CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 26-Mar-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2020 |
26-Mar-2020 |
Change |
Change % |
Previous Week |
| Open |
1.1789 |
1.1965 |
0.0176 |
1.5% |
1.2378 |
| High |
1.1998 |
1.2246 |
0.0248 |
2.1% |
1.2380 |
| Low |
1.1668 |
1.1813 |
0.0145 |
1.2% |
1.1450 |
| Close |
1.1899 |
1.2176 |
0.0277 |
2.3% |
1.1595 |
| Range |
0.0330 |
0.0433 |
0.0103 |
31.2% |
0.0930 |
| ATR |
0.0233 |
0.0247 |
0.0014 |
6.1% |
0.0000 |
| Volume |
10 |
3 |
-7 |
-70.0% |
1,922 |
|
| Daily Pivots for day following 26-Mar-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3377 |
1.3210 |
1.2414 |
|
| R3 |
1.2944 |
1.2777 |
1.2295 |
|
| R2 |
1.2511 |
1.2511 |
1.2255 |
|
| R1 |
1.2344 |
1.2344 |
1.2216 |
1.2428 |
| PP |
1.2078 |
1.2078 |
1.2078 |
1.2120 |
| S1 |
1.1911 |
1.1911 |
1.2136 |
1.1995 |
| S2 |
1.1645 |
1.1645 |
1.2097 |
|
| S3 |
1.1212 |
1.1478 |
1.2057 |
|
| S4 |
1.0779 |
1.1045 |
1.1938 |
|
|
| 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 |
1.4086 |
|
2.618 |
1.3380 |
|
1.618 |
1.2947 |
|
1.000 |
1.2679 |
|
0.618 |
1.2514 |
|
HIGH |
1.2246 |
|
0.618 |
1.2081 |
|
0.500 |
1.2030 |
|
0.382 |
1.1978 |
|
LOW |
1.1813 |
|
0.618 |
1.1545 |
|
1.000 |
1.1380 |
|
1.618 |
1.1112 |
|
2.618 |
1.0679 |
|
4.250 |
0.9973 |
|
|
| Fisher Pivots for day following 26-Mar-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2127 |
1.2079 |
| PP |
1.2078 |
1.1983 |
| S1 |
1.2030 |
1.1886 |
|