CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 09-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2020 |
09-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2697 |
1.2729 |
0.0032 |
0.3% |
1.2341 |
| High |
1.2742 |
1.2762 |
0.0020 |
0.2% |
1.2737 |
| Low |
1.2635 |
1.2625 |
-0.0010 |
-0.1% |
1.2333 |
| Close |
1.2732 |
1.2747 |
0.0015 |
0.1% |
1.2675 |
| Range |
0.0107 |
0.0137 |
0.0030 |
28.0% |
0.0404 |
| ATR |
0.0122 |
0.0124 |
0.0001 |
0.8% |
0.0000 |
| Volume |
29,333 |
44,518 |
15,185 |
51.8% |
22,506 |
|
| Daily Pivots for day following 09-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3122 |
1.3072 |
1.2822 |
|
| R3 |
1.2985 |
1.2935 |
1.2785 |
|
| R2 |
1.2848 |
1.2848 |
1.2772 |
|
| R1 |
1.2798 |
1.2798 |
1.2760 |
1.2823 |
| PP |
1.2711 |
1.2711 |
1.2711 |
1.2724 |
| S1 |
1.2661 |
1.2661 |
1.2734 |
1.2686 |
| S2 |
1.2574 |
1.2574 |
1.2722 |
|
| S3 |
1.2437 |
1.2524 |
1.2709 |
|
| S4 |
1.2300 |
1.2387 |
1.2672 |
|
|
| 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 |
1.2762 |
1.2507 |
0.0255 |
2.0% |
0.0118 |
0.9% |
94% |
True |
False |
17,621 |
| 10 |
1.2762 |
1.2212 |
0.0550 |
4.3% |
0.0122 |
1.0% |
97% |
True |
False |
9,865 |
| 20 |
1.2762 |
1.2083 |
0.0679 |
5.3% |
0.0116 |
0.9% |
98% |
True |
False |
5,141 |
| 40 |
1.2762 |
1.2083 |
0.0679 |
5.3% |
0.0117 |
0.9% |
98% |
True |
False |
2,611 |
| 60 |
1.2762 |
1.1450 |
0.1312 |
10.3% |
0.0156 |
1.2% |
99% |
True |
False |
1,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3344 |
|
2.618 |
1.3121 |
|
1.618 |
1.2984 |
|
1.000 |
1.2899 |
|
0.618 |
1.2847 |
|
HIGH |
1.2762 |
|
0.618 |
1.2710 |
|
0.500 |
1.2694 |
|
0.382 |
1.2677 |
|
LOW |
1.2625 |
|
0.618 |
1.2540 |
|
1.000 |
1.2488 |
|
1.618 |
1.2403 |
|
2.618 |
1.2266 |
|
4.250 |
1.2043 |
|
|
| Fisher Pivots for day following 09-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2729 |
1.2723 |
| PP |
1.2711 |
1.2699 |
| S1 |
1.2694 |
1.2676 |
|