CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 02-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2020 |
02-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2405 |
1.2484 |
0.0079 |
0.6% |
1.2360 |
| High |
1.2495 |
1.2536 |
0.0041 |
0.3% |
1.2548 |
| Low |
1.2365 |
1.2461 |
0.0096 |
0.8% |
1.2320 |
| Close |
1.2476 |
1.2466 |
-0.0010 |
-0.1% |
1.2348 |
| Range |
0.0130 |
0.0075 |
-0.0055 |
-42.3% |
0.0228 |
| ATR |
0.0127 |
0.0123 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
84,726 |
82,196 |
-2,530 |
-3.0% |
406,026 |
|
| Daily Pivots for day following 02-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2713 |
1.2664 |
1.2507 |
|
| R3 |
1.2638 |
1.2589 |
1.2487 |
|
| R2 |
1.2563 |
1.2563 |
1.2480 |
|
| R1 |
1.2514 |
1.2514 |
1.2473 |
1.2501 |
| PP |
1.2488 |
1.2488 |
1.2488 |
1.2481 |
| S1 |
1.2439 |
1.2439 |
1.2459 |
1.2426 |
| S2 |
1.2413 |
1.2413 |
1.2452 |
|
| S3 |
1.2338 |
1.2364 |
1.2445 |
|
| S4 |
1.2263 |
1.2289 |
1.2425 |
|
|
| 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 |
1.2536 |
1.2256 |
0.0280 |
2.2% |
0.0122 |
1.0% |
75% |
True |
False |
84,212 |
| 10 |
1.2548 |
1.2256 |
0.0292 |
2.3% |
0.0117 |
0.9% |
72% |
False |
False |
84,732 |
| 20 |
1.2819 |
1.2256 |
0.0563 |
4.5% |
0.0127 |
1.0% |
37% |
False |
False |
82,547 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0122 |
1.0% |
52% |
False |
False |
41,825 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0119 |
1.0% |
52% |
False |
False |
27,906 |
| 80 |
1.2988 |
1.1450 |
0.1538 |
12.3% |
0.0155 |
1.2% |
66% |
False |
False |
20,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2855 |
|
2.618 |
1.2732 |
|
1.618 |
1.2657 |
|
1.000 |
1.2611 |
|
0.618 |
1.2582 |
|
HIGH |
1.2536 |
|
0.618 |
1.2507 |
|
0.500 |
1.2499 |
|
0.382 |
1.2490 |
|
LOW |
1.2461 |
|
0.618 |
1.2415 |
|
1.000 |
1.2386 |
|
1.618 |
1.2340 |
|
2.618 |
1.2265 |
|
4.250 |
1.2142 |
|
|
| Fisher Pivots for day following 02-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2499 |
1.2444 |
| PP |
1.2488 |
1.2422 |
| S1 |
1.2477 |
1.2400 |
|