CME British Pound Future September 2020
Trading Metrics calculated at close of trading on 18-May-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2020 |
18-May-2020 |
Change |
Change % |
Previous Week |
Open |
1.2194 |
1.2090 |
-0.0104 |
-0.9% |
1.2433 |
High |
1.2244 |
1.2232 |
-0.0012 |
-0.1% |
1.2443 |
Low |
1.2107 |
1.2083 |
-0.0024 |
-0.2% |
1.2107 |
Close |
1.2122 |
1.2198 |
0.0076 |
0.6% |
1.2122 |
Range |
0.0137 |
0.0149 |
0.0012 |
8.8% |
0.0336 |
ATR |
0.0131 |
0.0132 |
0.0001 |
1.0% |
0.0000 |
Volume |
292 |
174 |
-118 |
-40.4% |
805 |
|
Daily Pivots for day following 18-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2618 |
1.2557 |
1.2280 |
|
R3 |
1.2469 |
1.2408 |
1.2239 |
|
R2 |
1.2320 |
1.2320 |
1.2225 |
|
R1 |
1.2259 |
1.2259 |
1.2212 |
1.2290 |
PP |
1.2171 |
1.2171 |
1.2171 |
1.2186 |
S1 |
1.2110 |
1.2110 |
1.2184 |
1.2141 |
S2 |
1.2022 |
1.2022 |
1.2171 |
|
S3 |
1.1873 |
1.1961 |
1.2157 |
|
S4 |
1.1724 |
1.1812 |
1.2116 |
|
|
Weekly Pivots for week ending 15-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3232 |
1.3013 |
1.2307 |
|
R3 |
1.2896 |
1.2677 |
1.2214 |
|
R2 |
1.2560 |
1.2560 |
1.2184 |
|
R1 |
1.2341 |
1.2341 |
1.2153 |
1.2283 |
PP |
1.2224 |
1.2224 |
1.2224 |
1.2195 |
S1 |
1.2005 |
1.2005 |
1.2091 |
1.1947 |
S2 |
1.1888 |
1.1888 |
1.2060 |
|
S3 |
1.1552 |
1.1669 |
1.2030 |
|
S4 |
1.1216 |
1.1333 |
1.1937 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2383 |
1.2083 |
0.0300 |
2.5% |
0.0122 |
1.0% |
38% |
False |
True |
186 |
10 |
1.2488 |
1.2083 |
0.0405 |
3.3% |
0.0119 |
1.0% |
28% |
False |
True |
128 |
20 |
1.2649 |
1.2083 |
0.0566 |
4.6% |
0.0117 |
1.0% |
20% |
False |
True |
119 |
40 |
1.2656 |
1.1480 |
0.1176 |
9.6% |
0.0144 |
1.2% |
61% |
False |
False |
78 |
60 |
1.3211 |
1.1450 |
0.1761 |
14.4% |
0.0159 |
1.3% |
42% |
False |
False |
114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2865 |
2.618 |
1.2622 |
1.618 |
1.2473 |
1.000 |
1.2381 |
0.618 |
1.2324 |
HIGH |
1.2232 |
0.618 |
1.2175 |
0.500 |
1.2158 |
0.382 |
1.2140 |
LOW |
1.2083 |
0.618 |
1.1991 |
1.000 |
1.1934 |
1.618 |
1.1842 |
2.618 |
1.1693 |
4.250 |
1.1450 |
|
|
Fisher Pivots for day following 18-May-2020 |
Pivot |
1 day |
3 day |
R1 |
1.2185 |
1.2187 |
PP |
1.2171 |
1.2176 |
S1 |
1.2158 |
1.2165 |
|