CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 01-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2020 |
01-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2329 |
1.2341 |
0.0012 |
0.1% |
1.2179 |
| High |
1.2398 |
1.2512 |
0.0114 |
0.9% |
1.2398 |
| Low |
1.2295 |
1.2333 |
0.0038 |
0.3% |
1.2170 |
| Close |
1.2330 |
1.2501 |
0.0171 |
1.4% |
1.2330 |
| Range |
0.0103 |
0.0179 |
0.0076 |
73.8% |
0.0228 |
| ATR |
0.0123 |
0.0127 |
0.0004 |
3.5% |
0.0000 |
| Volume |
955 |
4,079 |
3,124 |
327.1% |
4,515 |
|
| Daily Pivots for day following 01-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2986 |
1.2922 |
1.2599 |
|
| R3 |
1.2807 |
1.2743 |
1.2550 |
|
| R2 |
1.2628 |
1.2628 |
1.2534 |
|
| R1 |
1.2564 |
1.2564 |
1.2517 |
1.2596 |
| PP |
1.2449 |
1.2449 |
1.2449 |
1.2465 |
| S1 |
1.2385 |
1.2385 |
1.2485 |
1.2417 |
| S2 |
1.2270 |
1.2270 |
1.2468 |
|
| S3 |
1.2091 |
1.2206 |
1.2452 |
|
| S4 |
1.1912 |
1.2027 |
1.2403 |
|
|
| 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 |
1.2512 |
1.2170 |
0.0342 |
2.7% |
0.0147 |
1.2% |
97% |
True |
False |
1,718 |
| 10 |
1.2512 |
1.2083 |
0.0429 |
3.4% |
0.0118 |
0.9% |
97% |
True |
False |
979 |
| 20 |
1.2512 |
1.2083 |
0.0429 |
3.4% |
0.0115 |
0.9% |
97% |
True |
False |
548 |
| 40 |
1.2656 |
1.2083 |
0.0573 |
4.6% |
0.0117 |
0.9% |
73% |
False |
False |
305 |
| 60 |
1.3211 |
1.1450 |
0.1761 |
14.1% |
0.0166 |
1.3% |
60% |
False |
False |
258 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3273 |
|
2.618 |
1.2981 |
|
1.618 |
1.2802 |
|
1.000 |
1.2691 |
|
0.618 |
1.2623 |
|
HIGH |
1.2512 |
|
0.618 |
1.2444 |
|
0.500 |
1.2423 |
|
0.382 |
1.2401 |
|
LOW |
1.2333 |
|
0.618 |
1.2222 |
|
1.000 |
1.2154 |
|
1.618 |
1.2043 |
|
2.618 |
1.1864 |
|
4.250 |
1.1572 |
|
|
| Fisher Pivots for day following 01-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2475 |
1.2459 |
| PP |
1.2449 |
1.2417 |
| S1 |
1.2423 |
1.2376 |
|