CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 04-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2020 |
04-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3358 |
1.3282 |
-0.0076 |
-0.6% |
1.3363 |
| High |
1.3365 |
1.3325 |
-0.0040 |
-0.3% |
1.3489 |
| Low |
1.3250 |
1.3182 |
-0.0068 |
-0.5% |
1.3182 |
| Close |
1.3278 |
1.3297 |
0.0019 |
0.1% |
1.3297 |
| Range |
0.0115 |
0.0143 |
0.0028 |
24.3% |
0.0307 |
| ATR |
0.0117 |
0.0119 |
0.0002 |
1.6% |
0.0000 |
| Volume |
2,740 |
9,469 |
6,729 |
245.6% |
27,181 |
|
| Daily Pivots for day following 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3697 |
1.3640 |
1.3376 |
|
| R3 |
1.3554 |
1.3497 |
1.3336 |
|
| R2 |
1.3411 |
1.3411 |
1.3323 |
|
| R1 |
1.3354 |
1.3354 |
1.3310 |
1.3383 |
| PP |
1.3268 |
1.3268 |
1.3268 |
1.3282 |
| S1 |
1.3211 |
1.3211 |
1.3284 |
1.3240 |
| S2 |
1.3125 |
1.3125 |
1.3271 |
|
| S3 |
1.2982 |
1.3068 |
1.3258 |
|
| S4 |
1.2839 |
1.2925 |
1.3218 |
|
|
| Weekly Pivots for week ending 04-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4244 |
1.4077 |
1.3466 |
|
| R3 |
1.3937 |
1.3770 |
1.3381 |
|
| R2 |
1.3630 |
1.3630 |
1.3353 |
|
| R1 |
1.3463 |
1.3463 |
1.3325 |
1.3393 |
| PP |
1.3323 |
1.3323 |
1.3323 |
1.3288 |
| S1 |
1.3156 |
1.3156 |
1.3269 |
1.3086 |
| S2 |
1.3016 |
1.3016 |
1.3241 |
|
| S3 |
1.2709 |
1.2849 |
1.3213 |
|
| S4 |
1.2402 |
1.2542 |
1.3128 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3489 |
1.3182 |
0.0307 |
2.3% |
0.0118 |
0.9% |
37% |
False |
True |
5,436 |
| 10 |
1.3489 |
1.3062 |
0.0427 |
3.2% |
0.0119 |
0.9% |
55% |
False |
False |
3,484 |
| 20 |
1.3489 |
1.3013 |
0.0476 |
3.6% |
0.0116 |
0.9% |
60% |
False |
False |
2,072 |
| 40 |
1.3489 |
1.2491 |
0.0998 |
7.5% |
0.0109 |
0.8% |
81% |
False |
False |
1,177 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.2% |
0.0110 |
0.8% |
84% |
False |
False |
817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3933 |
|
2.618 |
1.3699 |
|
1.618 |
1.3556 |
|
1.000 |
1.3468 |
|
0.618 |
1.3413 |
|
HIGH |
1.3325 |
|
0.618 |
1.3270 |
|
0.500 |
1.3254 |
|
0.382 |
1.3237 |
|
LOW |
1.3182 |
|
0.618 |
1.3094 |
|
1.000 |
1.3039 |
|
1.618 |
1.2951 |
|
2.618 |
1.2808 |
|
4.250 |
1.2574 |
|
|
| Fisher Pivots for day following 04-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3283 |
1.3296 |
| PP |
1.3268 |
1.3296 |
| S1 |
1.3254 |
1.3295 |
|