CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 09-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2020 |
09-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.3262 |
1.2981 |
-0.0281 |
-2.1% |
1.3363 |
| High |
1.3268 |
1.3029 |
-0.0239 |
-1.8% |
1.3489 |
| Low |
1.2986 |
1.2892 |
-0.0094 |
-0.7% |
1.3182 |
| Close |
1.2996 |
1.2997 |
0.0001 |
0.0% |
1.3297 |
| Range |
0.0282 |
0.0137 |
-0.0145 |
-51.4% |
0.0307 |
| ATR |
0.0132 |
0.0133 |
0.0000 |
0.2% |
0.0000 |
| Volume |
65,588 |
93,988 |
28,400 |
43.3% |
27,181 |
|
| Daily Pivots for day following 09-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3384 |
1.3327 |
1.3072 |
|
| R3 |
1.3247 |
1.3190 |
1.3035 |
|
| R2 |
1.3110 |
1.3110 |
1.3022 |
|
| R1 |
1.3053 |
1.3053 |
1.3010 |
1.3082 |
| PP |
1.2973 |
1.2973 |
1.2973 |
1.2987 |
| S1 |
1.2916 |
1.2916 |
1.2984 |
1.2945 |
| S2 |
1.2836 |
1.2836 |
1.2972 |
|
| S3 |
1.2699 |
1.2779 |
1.2959 |
|
| S4 |
1.2562 |
1.2642 |
1.2922 |
|
|
| 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 |
1.3408 |
1.2892 |
0.0516 |
4.0% |
0.0159 |
1.2% |
20% |
False |
True |
36,699 |
| 10 |
1.3489 |
1.2892 |
0.0597 |
4.6% |
0.0140 |
1.1% |
18% |
False |
True |
19,208 |
| 20 |
1.3489 |
1.2892 |
0.0597 |
4.6% |
0.0128 |
1.0% |
18% |
False |
True |
10,016 |
| 40 |
1.3489 |
1.2522 |
0.0967 |
7.4% |
0.0115 |
0.9% |
49% |
False |
False |
5,163 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.4% |
0.0113 |
0.9% |
60% |
False |
False |
3,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3611 |
|
2.618 |
1.3388 |
|
1.618 |
1.3251 |
|
1.000 |
1.3166 |
|
0.618 |
1.3114 |
|
HIGH |
1.3029 |
|
0.618 |
1.2977 |
|
0.500 |
1.2961 |
|
0.382 |
1.2944 |
|
LOW |
1.2892 |
|
0.618 |
1.2807 |
|
1.000 |
1.2755 |
|
1.618 |
1.2670 |
|
2.618 |
1.2533 |
|
4.250 |
1.2310 |
|
|
| Fisher Pivots for day following 09-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2985 |
1.3109 |
| PP |
1.2973 |
1.3071 |
| S1 |
1.2961 |
1.3034 |
|