CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 12-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2020 |
12-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2753 |
1.2605 |
-0.0148 |
-1.2% |
1.2697 |
| High |
1.2760 |
1.2660 |
-0.0100 |
-0.8% |
1.2819 |
| Low |
1.2592 |
1.2480 |
-0.0112 |
-0.9% |
1.2480 |
| Close |
1.2601 |
1.2496 |
-0.0105 |
-0.8% |
1.2496 |
| Range |
0.0168 |
0.0180 |
0.0012 |
7.1% |
0.0339 |
| ATR |
0.0127 |
0.0130 |
0.0004 |
3.0% |
0.0000 |
| Volume |
82,194 |
134,274 |
52,080 |
63.4% |
381,330 |
|
| Daily Pivots for day following 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3085 |
1.2971 |
1.2595 |
|
| R3 |
1.2905 |
1.2791 |
1.2546 |
|
| R2 |
1.2725 |
1.2725 |
1.2529 |
|
| R1 |
1.2611 |
1.2611 |
1.2513 |
1.2578 |
| PP |
1.2545 |
1.2545 |
1.2545 |
1.2529 |
| S1 |
1.2431 |
1.2431 |
1.2480 |
1.2398 |
| S2 |
1.2365 |
1.2365 |
1.2463 |
|
| S3 |
1.2185 |
1.2251 |
1.2447 |
|
| S4 |
1.2005 |
1.2071 |
1.2397 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3615 |
1.3395 |
1.2682 |
|
| R3 |
1.3276 |
1.3056 |
1.2589 |
|
| R2 |
1.2937 |
1.2937 |
1.2558 |
|
| R1 |
1.2717 |
1.2717 |
1.2527 |
1.2658 |
| PP |
1.2598 |
1.2598 |
1.2598 |
1.2569 |
| S1 |
1.2378 |
1.2378 |
1.2465 |
1.2319 |
| S2 |
1.2259 |
1.2259 |
1.2434 |
|
| S3 |
1.1920 |
1.2039 |
1.2403 |
|
| S4 |
1.1581 |
1.1700 |
1.2310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2819 |
1.2480 |
0.0339 |
2.7% |
0.0140 |
1.1% |
5% |
False |
True |
76,266 |
| 10 |
1.2819 |
1.2333 |
0.0486 |
3.9% |
0.0132 |
1.1% |
34% |
False |
False |
40,383 |
| 20 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0123 |
1.0% |
56% |
False |
False |
20,491 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0118 |
0.9% |
56% |
False |
False |
10,295 |
| 60 |
1.2819 |
1.1450 |
0.1369 |
11.0% |
0.0146 |
1.2% |
76% |
False |
False |
6,885 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3425 |
|
2.618 |
1.3131 |
|
1.618 |
1.2951 |
|
1.000 |
1.2840 |
|
0.618 |
1.2771 |
|
HIGH |
1.2660 |
|
0.618 |
1.2591 |
|
0.500 |
1.2570 |
|
0.382 |
1.2549 |
|
LOW |
1.2480 |
|
0.618 |
1.2369 |
|
1.000 |
1.2300 |
|
1.618 |
1.2189 |
|
2.618 |
1.2009 |
|
4.250 |
1.1715 |
|
|
| Fisher Pivots for day following 12-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2570 |
1.2650 |
| PP |
1.2545 |
1.2598 |
| S1 |
1.2521 |
1.2547 |
|