CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 11-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2020 |
11-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2737 |
1.2753 |
0.0016 |
0.1% |
1.2341 |
| High |
1.2819 |
1.2760 |
-0.0059 |
-0.5% |
1.2737 |
| Low |
1.2713 |
1.2592 |
-0.0121 |
-1.0% |
1.2333 |
| Close |
1.2775 |
1.2601 |
-0.0174 |
-1.4% |
1.2675 |
| Range |
0.0106 |
0.0168 |
0.0062 |
58.5% |
0.0404 |
| ATR |
0.0122 |
0.0127 |
0.0004 |
3.5% |
0.0000 |
| Volume |
91,011 |
82,194 |
-8,817 |
-9.7% |
22,506 |
|
| Daily Pivots for day following 11-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3155 |
1.3046 |
1.2693 |
|
| R3 |
1.2987 |
1.2878 |
1.2647 |
|
| R2 |
1.2819 |
1.2819 |
1.2632 |
|
| R1 |
1.2710 |
1.2710 |
1.2616 |
1.2681 |
| PP |
1.2651 |
1.2651 |
1.2651 |
1.2636 |
| S1 |
1.2542 |
1.2542 |
1.2586 |
1.2513 |
| S2 |
1.2483 |
1.2483 |
1.2570 |
|
| S3 |
1.2315 |
1.2374 |
1.2555 |
|
| S4 |
1.2147 |
1.2206 |
1.2509 |
|
|
| 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 |
1.2589 |
0.0230 |
1.8% |
0.0133 |
1.1% |
5% |
False |
False |
50,843 |
| 10 |
1.2819 |
1.2295 |
0.0524 |
4.2% |
0.0124 |
1.0% |
58% |
False |
False |
27,051 |
| 20 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0118 |
0.9% |
70% |
False |
False |
13,790 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0116 |
0.9% |
70% |
False |
False |
6,940 |
| 60 |
1.2819 |
1.1450 |
0.1369 |
10.9% |
0.0154 |
1.2% |
84% |
False |
False |
4,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3474 |
|
2.618 |
1.3200 |
|
1.618 |
1.3032 |
|
1.000 |
1.2928 |
|
0.618 |
1.2864 |
|
HIGH |
1.2760 |
|
0.618 |
1.2696 |
|
0.500 |
1.2676 |
|
0.382 |
1.2656 |
|
LOW |
1.2592 |
|
0.618 |
1.2488 |
|
1.000 |
1.2424 |
|
1.618 |
1.2320 |
|
2.618 |
1.2152 |
|
4.250 |
1.1878 |
|
|
| Fisher Pivots for day following 11-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2676 |
1.2706 |
| PP |
1.2651 |
1.2671 |
| S1 |
1.2626 |
1.2636 |
|