CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 08-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2020 |
08-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3282 |
1.3262 |
-0.0020 |
-0.2% |
1.3363 |
| High |
1.3325 |
1.3268 |
-0.0057 |
-0.4% |
1.3489 |
| Low |
1.3182 |
1.2986 |
-0.0196 |
-1.5% |
1.3182 |
| Close |
1.3297 |
1.2996 |
-0.0301 |
-2.3% |
1.3297 |
| Range |
0.0143 |
0.0282 |
0.0139 |
97.2% |
0.0307 |
| ATR |
0.0119 |
0.0132 |
0.0014 |
11.6% |
0.0000 |
| Volume |
9,469 |
65,588 |
56,119 |
592.7% |
27,181 |
|
| Daily Pivots for day following 08-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3929 |
1.3745 |
1.3151 |
|
| R3 |
1.3647 |
1.3463 |
1.3074 |
|
| R2 |
1.3365 |
1.3365 |
1.3048 |
|
| R1 |
1.3181 |
1.3181 |
1.3022 |
1.3132 |
| PP |
1.3083 |
1.3083 |
1.3083 |
1.3059 |
| S1 |
1.2899 |
1.2899 |
1.2970 |
1.2850 |
| S2 |
1.2801 |
1.2801 |
1.2944 |
|
| S3 |
1.2519 |
1.2617 |
1.2918 |
|
| S4 |
1.2237 |
1.2335 |
1.2841 |
|
|
| 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 |
1.2986 |
0.0503 |
3.9% |
0.0156 |
1.2% |
2% |
False |
True |
18,182 |
| 10 |
1.3489 |
1.2986 |
0.0503 |
3.9% |
0.0138 |
1.1% |
2% |
False |
True |
9,884 |
| 20 |
1.3489 |
1.2986 |
0.0503 |
3.9% |
0.0126 |
1.0% |
2% |
False |
True |
5,334 |
| 40 |
1.3489 |
1.2491 |
0.0998 |
7.7% |
0.0113 |
0.9% |
51% |
False |
False |
2,813 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0112 |
0.9% |
60% |
False |
False |
1,909 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4467 |
|
2.618 |
1.4006 |
|
1.618 |
1.3724 |
|
1.000 |
1.3550 |
|
0.618 |
1.3442 |
|
HIGH |
1.3268 |
|
0.618 |
1.3160 |
|
0.500 |
1.3127 |
|
0.382 |
1.3094 |
|
LOW |
1.2986 |
|
0.618 |
1.2812 |
|
1.000 |
1.2704 |
|
1.618 |
1.2530 |
|
2.618 |
1.2248 |
|
4.250 |
1.1788 |
|
|
| Fisher Pivots for day following 08-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3127 |
1.3176 |
| PP |
1.3083 |
1.3116 |
| S1 |
1.3040 |
1.3056 |
|