CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 10-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2020 |
10-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2729 |
1.2737 |
0.0008 |
0.1% |
1.2341 |
| High |
1.2762 |
1.2819 |
0.0057 |
0.4% |
1.2737 |
| Low |
1.2625 |
1.2713 |
0.0088 |
0.7% |
1.2333 |
| Close |
1.2747 |
1.2775 |
0.0028 |
0.2% |
1.2675 |
| Range |
0.0137 |
0.0106 |
-0.0031 |
-22.6% |
0.0404 |
| ATR |
0.0124 |
0.0122 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
44,518 |
91,011 |
46,493 |
104.4% |
22,506 |
|
| Daily Pivots for day following 10-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3087 |
1.3037 |
1.2833 |
|
| R3 |
1.2981 |
1.2931 |
1.2804 |
|
| R2 |
1.2875 |
1.2875 |
1.2794 |
|
| R1 |
1.2825 |
1.2825 |
1.2785 |
1.2850 |
| PP |
1.2769 |
1.2769 |
1.2769 |
1.2782 |
| S1 |
1.2719 |
1.2719 |
1.2765 |
1.2744 |
| S2 |
1.2663 |
1.2663 |
1.2756 |
|
| S3 |
1.2557 |
1.2613 |
1.2746 |
|
| S4 |
1.2451 |
1.2507 |
1.2717 |
|
|
| 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 |
1.2819 |
1.2507 |
0.0312 |
2.4% |
0.0126 |
1.0% |
86% |
True |
False |
35,315 |
| 10 |
1.2819 |
1.2239 |
0.0580 |
4.5% |
0.0118 |
0.9% |
92% |
True |
False |
18,851 |
| 20 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0116 |
0.9% |
94% |
True |
False |
9,689 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0116 |
0.9% |
94% |
True |
False |
4,886 |
| 60 |
1.2819 |
1.1450 |
0.1369 |
10.7% |
0.0156 |
1.2% |
97% |
True |
False |
3,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3270 |
|
2.618 |
1.3097 |
|
1.618 |
1.2991 |
|
1.000 |
1.2925 |
|
0.618 |
1.2885 |
|
HIGH |
1.2819 |
|
0.618 |
1.2779 |
|
0.500 |
1.2766 |
|
0.382 |
1.2753 |
|
LOW |
1.2713 |
|
0.618 |
1.2647 |
|
1.000 |
1.2607 |
|
1.618 |
1.2541 |
|
2.618 |
1.2435 |
|
4.250 |
1.2263 |
|
|
| Fisher Pivots for day following 10-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2772 |
1.2757 |
| PP |
1.2769 |
1.2740 |
| S1 |
1.2766 |
1.2722 |
|