CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 20-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2020 |
20-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2215 |
1.2252 |
0.0037 |
0.3% |
1.2433 |
| High |
1.2302 |
1.2293 |
-0.0009 |
-0.1% |
1.2443 |
| Low |
1.2191 |
1.2229 |
0.0038 |
0.3% |
1.2107 |
| Close |
1.2287 |
1.2236 |
-0.0051 |
-0.4% |
1.2122 |
| Range |
0.0111 |
0.0064 |
-0.0047 |
-42.3% |
0.0336 |
| ATR |
0.0131 |
0.0126 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
317 |
161 |
-156 |
-49.2% |
805 |
|
| Daily Pivots for day following 20-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2445 |
1.2404 |
1.2271 |
|
| R3 |
1.2381 |
1.2340 |
1.2254 |
|
| R2 |
1.2317 |
1.2317 |
1.2248 |
|
| R1 |
1.2276 |
1.2276 |
1.2242 |
1.2265 |
| PP |
1.2253 |
1.2253 |
1.2253 |
1.2247 |
| S1 |
1.2212 |
1.2212 |
1.2230 |
1.2201 |
| S2 |
1.2189 |
1.2189 |
1.2224 |
|
| S3 |
1.2125 |
1.2148 |
1.2218 |
|
| S4 |
1.2061 |
1.2084 |
1.2201 |
|
|
| 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 |
1.2302 |
1.2083 |
0.0219 |
1.8% |
0.0107 |
0.9% |
70% |
False |
False |
237 |
| 10 |
1.2472 |
1.2083 |
0.0389 |
3.2% |
0.0120 |
1.0% |
39% |
False |
False |
164 |
| 20 |
1.2649 |
1.2083 |
0.0566 |
4.6% |
0.0111 |
0.9% |
27% |
False |
False |
140 |
| 40 |
1.2656 |
1.1668 |
0.0988 |
8.1% |
0.0135 |
1.1% |
57% |
False |
False |
85 |
| 60 |
1.3211 |
1.1450 |
0.1761 |
14.4% |
0.0161 |
1.3% |
45% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2565 |
|
2.618 |
1.2461 |
|
1.618 |
1.2397 |
|
1.000 |
1.2357 |
|
0.618 |
1.2333 |
|
HIGH |
1.2293 |
|
0.618 |
1.2269 |
|
0.500 |
1.2261 |
|
0.382 |
1.2253 |
|
LOW |
1.2229 |
|
0.618 |
1.2189 |
|
1.000 |
1.2165 |
|
1.618 |
1.2125 |
|
2.618 |
1.2061 |
|
4.250 |
1.1957 |
|
|
| Fisher Pivots for day following 20-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2261 |
1.2222 |
| PP |
1.2253 |
1.2207 |
| S1 |
1.2244 |
1.2193 |
|