CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 08-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2020 |
08-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2601 |
1.2697 |
0.0096 |
0.8% |
1.2341 |
| High |
1.2737 |
1.2742 |
0.0005 |
0.0% |
1.2737 |
| Low |
1.2589 |
1.2635 |
0.0046 |
0.4% |
1.2333 |
| Close |
1.2675 |
1.2732 |
0.0057 |
0.4% |
1.2675 |
| Range |
0.0148 |
0.0107 |
-0.0041 |
-27.7% |
0.0404 |
| ATR |
0.0124 |
0.0122 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
7,160 |
29,333 |
22,173 |
309.7% |
22,506 |
|
| Daily Pivots for day following 08-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3024 |
1.2985 |
1.2791 |
|
| R3 |
1.2917 |
1.2878 |
1.2761 |
|
| R2 |
1.2810 |
1.2810 |
1.2752 |
|
| R1 |
1.2771 |
1.2771 |
1.2742 |
1.2791 |
| PP |
1.2703 |
1.2703 |
1.2703 |
1.2713 |
| S1 |
1.2664 |
1.2664 |
1.2722 |
1.2684 |
| S2 |
1.2596 |
1.2596 |
1.2712 |
|
| S3 |
1.2489 |
1.2557 |
1.2703 |
|
| S4 |
1.2382 |
1.2450 |
1.2673 |
|
|
| 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 |
1.2742 |
1.2485 |
0.0257 |
2.0% |
0.0110 |
0.9% |
96% |
True |
False |
9,552 |
| 10 |
1.2742 |
1.2170 |
0.0572 |
4.5% |
0.0128 |
1.0% |
98% |
True |
False |
5,635 |
| 20 |
1.2742 |
1.2083 |
0.0659 |
5.2% |
0.0117 |
0.9% |
98% |
True |
False |
2,917 |
| 40 |
1.2742 |
1.2083 |
0.0659 |
5.2% |
0.0115 |
0.9% |
98% |
True |
False |
1,498 |
| 60 |
1.2742 |
1.1450 |
0.1292 |
10.1% |
0.0160 |
1.3% |
99% |
True |
False |
1,042 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3197 |
|
2.618 |
1.3022 |
|
1.618 |
1.2915 |
|
1.000 |
1.2849 |
|
0.618 |
1.2808 |
|
HIGH |
1.2742 |
|
0.618 |
1.2701 |
|
0.500 |
1.2689 |
|
0.382 |
1.2676 |
|
LOW |
1.2635 |
|
0.618 |
1.2569 |
|
1.000 |
1.2528 |
|
1.618 |
1.2462 |
|
2.618 |
1.2355 |
|
4.250 |
1.2180 |
|
|
| Fisher Pivots for day following 08-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2718 |
1.2696 |
| PP |
1.2703 |
1.2660 |
| S1 |
1.2689 |
1.2625 |
|