CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 17-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2020 |
17-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2620 |
1.2573 |
-0.0047 |
-0.4% |
1.2697 |
| High |
1.2694 |
1.2595 |
-0.0099 |
-0.8% |
1.2819 |
| Low |
1.2558 |
1.2517 |
-0.0041 |
-0.3% |
1.2480 |
| Close |
1.2583 |
1.2546 |
-0.0037 |
-0.3% |
1.2496 |
| Range |
0.0136 |
0.0078 |
-0.0058 |
-42.6% |
0.0339 |
| ATR |
0.0132 |
0.0128 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
108,518 |
76,865 |
-31,653 |
-29.2% |
381,330 |
|
| Daily Pivots for day following 17-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2787 |
1.2744 |
1.2589 |
|
| R3 |
1.2709 |
1.2666 |
1.2567 |
|
| R2 |
1.2631 |
1.2631 |
1.2560 |
|
| R1 |
1.2588 |
1.2588 |
1.2553 |
1.2571 |
| PP |
1.2553 |
1.2553 |
1.2553 |
1.2544 |
| S1 |
1.2510 |
1.2510 |
1.2539 |
1.2493 |
| S2 |
1.2475 |
1.2475 |
1.2532 |
|
| S3 |
1.2397 |
1.2432 |
1.2525 |
|
| S4 |
1.2319 |
1.2354 |
1.2503 |
|
|
| 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 |
1.2760 |
1.2461 |
0.0299 |
2.4% |
0.0143 |
1.1% |
28% |
False |
False |
100,678 |
| 10 |
1.2819 |
1.2461 |
0.0358 |
2.9% |
0.0134 |
1.1% |
24% |
False |
False |
67,997 |
| 20 |
1.2819 |
1.2168 |
0.0651 |
5.2% |
0.0121 |
1.0% |
58% |
False |
False |
34,798 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0117 |
0.9% |
63% |
False |
False |
17,466 |
| 60 |
1.2819 |
1.1526 |
0.1293 |
10.3% |
0.0134 |
1.1% |
79% |
False |
False |
11,655 |
| 80 |
1.3211 |
1.1450 |
0.1761 |
14.0% |
0.0151 |
1.2% |
62% |
False |
False |
8,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2927 |
|
2.618 |
1.2799 |
|
1.618 |
1.2721 |
|
1.000 |
1.2673 |
|
0.618 |
1.2643 |
|
HIGH |
1.2595 |
|
0.618 |
1.2565 |
|
0.500 |
1.2556 |
|
0.382 |
1.2547 |
|
LOW |
1.2517 |
|
0.618 |
1.2469 |
|
1.000 |
1.2439 |
|
1.618 |
1.2391 |
|
2.618 |
1.2313 |
|
4.250 |
1.2186 |
|
|
| Fisher Pivots for day following 17-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2556 |
1.2578 |
| PP |
1.2553 |
1.2567 |
| S1 |
1.2549 |
1.2557 |
|