CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 19-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2020 |
19-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2090 |
1.2215 |
0.0125 |
1.0% |
1.2433 |
| High |
1.2232 |
1.2302 |
0.0070 |
0.6% |
1.2443 |
| Low |
1.2083 |
1.2191 |
0.0108 |
0.9% |
1.2107 |
| Close |
1.2198 |
1.2287 |
0.0089 |
0.7% |
1.2122 |
| Range |
0.0149 |
0.0111 |
-0.0038 |
-25.5% |
0.0336 |
| ATR |
0.0132 |
0.0131 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
174 |
317 |
143 |
82.2% |
805 |
|
| Daily Pivots for day following 19-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2593 |
1.2551 |
1.2348 |
|
| R3 |
1.2482 |
1.2440 |
1.2318 |
|
| R2 |
1.2371 |
1.2371 |
1.2307 |
|
| R1 |
1.2329 |
1.2329 |
1.2297 |
1.2350 |
| PP |
1.2260 |
1.2260 |
1.2260 |
1.2271 |
| S1 |
1.2218 |
1.2218 |
1.2277 |
1.2239 |
| S2 |
1.2149 |
1.2149 |
1.2267 |
|
| S3 |
1.2038 |
1.2107 |
1.2256 |
|
| S4 |
1.1927 |
1.1996 |
1.2226 |
|
|
| 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 |
1.2345 |
1.2083 |
0.0262 |
2.1% |
0.0120 |
1.0% |
78% |
False |
False |
240 |
| 10 |
1.2472 |
1.2083 |
0.0389 |
3.2% |
0.0124 |
1.0% |
52% |
False |
False |
154 |
| 20 |
1.2649 |
1.2083 |
0.0566 |
4.6% |
0.0113 |
0.9% |
36% |
False |
False |
133 |
| 40 |
1.2656 |
1.1526 |
0.1130 |
9.2% |
0.0141 |
1.1% |
67% |
False |
False |
83 |
| 60 |
1.3211 |
1.1450 |
0.1761 |
14.3% |
0.0161 |
1.3% |
48% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2774 |
|
2.618 |
1.2593 |
|
1.618 |
1.2482 |
|
1.000 |
1.2413 |
|
0.618 |
1.2371 |
|
HIGH |
1.2302 |
|
0.618 |
1.2260 |
|
0.500 |
1.2247 |
|
0.382 |
1.2233 |
|
LOW |
1.2191 |
|
0.618 |
1.2122 |
|
1.000 |
1.2080 |
|
1.618 |
1.2011 |
|
2.618 |
1.1900 |
|
4.250 |
1.1719 |
|
|
| Fisher Pivots for day following 19-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2274 |
1.2256 |
| PP |
1.2260 |
1.2224 |
| S1 |
1.2247 |
1.2193 |
|