CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 30-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2020 |
30-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2343 |
1.2305 |
-0.0038 |
-0.3% |
1.2360 |
| High |
1.2394 |
1.2407 |
0.0013 |
0.1% |
1.2548 |
| Low |
1.2256 |
1.2263 |
0.0007 |
0.1% |
1.2320 |
| Close |
1.2290 |
1.2397 |
0.0107 |
0.9% |
1.2348 |
| Range |
0.0138 |
0.0144 |
0.0006 |
4.3% |
0.0228 |
| ATR |
0.0125 |
0.0127 |
0.0001 |
1.1% |
0.0000 |
| Volume |
79,427 |
99,347 |
19,920 |
25.1% |
406,026 |
|
| Daily Pivots for day following 30-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2788 |
1.2736 |
1.2476 |
|
| R3 |
1.2644 |
1.2592 |
1.2437 |
|
| R2 |
1.2500 |
1.2500 |
1.2423 |
|
| R1 |
1.2448 |
1.2448 |
1.2410 |
1.2474 |
| PP |
1.2356 |
1.2356 |
1.2356 |
1.2369 |
| S1 |
1.2304 |
1.2304 |
1.2384 |
1.2330 |
| S2 |
1.2212 |
1.2212 |
1.2371 |
|
| S3 |
1.2068 |
1.2160 |
1.2357 |
|
| S4 |
1.1924 |
1.2016 |
1.2318 |
|
|
| 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% |
0.0122 |
1.0% |
48% |
False |
False |
85,299 |
| 10 |
1.2595 |
1.2256 |
0.0339 |
2.7% |
0.0121 |
1.0% |
42% |
False |
False |
88,548 |
| 20 |
1.2819 |
1.2256 |
0.0563 |
4.5% |
0.0127 |
1.0% |
25% |
False |
False |
74,556 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0121 |
1.0% |
43% |
False |
False |
37,654 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0121 |
1.0% |
43% |
False |
False |
25,125 |
| 80 |
1.3211 |
1.1450 |
0.1761 |
14.2% |
0.0156 |
1.3% |
54% |
False |
False |
18,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3019 |
|
2.618 |
1.2784 |
|
1.618 |
1.2640 |
|
1.000 |
1.2551 |
|
0.618 |
1.2496 |
|
HIGH |
1.2407 |
|
0.618 |
1.2352 |
|
0.500 |
1.2335 |
|
0.382 |
1.2318 |
|
LOW |
1.2263 |
|
0.618 |
1.2174 |
|
1.000 |
1.2119 |
|
1.618 |
1.2030 |
|
2.618 |
1.1886 |
|
4.250 |
1.1651 |
|
|
| Fisher Pivots for day following 30-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2376 |
1.2381 |
| PP |
1.2356 |
1.2365 |
| S1 |
1.2335 |
1.2349 |
|