CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 23-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2020 |
23-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2360 |
1.2476 |
0.0116 |
0.9% |
1.2525 |
| High |
1.2483 |
1.2538 |
0.0055 |
0.4% |
1.2694 |
| Low |
1.2340 |
1.2439 |
0.0099 |
0.8% |
1.2350 |
| Close |
1.2478 |
1.2528 |
0.0050 |
0.4% |
1.2361 |
| Range |
0.0143 |
0.0099 |
-0.0044 |
-30.8% |
0.0344 |
| ATR |
0.0131 |
0.0128 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
69,721 |
88,584 |
18,863 |
27.1% |
510,740 |
|
| Daily Pivots for day following 23-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2799 |
1.2762 |
1.2582 |
|
| R3 |
1.2700 |
1.2663 |
1.2555 |
|
| R2 |
1.2601 |
1.2601 |
1.2546 |
|
| R1 |
1.2564 |
1.2564 |
1.2537 |
1.2583 |
| PP |
1.2502 |
1.2502 |
1.2502 |
1.2511 |
| S1 |
1.2465 |
1.2465 |
1.2519 |
1.2484 |
| S2 |
1.2403 |
1.2403 |
1.2510 |
|
| S3 |
1.2304 |
1.2366 |
1.2501 |
|
| S4 |
1.2205 |
1.2267 |
1.2474 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3500 |
1.3275 |
1.2550 |
|
| R3 |
1.3156 |
1.2931 |
1.2456 |
|
| R2 |
1.2812 |
1.2812 |
1.2424 |
|
| R1 |
1.2587 |
1.2587 |
1.2393 |
1.2528 |
| PP |
1.2468 |
1.2468 |
1.2468 |
1.2439 |
| S1 |
1.2243 |
1.2243 |
1.2329 |
1.2184 |
| S2 |
1.2124 |
1.2124 |
1.2298 |
|
| S3 |
1.1780 |
1.1899 |
1.2266 |
|
| S4 |
1.1436 |
1.1555 |
1.2172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2595 |
1.2340 |
0.0255 |
2.0% |
0.0120 |
1.0% |
74% |
False |
False |
91,797 |
| 10 |
1.2819 |
1.2340 |
0.0479 |
3.8% |
0.0134 |
1.1% |
39% |
False |
False |
97,652 |
| 20 |
1.2819 |
1.2212 |
0.0607 |
4.8% |
0.0128 |
1.0% |
52% |
False |
False |
53,758 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0121 |
1.0% |
60% |
False |
False |
27,017 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0120 |
1.0% |
60% |
False |
False |
18,020 |
| 80 |
1.3211 |
1.1450 |
0.1761 |
14.1% |
0.0153 |
1.2% |
61% |
False |
False |
13,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2959 |
|
2.618 |
1.2797 |
|
1.618 |
1.2698 |
|
1.000 |
1.2637 |
|
0.618 |
1.2599 |
|
HIGH |
1.2538 |
|
0.618 |
1.2500 |
|
0.500 |
1.2489 |
|
0.382 |
1.2477 |
|
LOW |
1.2439 |
|
0.618 |
1.2378 |
|
1.000 |
1.2340 |
|
1.618 |
1.2279 |
|
2.618 |
1.2180 |
|
4.250 |
1.2018 |
|
|
| Fisher Pivots for day following 23-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2515 |
1.2498 |
| PP |
1.2502 |
1.2469 |
| S1 |
1.2489 |
1.2439 |
|