CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 25-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2020 |
25-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2519 |
1.2429 |
-0.0090 |
-0.7% |
1.2525 |
| High |
1.2548 |
1.2470 |
-0.0078 |
-0.6% |
1.2694 |
| Low |
1.2419 |
1.2394 |
-0.0025 |
-0.2% |
1.2350 |
| Close |
1.2428 |
1.2414 |
-0.0014 |
-0.1% |
1.2361 |
| Range |
0.0129 |
0.0076 |
-0.0053 |
-41.1% |
0.0344 |
| ATR |
0.0128 |
0.0125 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
93,622 |
78,735 |
-14,887 |
-15.9% |
510,740 |
|
| Daily Pivots for day following 25-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2654 |
1.2610 |
1.2456 |
|
| R3 |
1.2578 |
1.2534 |
1.2435 |
|
| R2 |
1.2502 |
1.2502 |
1.2428 |
|
| R1 |
1.2458 |
1.2458 |
1.2421 |
1.2442 |
| PP |
1.2426 |
1.2426 |
1.2426 |
1.2418 |
| S1 |
1.2382 |
1.2382 |
1.2407 |
1.2366 |
| S2 |
1.2350 |
1.2350 |
1.2400 |
|
| S3 |
1.2274 |
1.2306 |
1.2393 |
|
| S4 |
1.2198 |
1.2230 |
1.2372 |
|
|
| 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 |
1.2548 |
1.2340 |
0.0208 |
1.7% |
0.0112 |
0.9% |
36% |
False |
False |
85,253 |
| 10 |
1.2694 |
1.2340 |
0.0354 |
2.9% |
0.0127 |
1.0% |
21% |
False |
False |
97,567 |
| 20 |
1.2819 |
1.2295 |
0.0524 |
4.2% |
0.0126 |
1.0% |
23% |
False |
False |
62,309 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0121 |
1.0% |
45% |
False |
False |
31,319 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0117 |
0.9% |
45% |
False |
False |
20,889 |
| 80 |
1.3211 |
1.1450 |
0.1761 |
14.2% |
0.0153 |
1.2% |
55% |
False |
False |
15,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2793 |
|
2.618 |
1.2669 |
|
1.618 |
1.2593 |
|
1.000 |
1.2546 |
|
0.618 |
1.2517 |
|
HIGH |
1.2470 |
|
0.618 |
1.2441 |
|
0.500 |
1.2432 |
|
0.382 |
1.2423 |
|
LOW |
1.2394 |
|
0.618 |
1.2347 |
|
1.000 |
1.2318 |
|
1.618 |
1.2271 |
|
2.618 |
1.2195 |
|
4.250 |
1.2071 |
|
|
| Fisher Pivots for day following 25-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2432 |
1.2471 |
| PP |
1.2426 |
1.2452 |
| S1 |
1.2420 |
1.2433 |
|