CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 26-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2020 |
26-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2220 |
1.2179 |
-0.0041 |
-0.3% |
1.2090 |
| High |
1.2225 |
1.2367 |
0.0142 |
1.2% |
1.2302 |
| Low |
1.2168 |
1.2170 |
0.0002 |
0.0% |
1.2083 |
| Close |
1.2174 |
1.2347 |
0.0173 |
1.4% |
1.2174 |
| Range |
0.0057 |
0.0197 |
0.0140 |
245.6% |
0.0219 |
| ATR |
0.0118 |
0.0124 |
0.0006 |
4.8% |
0.0000 |
| Volume |
156 |
2,222 |
2,066 |
1,324.4% |
1,196 |
|
| Daily Pivots for day following 26-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2886 |
1.2813 |
1.2455 |
|
| R3 |
1.2689 |
1.2616 |
1.2401 |
|
| R2 |
1.2492 |
1.2492 |
1.2383 |
|
| R1 |
1.2419 |
1.2419 |
1.2365 |
1.2456 |
| PP |
1.2295 |
1.2295 |
1.2295 |
1.2313 |
| S1 |
1.2222 |
1.2222 |
1.2329 |
1.2259 |
| S2 |
1.2098 |
1.2098 |
1.2311 |
|
| S3 |
1.1901 |
1.2025 |
1.2293 |
|
| S4 |
1.1704 |
1.1828 |
1.2239 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2843 |
1.2728 |
1.2294 |
|
| R3 |
1.2624 |
1.2509 |
1.2234 |
|
| R2 |
1.2405 |
1.2405 |
1.2214 |
|
| R1 |
1.2290 |
1.2290 |
1.2194 |
1.2348 |
| PP |
1.2186 |
1.2186 |
1.2186 |
1.2215 |
| S1 |
1.2071 |
1.2071 |
1.2154 |
1.2129 |
| S2 |
1.1967 |
1.1967 |
1.2134 |
|
| S3 |
1.1748 |
1.1852 |
1.2114 |
|
| S4 |
1.1529 |
1.1633 |
1.2054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2367 |
1.2168 |
0.0199 |
1.6% |
0.0098 |
0.8% |
90% |
True |
False |
648 |
| 10 |
1.2383 |
1.2083 |
0.0300 |
2.4% |
0.0110 |
0.9% |
88% |
False |
False |
417 |
| 20 |
1.2649 |
1.2083 |
0.0566 |
4.6% |
0.0113 |
0.9% |
47% |
False |
False |
275 |
| 40 |
1.2656 |
1.2083 |
0.0573 |
4.6% |
0.0115 |
0.9% |
46% |
False |
False |
151 |
| 60 |
1.3211 |
1.1450 |
0.1761 |
14.3% |
0.0161 |
1.3% |
51% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3204 |
|
2.618 |
1.2883 |
|
1.618 |
1.2686 |
|
1.000 |
1.2564 |
|
0.618 |
1.2489 |
|
HIGH |
1.2367 |
|
0.618 |
1.2292 |
|
0.500 |
1.2269 |
|
0.382 |
1.2245 |
|
LOW |
1.2170 |
|
0.618 |
1.2048 |
|
1.000 |
1.1973 |
|
1.618 |
1.1851 |
|
2.618 |
1.1654 |
|
4.250 |
1.1333 |
|
|
| Fisher Pivots for day following 26-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2321 |
1.2321 |
| PP |
1.2295 |
1.2294 |
| S1 |
1.2269 |
1.2268 |
|