CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 16-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2020 |
16-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2525 |
1.2620 |
0.0095 |
0.8% |
1.2697 |
| High |
1.2613 |
1.2694 |
0.0081 |
0.6% |
1.2819 |
| Low |
1.2461 |
1.2558 |
0.0097 |
0.8% |
1.2480 |
| Close |
1.2592 |
1.2583 |
-0.0009 |
-0.1% |
1.2496 |
| Range |
0.0152 |
0.0136 |
-0.0016 |
-10.5% |
0.0339 |
| ATR |
0.0132 |
0.0132 |
0.0000 |
0.2% |
0.0000 |
| Volume |
101,540 |
108,518 |
6,978 |
6.9% |
381,330 |
|
| Daily Pivots for day following 16-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3020 |
1.2937 |
1.2658 |
|
| R3 |
1.2884 |
1.2801 |
1.2620 |
|
| R2 |
1.2748 |
1.2748 |
1.2608 |
|
| R1 |
1.2665 |
1.2665 |
1.2595 |
1.2639 |
| PP |
1.2612 |
1.2612 |
1.2612 |
1.2598 |
| S1 |
1.2529 |
1.2529 |
1.2571 |
1.2503 |
| S2 |
1.2476 |
1.2476 |
1.2558 |
|
| S3 |
1.2340 |
1.2393 |
1.2546 |
|
| S4 |
1.2204 |
1.2257 |
1.2508 |
|
|
| 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 |
1.2461 |
0.0358 |
2.8% |
0.0148 |
1.2% |
34% |
False |
False |
103,507 |
| 10 |
1.2819 |
1.2461 |
0.0358 |
2.8% |
0.0133 |
1.1% |
34% |
False |
False |
60,564 |
| 20 |
1.2819 |
1.2168 |
0.0651 |
5.2% |
0.0123 |
1.0% |
64% |
False |
False |
30,971 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0120 |
1.0% |
68% |
False |
False |
15,545 |
| 60 |
1.2819 |
1.1480 |
0.1339 |
10.6% |
0.0137 |
1.1% |
82% |
False |
False |
10,376 |
| 80 |
1.3211 |
1.1450 |
0.1761 |
14.0% |
0.0150 |
1.2% |
64% |
False |
False |
7,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3272 |
|
2.618 |
1.3050 |
|
1.618 |
1.2914 |
|
1.000 |
1.2830 |
|
0.618 |
1.2778 |
|
HIGH |
1.2694 |
|
0.618 |
1.2642 |
|
0.500 |
1.2626 |
|
0.382 |
1.2610 |
|
LOW |
1.2558 |
|
0.618 |
1.2474 |
|
1.000 |
1.2422 |
|
1.618 |
1.2338 |
|
2.618 |
1.2202 |
|
4.250 |
1.1980 |
|
|
| Fisher Pivots for day following 16-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2626 |
1.2581 |
| PP |
1.2612 |
1.2579 |
| S1 |
1.2597 |
1.2578 |
|