CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 21-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2020 |
21-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2252 |
1.2217 |
-0.0035 |
-0.3% |
1.2433 |
| High |
1.2293 |
1.2254 |
-0.0039 |
-0.3% |
1.2443 |
| Low |
1.2229 |
1.2191 |
-0.0038 |
-0.3% |
1.2107 |
| Close |
1.2236 |
1.2240 |
0.0004 |
0.0% |
1.2122 |
| Range |
0.0064 |
0.0063 |
-0.0001 |
-1.6% |
0.0336 |
| ATR |
0.0126 |
0.0122 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
161 |
388 |
227 |
141.0% |
805 |
|
| Daily Pivots for day following 21-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2417 |
1.2392 |
1.2275 |
|
| R3 |
1.2354 |
1.2329 |
1.2257 |
|
| R2 |
1.2291 |
1.2291 |
1.2252 |
|
| R1 |
1.2266 |
1.2266 |
1.2246 |
1.2279 |
| PP |
1.2228 |
1.2228 |
1.2228 |
1.2235 |
| S1 |
1.2203 |
1.2203 |
1.2234 |
1.2216 |
| S2 |
1.2165 |
1.2165 |
1.2228 |
|
| S3 |
1.2102 |
1.2140 |
1.2223 |
|
| S4 |
1.2039 |
1.2077 |
1.2205 |
|
|
| 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% |
0.0105 |
0.9% |
72% |
False |
False |
266 |
| 10 |
1.2472 |
1.2083 |
0.0389 |
3.2% |
0.0111 |
0.9% |
40% |
False |
False |
187 |
| 20 |
1.2649 |
1.2083 |
0.0566 |
4.6% |
0.0109 |
0.9% |
28% |
False |
False |
158 |
| 40 |
1.2656 |
1.1813 |
0.0843 |
6.9% |
0.0128 |
1.0% |
51% |
False |
False |
95 |
| 60 |
1.3211 |
1.1450 |
0.1761 |
14.4% |
0.0161 |
1.3% |
45% |
False |
False |
127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2522 |
|
2.618 |
1.2419 |
|
1.618 |
1.2356 |
|
1.000 |
1.2317 |
|
0.618 |
1.2293 |
|
HIGH |
1.2254 |
|
0.618 |
1.2230 |
|
0.500 |
1.2223 |
|
0.382 |
1.2215 |
|
LOW |
1.2191 |
|
0.618 |
1.2152 |
|
1.000 |
1.2128 |
|
1.618 |
1.2089 |
|
2.618 |
1.2026 |
|
4.250 |
1.1923 |
|
|
| Fisher Pivots for day following 21-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2234 |
1.2247 |
| PP |
1.2228 |
1.2244 |
| S1 |
1.2223 |
1.2242 |
|