8,973 |
-76.6% |
7,662 |
|
| Daily Pivots for day following 03-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3643 |
1.3575 |
1.3341 |
|
| R3 |
1.3528 |
1.3460 |
1.3310 |
|
| R2 |
1.3413 |
1.3413 |
1.3299 |
|
| R1 |
1.3345 |
1.3345 |
1.3289 |
1.3322 |
| PP |
1.3298 |
1.3298 |
1.3298 |
1.3286 |
| S1 |
1.3230 |
1.3230 |
1.3267 |
1.3207 |
| S2 |
1.3183 |
1.3183 |
1.3257 |
|
| S3 |
1.3068 |
1.3115 |
1.3246 |
|
| S4 |
1.2953 |
1.3000 |
1.3215 |
|
|
| 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 |
1.3194 |
0.0295 |
2.2% |
0.0123 |
0.9% |
28% |
False |
False |
3,921 |
| 10 |
1.3489 |
1.3062 |
0.0427 |
3.2% |
0.0124 |
0.9% |
51% |
False |
False |
2,661 |
| 20 |
1.3489 |
1.3013 |
0.0476 |
3.6% |
0.0115 |
0.9% |
56% |
False |
False |
1,624 |
| 40 |
1.3489 |
1.2491 |
0.0998 |
7.5% |
0.0108 |
0.8% |
79% |
False |
False |
940 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0111 |
0.8% |
83% |
False |
False |
660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3854 |
|
2.618 |
1.3666 |
|
1.618 |
1.3551 |
|
1.000 |
1.3480 |
|
0.618 |
1.3436 |
|
HIGH |
1.3365 |
|
0.618 |
1.3321 |
|
0.500 |
1.3308 |
|
0.382 |
1.3294 |
|
LOW |
1.3250 |
|
0.618 |
1.3179 |
|
1.000 |
1.3135 |
|
1.618 |
1.3064 |
|
2.618 |
1.2949 |
|
4.250 |
1.2761 |
|
|
| Fisher Pivots for day following 03-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3308 |
1.3370 |
| PP |
1.3298 |
1.3339 |
| S1 |
1.3288 |
1.3309 |
|