CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 01-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2020 |
01-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2305 |
1.2405 |
0.0100 |
0.8% |
1.2360 |
| High |
1.2407 |
1.2495 |
0.0088 |
0.7% |
1.2548 |
| Low |
1.2263 |
1.2365 |
0.0102 |
0.8% |
1.2320 |
| Close |
1.2397 |
1.2476 |
0.0079 |
0.6% |
1.2348 |
| Range |
0.0144 |
0.0130 |
-0.0014 |
-9.7% |
0.0228 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
0.2% |
0.0000 |
| Volume |
99,347 |
84,726 |
-14,621 |
-14.7% |
406,026 |
|
| Daily Pivots for day following 01-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2835 |
1.2786 |
1.2548 |
|
| R3 |
1.2705 |
1.2656 |
1.2512 |
|
| R2 |
1.2575 |
1.2575 |
1.2500 |
|
| R1 |
1.2526 |
1.2526 |
1.2488 |
1.2551 |
| PP |
1.2445 |
1.2445 |
1.2445 |
1.2458 |
| S1 |
1.2396 |
1.2396 |
1.2464 |
1.2421 |
| S2 |
1.2315 |
1.2315 |
1.2452 |
|
| S3 |
1.2185 |
1.2266 |
1.2440 |
|
| S4 |
1.2055 |
1.2136 |
1.2405 |
|
|
| 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 |
1.2495 |
1.2256 |
0.0239 |
1.9% |
0.0122 |
1.0% |
92% |
True |
False |
83,519 |
| 10 |
1.2573 |
1.2256 |
0.0317 |
2.5% |
0.0126 |
1.0% |
69% |
False |
False |
89,334 |
| 20 |
1.2819 |
1.2256 |
0.0563 |
4.5% |
0.0130 |
1.0% |
39% |
False |
False |
78,665 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0123 |
1.0% |
53% |
False |
False |
39,771 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0121 |
1.0% |
53% |
False |
False |
26,536 |
| 80 |
1.3078 |
1.1450 |
0.1628 |
13.0% |
0.0156 |
1.2% |
63% |
False |
False |
19,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3048 |
|
2.618 |
1.2835 |
|
1.618 |
1.2705 |
|
1.000 |
1.2625 |
|
0.618 |
1.2575 |
|
HIGH |
1.2495 |
|
0.618 |
1.2445 |
|
0.500 |
1.2430 |
|
0.382 |
1.2415 |
|
LOW |
1.2365 |
|
0.618 |
1.2285 |
|
1.000 |
1.2235 |
|
1.618 |
1.2155 |
|
2.618 |
1.2025 |
|
4.250 |
1.1813 |
|
|
| Fisher Pivots for day following 01-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2461 |
1.2443 |
| PP |
1.2445 |
1.2409 |
| S1 |
1.2430 |
1.2376 |
|