CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 24-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2020 |
24-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1587 |
1.1540 |
-0.0047 |
-0.4% |
1.2378 |
| High |
1.1734 |
1.1826 |
0.0092 |
0.8% |
1.2380 |
| Low |
1.1480 |
1.1526 |
0.0046 |
0.4% |
1.1450 |
| Close |
1.1551 |
1.1779 |
0.0228 |
2.0% |
1.1595 |
| Range |
0.0254 |
0.0300 |
0.0046 |
18.1% |
0.0930 |
| ATR |
0.0220 |
0.0226 |
0.0006 |
2.6% |
0.0000 |
| Volume |
101 |
83 |
-18 |
-17.8% |
1,922 |
|
| Daily Pivots for day following 24-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2610 |
1.2495 |
1.1944 |
|
| R3 |
1.2310 |
1.2195 |
1.1862 |
|
| R2 |
1.2010 |
1.2010 |
1.1834 |
|
| R1 |
1.1895 |
1.1895 |
1.1807 |
1.1953 |
| PP |
1.1710 |
1.1710 |
1.1710 |
1.1739 |
| S1 |
1.1595 |
1.1595 |
1.1752 |
1.1653 |
| S2 |
1.1410 |
1.1410 |
1.1724 |
|
| S3 |
1.1110 |
1.1295 |
1.1697 |
|
| S4 |
1.0810 |
1.0995 |
1.1614 |
|
|
| Weekly Pivots for week ending 20-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.4598 |
1.4027 |
1.2107 |
|
| R3 |
1.3668 |
1.3097 |
1.1851 |
|
| R2 |
1.2738 |
1.2738 |
1.1766 |
|
| R1 |
1.2167 |
1.2167 |
1.1680 |
1.1988 |
| PP |
1.1808 |
1.1808 |
1.1808 |
1.1719 |
| S1 |
1.1237 |
1.1237 |
1.1510 |
1.1058 |
| S2 |
1.0878 |
1.0878 |
1.1425 |
|
| S3 |
0.9948 |
1.0307 |
1.1339 |
|
| S4 |
0.9018 |
0.9377 |
1.1084 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3101 |
|
2.618 |
1.2611 |
|
1.618 |
1.2311 |
|
1.000 |
1.2126 |
|
0.618 |
1.2011 |
|
HIGH |
1.1826 |
|
0.618 |
1.1711 |
|
0.500 |
1.1676 |
|
0.382 |
1.1641 |
|
LOW |
1.1526 |
|
0.618 |
1.1341 |
|
1.000 |
1.1226 |
|
1.618 |
1.1041 |
|
2.618 |
1.0741 |
|
4.250 |
1.0251 |
|
|
| Fisher Pivots for day following 24-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.1745 |
1.1753 |
| PP |
1.1710 |
1.1726 |
| S1 |
1.1676 |
1.1700 |
|