CME British Pound Future December 2020
| Trading Metrics calculated at close of trading on 10-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2020 |
10-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2981 |
1.3009 |
0.0028 |
0.2% |
1.3363 |
| High |
1.3029 |
1.3042 |
0.0013 |
0.1% |
1.3489 |
| Low |
1.2892 |
1.2777 |
-0.0115 |
-0.9% |
1.3182 |
| Close |
1.2997 |
1.2808 |
-0.0189 |
-1.5% |
1.3297 |
| Range |
0.0137 |
0.0265 |
0.0128 |
93.4% |
0.0307 |
| ATR |
0.0133 |
0.0142 |
0.0009 |
7.1% |
0.0000 |
| Volume |
93,988 |
118,276 |
24,288 |
25.8% |
27,181 |
|
| Daily Pivots for day following 10-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3671 |
1.3504 |
1.2954 |
|
| R3 |
1.3406 |
1.3239 |
1.2881 |
|
| R2 |
1.3141 |
1.3141 |
1.2857 |
|
| R1 |
1.2974 |
1.2974 |
1.2832 |
1.2925 |
| PP |
1.2876 |
1.2876 |
1.2876 |
1.2851 |
| S1 |
1.2709 |
1.2709 |
1.2784 |
1.2660 |
| S2 |
1.2611 |
1.2611 |
1.2759 |
|
| S3 |
1.2346 |
1.2444 |
1.2735 |
|
| S4 |
1.2081 |
1.2179 |
1.2662 |
|
|
| 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 |
1.3365 |
1.2777 |
0.0588 |
4.6% |
0.0188 |
1.5% |
5% |
False |
True |
58,012 |
| 10 |
1.3489 |
1.2777 |
0.0712 |
5.6% |
0.0156 |
1.2% |
4% |
False |
True |
30,791 |
| 20 |
1.3489 |
1.2777 |
0.0712 |
5.6% |
0.0138 |
1.1% |
4% |
False |
True |
15,910 |
| 40 |
1.3489 |
1.2522 |
0.0967 |
7.5% |
0.0120 |
0.9% |
30% |
False |
False |
8,120 |
| 60 |
1.3489 |
1.2263 |
0.1226 |
9.6% |
0.0115 |
0.9% |
44% |
False |
False |
5,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.4168 |
|
2.618 |
1.3736 |
|
1.618 |
1.3471 |
|
1.000 |
1.3307 |
|
0.618 |
1.3206 |
|
HIGH |
1.3042 |
|
0.618 |
1.2941 |
|
0.500 |
1.2910 |
|
0.382 |
1.2878 |
|
LOW |
1.2777 |
|
0.618 |
1.2613 |
|
1.000 |
1.2512 |
|
1.618 |
1.2348 |
|
2.618 |
1.2083 |
|
4.250 |
1.1651 |
|
|
| Fisher Pivots for day following 10-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2910 |
1.3023 |
| PP |
1.2876 |
1.2951 |
| S1 |
1.2842 |
1.2880 |
|