CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 06-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2020 |
06-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2484 |
1.2475 |
-0.0009 |
-0.1% |
1.2343 |
| High |
1.2536 |
1.2526 |
-0.0010 |
-0.1% |
1.2536 |
| Low |
1.2461 |
1.2442 |
-0.0019 |
-0.2% |
1.2256 |
| Close |
1.2466 |
1.2503 |
0.0037 |
0.3% |
1.2466 |
| Range |
0.0075 |
0.0084 |
0.0009 |
12.0% |
0.0280 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
82,196 |
92,840 |
10,644 |
12.9% |
345,696 |
|
| Daily Pivots for day following 06-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2742 |
1.2707 |
1.2549 |
|
| R3 |
1.2658 |
1.2623 |
1.2526 |
|
| R2 |
1.2574 |
1.2574 |
1.2518 |
|
| R1 |
1.2539 |
1.2539 |
1.2511 |
1.2557 |
| PP |
1.2490 |
1.2490 |
1.2490 |
1.2499 |
| S1 |
1.2455 |
1.2455 |
1.2495 |
1.2473 |
| S2 |
1.2406 |
1.2406 |
1.2488 |
|
| S3 |
1.2322 |
1.2371 |
1.2480 |
|
| S4 |
1.2238 |
1.2287 |
1.2457 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3259 |
1.3143 |
1.2620 |
|
| R3 |
1.2979 |
1.2863 |
1.2543 |
|
| R2 |
1.2699 |
1.2699 |
1.2517 |
|
| R1 |
1.2583 |
1.2583 |
1.2492 |
1.2641 |
| PP |
1.2419 |
1.2419 |
1.2419 |
1.2449 |
| S1 |
1.2303 |
1.2303 |
1.2440 |
1.2361 |
| S2 |
1.2139 |
1.2139 |
1.2415 |
|
| S3 |
1.1859 |
1.2023 |
1.2389 |
|
| S4 |
1.1579 |
1.1743 |
1.2312 |
|
|
| 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% |
0.0114 |
0.9% |
88% |
False |
False |
87,707 |
| 10 |
1.2548 |
1.2256 |
0.0292 |
2.3% |
0.0114 |
0.9% |
85% |
False |
False |
84,456 |
| 20 |
1.2819 |
1.2256 |
0.0563 |
4.5% |
0.0124 |
1.0% |
44% |
False |
False |
86,831 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0121 |
1.0% |
57% |
False |
False |
44,142 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0118 |
0.9% |
57% |
False |
False |
29,453 |
| 80 |
1.2859 |
1.1450 |
0.1409 |
11.3% |
0.0154 |
1.2% |
75% |
False |
False |
22,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2883 |
|
2.618 |
1.2746 |
|
1.618 |
1.2662 |
|
1.000 |
1.2610 |
|
0.618 |
1.2578 |
|
HIGH |
1.2526 |
|
0.618 |
1.2494 |
|
0.500 |
1.2484 |
|
0.382 |
1.2474 |
|
LOW |
1.2442 |
|
0.618 |
1.2390 |
|
1.000 |
1.2358 |
|
1.618 |
1.2306 |
|
2.618 |
1.2222 |
|
4.250 |
1.2085 |
|
|
| Fisher Pivots for day following 06-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2497 |
1.2486 |
| PP |
1.2490 |
1.2468 |
| S1 |
1.2484 |
1.2451 |
|