CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 29-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2020 |
29-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2270 |
1.2329 |
0.0059 |
0.5% |
1.2179 |
| High |
1.2349 |
1.2398 |
0.0049 |
0.4% |
1.2398 |
| Low |
1.2239 |
1.2295 |
0.0056 |
0.5% |
1.2170 |
| Close |
1.2348 |
1.2330 |
-0.0018 |
-0.1% |
1.2330 |
| Range |
0.0110 |
0.0103 |
-0.0007 |
-6.4% |
0.0228 |
| ATR |
0.0124 |
0.0123 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
194 |
955 |
761 |
392.3% |
4,515 |
|
| Daily Pivots for day following 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2650 |
1.2593 |
1.2387 |
|
| R3 |
1.2547 |
1.2490 |
1.2358 |
|
| R2 |
1.2444 |
1.2444 |
1.2349 |
|
| R1 |
1.2387 |
1.2387 |
1.2339 |
1.2416 |
| PP |
1.2341 |
1.2341 |
1.2341 |
1.2355 |
| S1 |
1.2284 |
1.2284 |
1.2321 |
1.2313 |
| S2 |
1.2238 |
1.2238 |
1.2311 |
|
| S3 |
1.2135 |
1.2181 |
1.2302 |
|
| S4 |
1.2032 |
1.2078 |
1.2273 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2983 |
1.2885 |
1.2455 |
|
| R3 |
1.2755 |
1.2657 |
1.2393 |
|
| R2 |
1.2527 |
1.2527 |
1.2372 |
|
| R1 |
1.2429 |
1.2429 |
1.2351 |
1.2478 |
| PP |
1.2299 |
1.2299 |
1.2299 |
1.2324 |
| S1 |
1.2201 |
1.2201 |
1.2309 |
1.2250 |
| S2 |
1.2071 |
1.2071 |
1.2288 |
|
| S3 |
1.1843 |
1.1973 |
1.2267 |
|
| S4 |
1.1615 |
1.1745 |
1.2205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2398 |
1.2168 |
0.0230 |
1.9% |
0.0123 |
1.0% |
70% |
True |
False |
934 |
| 10 |
1.2398 |
1.2083 |
0.0315 |
2.6% |
0.0114 |
0.9% |
78% |
True |
False |
600 |
| 20 |
1.2585 |
1.2083 |
0.0502 |
4.1% |
0.0110 |
0.9% |
49% |
False |
False |
350 |
| 40 |
1.2656 |
1.2083 |
0.0573 |
4.6% |
0.0115 |
0.9% |
43% |
False |
False |
203 |
| 60 |
1.3211 |
1.1450 |
0.1761 |
14.3% |
0.0163 |
1.3% |
50% |
False |
False |
192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2836 |
|
2.618 |
1.2668 |
|
1.618 |
1.2565 |
|
1.000 |
1.2501 |
|
0.618 |
1.2462 |
|
HIGH |
1.2398 |
|
0.618 |
1.2359 |
|
0.500 |
1.2347 |
|
0.382 |
1.2334 |
|
LOW |
1.2295 |
|
0.618 |
1.2231 |
|
1.000 |
1.2192 |
|
1.618 |
1.2128 |
|
2.618 |
1.2025 |
|
4.250 |
1.1857 |
|
|
| Fisher Pivots for day following 29-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2347 |
1.2322 |
| PP |
1.2341 |
1.2313 |
| S1 |
1.2336 |
1.2305 |
|