CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 24-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2020 |
24-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2476 |
1.2519 |
0.0043 |
0.3% |
1.2525 |
| High |
1.2538 |
1.2548 |
0.0010 |
0.1% |
1.2694 |
| Low |
1.2439 |
1.2419 |
-0.0020 |
-0.2% |
1.2350 |
| Close |
1.2528 |
1.2428 |
-0.0100 |
-0.8% |
1.2361 |
| Range |
0.0099 |
0.0129 |
0.0030 |
30.3% |
0.0344 |
| ATR |
0.0128 |
0.0128 |
0.0000 |
0.0% |
0.0000 |
| Volume |
88,584 |
93,622 |
5,038 |
5.7% |
510,740 |
|
| Daily Pivots for day following 24-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2852 |
1.2769 |
1.2499 |
|
| R3 |
1.2723 |
1.2640 |
1.2463 |
|
| R2 |
1.2594 |
1.2594 |
1.2452 |
|
| R1 |
1.2511 |
1.2511 |
1.2440 |
1.2488 |
| PP |
1.2465 |
1.2465 |
1.2465 |
1.2454 |
| S1 |
1.2382 |
1.2382 |
1.2416 |
1.2359 |
| S2 |
1.2336 |
1.2336 |
1.2404 |
|
| S3 |
1.2207 |
1.2253 |
1.2393 |
|
| S4 |
1.2078 |
1.2124 |
1.2357 |
|
|
| 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 |
1.2573 |
1.2340 |
0.0233 |
1.9% |
0.0130 |
1.0% |
38% |
False |
False |
95,148 |
| 10 |
1.2760 |
1.2340 |
0.0420 |
3.4% |
0.0136 |
1.1% |
21% |
False |
False |
97,913 |
| 20 |
1.2819 |
1.2239 |
0.0580 |
4.7% |
0.0127 |
1.0% |
33% |
False |
False |
58,382 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0121 |
1.0% |
47% |
False |
False |
29,353 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0119 |
1.0% |
47% |
False |
False |
19,577 |
| 80 |
1.3211 |
1.1450 |
0.1761 |
14.2% |
0.0153 |
1.2% |
56% |
False |
False |
14,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3096 |
|
2.618 |
1.2886 |
|
1.618 |
1.2757 |
|
1.000 |
1.2677 |
|
0.618 |
1.2628 |
|
HIGH |
1.2548 |
|
0.618 |
1.2499 |
|
0.500 |
1.2484 |
|
0.382 |
1.2468 |
|
LOW |
1.2419 |
|
0.618 |
1.2339 |
|
1.000 |
1.2290 |
|
1.618 |
1.2210 |
|
2.618 |
1.2081 |
|
4.250 |
1.1871 |
|
|
| Fisher Pivots for day following 24-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2484 |
1.2444 |
| PP |
1.2465 |
1.2439 |
| S1 |
1.2447 |
1.2433 |
|