CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 29-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2020 |
29-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2421 |
1.2343 |
-0.0078 |
-0.6% |
1.2360 |
| High |
1.2442 |
1.2394 |
-0.0048 |
-0.4% |
1.2548 |
| Low |
1.2320 |
1.2256 |
-0.0064 |
-0.5% |
1.2320 |
| Close |
1.2348 |
1.2290 |
-0.0058 |
-0.5% |
1.2348 |
| Range |
0.0122 |
0.0138 |
0.0016 |
13.1% |
0.0228 |
| ATR |
0.0125 |
0.0125 |
0.0001 |
0.8% |
0.0000 |
| Volume |
75,364 |
79,427 |
4,063 |
5.4% |
406,026 |
|
| Daily Pivots for day following 29-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2727 |
1.2647 |
1.2366 |
|
| R3 |
1.2589 |
1.2509 |
1.2328 |
|
| R2 |
1.2451 |
1.2451 |
1.2315 |
|
| R1 |
1.2371 |
1.2371 |
1.2303 |
1.2342 |
| PP |
1.2313 |
1.2313 |
1.2313 |
1.2299 |
| S1 |
1.2233 |
1.2233 |
1.2277 |
1.2204 |
| S2 |
1.2175 |
1.2175 |
1.2265 |
|
| S3 |
1.2037 |
1.2095 |
1.2252 |
|
| S4 |
1.1899 |
1.1957 |
1.2214 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3089 |
1.2947 |
1.2473 |
|
| R3 |
1.2861 |
1.2719 |
1.2411 |
|
| R2 |
1.2633 |
1.2633 |
1.2390 |
|
| R1 |
1.2491 |
1.2491 |
1.2369 |
1.2448 |
| PP |
1.2405 |
1.2405 |
1.2405 |
1.2384 |
| S1 |
1.2263 |
1.2263 |
1.2327 |
1.2220 |
| S2 |
1.2177 |
1.2177 |
1.2306 |
|
| S3 |
1.1949 |
1.2035 |
1.2285 |
|
| S4 |
1.1721 |
1.1807 |
1.2223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2548 |
1.2256 |
0.0292 |
2.4% |
0.0113 |
0.9% |
12% |
False |
True |
83,146 |
| 10 |
1.2694 |
1.2256 |
0.0438 |
3.6% |
0.0120 |
1.0% |
8% |
False |
True |
89,465 |
| 20 |
1.2819 |
1.2256 |
0.0563 |
4.6% |
0.0125 |
1.0% |
6% |
False |
True |
69,797 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
6.0% |
0.0120 |
1.0% |
28% |
False |
False |
35,173 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
6.0% |
0.0119 |
1.0% |
28% |
False |
False |
23,469 |
| 80 |
1.3211 |
1.1450 |
0.1761 |
14.3% |
0.0155 |
1.3% |
48% |
False |
False |
17,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2981 |
|
2.618 |
1.2755 |
|
1.618 |
1.2617 |
|
1.000 |
1.2532 |
|
0.618 |
1.2479 |
|
HIGH |
1.2394 |
|
0.618 |
1.2341 |
|
0.500 |
1.2325 |
|
0.382 |
1.2309 |
|
LOW |
1.2256 |
|
0.618 |
1.2171 |
|
1.000 |
1.2118 |
|
1.618 |
1.2033 |
|
2.618 |
1.1895 |
|
4.250 |
1.1670 |
|
|
| Fisher Pivots for day following 29-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2325 |
1.2363 |
| PP |
1.2313 |
1.2339 |
| S1 |
1.2302 |
1.2314 |
|