CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 07-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2020 |
07-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2475 |
1.2493 |
0.0018 |
0.1% |
1.2343 |
| High |
1.2526 |
1.2598 |
0.0072 |
0.6% |
1.2536 |
| Low |
1.2442 |
1.2467 |
0.0025 |
0.2% |
1.2256 |
| Close |
1.2503 |
1.2559 |
0.0056 |
0.4% |
1.2466 |
| Range |
0.0084 |
0.0131 |
0.0047 |
56.0% |
0.0280 |
| ATR |
0.0120 |
0.0121 |
0.0001 |
0.6% |
0.0000 |
| Volume |
92,840 |
87,283 |
-5,557 |
-6.0% |
345,696 |
|
| Daily Pivots for day following 07-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2934 |
1.2878 |
1.2631 |
|
| R3 |
1.2803 |
1.2747 |
1.2595 |
|
| R2 |
1.2672 |
1.2672 |
1.2583 |
|
| R1 |
1.2616 |
1.2616 |
1.2571 |
1.2644 |
| PP |
1.2541 |
1.2541 |
1.2541 |
1.2556 |
| S1 |
1.2485 |
1.2485 |
1.2547 |
1.2513 |
| S2 |
1.2410 |
1.2410 |
1.2535 |
|
| S3 |
1.2279 |
1.2354 |
1.2523 |
|
| S4 |
1.2148 |
1.2223 |
1.2487 |
|
|
| 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 |
1.2598 |
1.2263 |
0.0335 |
2.7% |
0.0113 |
0.9% |
88% |
True |
False |
89,278 |
| 10 |
1.2598 |
1.2256 |
0.0342 |
2.7% |
0.0113 |
0.9% |
89% |
True |
False |
86,212 |
| 20 |
1.2819 |
1.2256 |
0.0563 |
4.5% |
0.0125 |
1.0% |
54% |
False |
False |
89,729 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0121 |
1.0% |
65% |
False |
False |
46,323 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0118 |
0.9% |
65% |
False |
False |
30,908 |
| 80 |
1.2819 |
1.1450 |
0.1369 |
10.9% |
0.0151 |
1.2% |
81% |
False |
False |
23,214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3155 |
|
2.618 |
1.2941 |
|
1.618 |
1.2810 |
|
1.000 |
1.2729 |
|
0.618 |
1.2679 |
|
HIGH |
1.2598 |
|
0.618 |
1.2548 |
|
0.500 |
1.2533 |
|
0.382 |
1.2517 |
|
LOW |
1.2467 |
|
0.618 |
1.2386 |
|
1.000 |
1.2336 |
|
1.618 |
1.2255 |
|
2.618 |
1.2124 |
|
4.250 |
1.1910 |
|
|
| Fisher Pivots for day following 07-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2550 |
1.2546 |
| PP |
1.2541 |
1.2533 |
| S1 |
1.2533 |
1.2520 |
|