CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 27-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2020 |
27-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2179 |
1.2341 |
0.0162 |
1.3% |
1.2090 |
| High |
1.2367 |
1.2358 |
-0.0009 |
-0.1% |
1.2302 |
| Low |
1.2170 |
1.2212 |
0.0042 |
0.3% |
1.2083 |
| Close |
1.2347 |
1.2260 |
-0.0087 |
-0.7% |
1.2174 |
| Range |
0.0197 |
0.0146 |
-0.0051 |
-25.9% |
0.0219 |
| ATR |
0.0124 |
0.0125 |
0.0002 |
1.3% |
0.0000 |
| Volume |
2,222 |
1,144 |
-1,078 |
-48.5% |
1,196 |
|
| Daily Pivots for day following 27-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2715 |
1.2633 |
1.2340 |
|
| R3 |
1.2569 |
1.2487 |
1.2300 |
|
| R2 |
1.2423 |
1.2423 |
1.2287 |
|
| R1 |
1.2341 |
1.2341 |
1.2273 |
1.2309 |
| PP |
1.2277 |
1.2277 |
1.2277 |
1.2261 |
| S1 |
1.2195 |
1.2195 |
1.2247 |
1.2163 |
| S2 |
1.2131 |
1.2131 |
1.2233 |
|
| S3 |
1.1985 |
1.2049 |
1.2220 |
|
| S4 |
1.1839 |
1.1903 |
1.2180 |
|
|
| 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% |
0.0105 |
0.9% |
46% |
False |
False |
814 |
| 10 |
1.2367 |
1.2083 |
0.0284 |
2.3% |
0.0113 |
0.9% |
62% |
False |
False |
527 |
| 20 |
1.2649 |
1.2083 |
0.0566 |
4.6% |
0.0115 |
0.9% |
31% |
False |
False |
325 |
| 40 |
1.2656 |
1.2083 |
0.0573 |
4.7% |
0.0115 |
0.9% |
31% |
False |
False |
175 |
| 60 |
1.3211 |
1.1450 |
0.1761 |
14.4% |
0.0162 |
1.3% |
46% |
False |
False |
179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2979 |
|
2.618 |
1.2740 |
|
1.618 |
1.2594 |
|
1.000 |
1.2504 |
|
0.618 |
1.2448 |
|
HIGH |
1.2358 |
|
0.618 |
1.2302 |
|
0.500 |
1.2285 |
|
0.382 |
1.2268 |
|
LOW |
1.2212 |
|
0.618 |
1.2122 |
|
1.000 |
1.2066 |
|
1.618 |
1.1976 |
|
2.618 |
1.1830 |
|
4.250 |
1.1592 |
|
|
| Fisher Pivots for day following 27-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2285 |
1.2268 |
| PP |
1.2277 |
1.2265 |
| S1 |
1.2268 |
1.2263 |
|