CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 02-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2020 |
02-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2341 |
1.2497 |
0.0156 |
1.3% |
1.2179 |
| High |
1.2512 |
1.2581 |
0.0069 |
0.6% |
1.2398 |
| Low |
1.2333 |
1.2485 |
0.0152 |
1.2% |
1.2170 |
| Close |
1.2501 |
1.2547 |
0.0046 |
0.4% |
1.2330 |
| Range |
0.0179 |
0.0096 |
-0.0083 |
-46.4% |
0.0228 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
4,079 |
4,169 |
90 |
2.2% |
4,515 |
|
| Daily Pivots for day following 02-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2826 |
1.2782 |
1.2600 |
|
| R3 |
1.2730 |
1.2686 |
1.2573 |
|
| R2 |
1.2634 |
1.2634 |
1.2565 |
|
| R1 |
1.2590 |
1.2590 |
1.2556 |
1.2612 |
| PP |
1.2538 |
1.2538 |
1.2538 |
1.2549 |
| S1 |
1.2494 |
1.2494 |
1.2538 |
1.2516 |
| S2 |
1.2442 |
1.2442 |
1.2529 |
|
| S3 |
1.2346 |
1.2398 |
1.2521 |
|
| S4 |
1.2250 |
1.2302 |
1.2494 |
|
|
| 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 |
1.2581 |
1.2212 |
0.0369 |
2.9% |
0.0127 |
1.0% |
91% |
True |
False |
2,108 |
| 10 |
1.2581 |
1.2168 |
0.0413 |
3.3% |
0.0113 |
0.9% |
92% |
True |
False |
1,378 |
| 20 |
1.2581 |
1.2083 |
0.0498 |
4.0% |
0.0116 |
0.9% |
93% |
True |
False |
753 |
| 40 |
1.2656 |
1.2083 |
0.0573 |
4.6% |
0.0117 |
0.9% |
81% |
False |
False |
409 |
| 60 |
1.3211 |
1.1450 |
0.1761 |
14.0% |
0.0166 |
1.3% |
62% |
False |
False |
321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2989 |
|
2.618 |
1.2832 |
|
1.618 |
1.2736 |
|
1.000 |
1.2677 |
|
0.618 |
1.2640 |
|
HIGH |
1.2581 |
|
0.618 |
1.2544 |
|
0.500 |
1.2533 |
|
0.382 |
1.2522 |
|
LOW |
1.2485 |
|
0.618 |
1.2426 |
|
1.000 |
1.2389 |
|
1.618 |
1.2330 |
|
2.618 |
1.2234 |
|
4.250 |
1.2077 |
|
|
| Fisher Pivots for day following 02-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2542 |
1.2511 |
| PP |
1.2538 |
1.2474 |
| S1 |
1.2533 |
1.2438 |
|