CME British Pound Future September 2020
Trading Metrics calculated at close of trading on 05-Jun-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2020 |
05-Jun-2020 |
Change |
Change % |
Previous Week |
Open |
1.2581 |
1.2601 |
0.0020 |
0.2% |
1.2341 |
High |
1.2638 |
1.2737 |
0.0099 |
0.8% |
1.2737 |
Low |
1.2507 |
1.2589 |
0.0082 |
0.7% |
1.2333 |
Close |
1.2620 |
1.2675 |
0.0055 |
0.4% |
1.2675 |
Range |
0.0131 |
0.0148 |
0.0017 |
13.0% |
0.0404 |
ATR |
0.0122 |
0.0124 |
0.0002 |
1.5% |
0.0000 |
Volume |
4,557 |
7,160 |
2,603 |
57.1% |
22,506 |
|
Daily Pivots for day following 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3111 |
1.3041 |
1.2756 |
|
R3 |
1.2963 |
1.2893 |
1.2716 |
|
R2 |
1.2815 |
1.2815 |
1.2702 |
|
R1 |
1.2745 |
1.2745 |
1.2689 |
1.2780 |
PP |
1.2667 |
1.2667 |
1.2667 |
1.2685 |
S1 |
1.2597 |
1.2597 |
1.2661 |
1.2632 |
S2 |
1.2519 |
1.2519 |
1.2648 |
|
S3 |
1.2371 |
1.2449 |
1.2634 |
|
S4 |
1.2223 |
1.2301 |
1.2594 |
|
|
Weekly Pivots for week ending 05-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.3794 |
1.3638 |
1.2897 |
|
R3 |
1.3390 |
1.3234 |
1.2786 |
|
R2 |
1.2986 |
1.2986 |
1.2749 |
|
R1 |
1.2830 |
1.2830 |
1.2712 |
1.2908 |
PP |
1.2582 |
1.2582 |
1.2582 |
1.2621 |
S1 |
1.2426 |
1.2426 |
1.2638 |
1.2504 |
S2 |
1.2178 |
1.2178 |
1.2601 |
|
S3 |
1.1774 |
1.2022 |
1.2564 |
|
S4 |
1.1370 |
1.1618 |
1.2453 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.2737 |
1.2333 |
0.0404 |
3.2% |
0.0124 |
1.0% |
85% |
True |
False |
4,501 |
10 |
1.2737 |
1.2168 |
0.0569 |
4.5% |
0.0123 |
1.0% |
89% |
True |
False |
2,717 |
20 |
1.2737 |
1.2083 |
0.0654 |
5.2% |
0.0117 |
0.9% |
91% |
True |
False |
1,452 |
40 |
1.2737 |
1.2083 |
0.0654 |
5.2% |
0.0115 |
0.9% |
91% |
True |
False |
765 |
60 |
1.2859 |
1.1450 |
0.1409 |
11.1% |
0.0164 |
1.3% |
87% |
False |
False |
554 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.3366 |
2.618 |
1.3124 |
1.618 |
1.2976 |
1.000 |
1.2885 |
0.618 |
1.2828 |
HIGH |
1.2737 |
0.618 |
1.2680 |
0.500 |
1.2663 |
0.382 |
1.2646 |
LOW |
1.2589 |
0.618 |
1.2498 |
1.000 |
1.2441 |
1.618 |
1.2350 |
2.618 |
1.2202 |
4.250 |
1.1960 |
|
|
Fisher Pivots for day following 05-Jun-2020 |
Pivot |
1 day |
3 day |
R1 |
1.2671 |
1.2657 |
PP |
1.2667 |
1.2640 |
S1 |
1.2663 |
1.2622 |
|