CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 08-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2020 |
08-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2493 |
1.2552 |
0.0059 |
0.5% |
1.2343 |
| High |
1.2598 |
1.2628 |
0.0030 |
0.2% |
1.2536 |
| Low |
1.2467 |
1.2514 |
0.0047 |
0.4% |
1.2256 |
| Close |
1.2559 |
1.2627 |
0.0068 |
0.5% |
1.2466 |
| Range |
0.0131 |
0.0114 |
-0.0017 |
-13.0% |
0.0280 |
| ATR |
0.0121 |
0.0121 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
87,283 |
80,648 |
-6,635 |
-7.6% |
345,696 |
|
| Daily Pivots for day following 08-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2932 |
1.2893 |
1.2690 |
|
| R3 |
1.2818 |
1.2779 |
1.2658 |
|
| R2 |
1.2704 |
1.2704 |
1.2648 |
|
| R1 |
1.2665 |
1.2665 |
1.2637 |
1.2685 |
| PP |
1.2590 |
1.2590 |
1.2590 |
1.2599 |
| S1 |
1.2551 |
1.2551 |
1.2617 |
1.2571 |
| S2 |
1.2476 |
1.2476 |
1.2606 |
|
| S3 |
1.2362 |
1.2437 |
1.2596 |
|
| S4 |
1.2248 |
1.2323 |
1.2564 |
|
|
| 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 |
1.2628 |
1.2365 |
0.0263 |
2.1% |
0.0107 |
0.8% |
100% |
True |
False |
85,538 |
| 10 |
1.2628 |
1.2256 |
0.0372 |
2.9% |
0.0114 |
0.9% |
100% |
True |
False |
85,418 |
| 20 |
1.2819 |
1.2256 |
0.0563 |
4.5% |
0.0124 |
1.0% |
66% |
False |
False |
91,535 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0120 |
1.0% |
74% |
False |
False |
48,338 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0119 |
0.9% |
74% |
False |
False |
32,252 |
| 80 |
1.2819 |
1.1450 |
0.1369 |
10.8% |
0.0148 |
1.2% |
86% |
False |
False |
24,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3113 |
|
2.618 |
1.2926 |
|
1.618 |
1.2812 |
|
1.000 |
1.2742 |
|
0.618 |
1.2698 |
|
HIGH |
1.2628 |
|
0.618 |
1.2584 |
|
0.500 |
1.2571 |
|
0.382 |
1.2558 |
|
LOW |
1.2514 |
|
0.618 |
1.2444 |
|
1.000 |
1.2400 |
|
1.618 |
1.2330 |
|
2.618 |
1.2216 |
|
4.250 |
1.2030 |
|
|
| Fisher Pivots for day following 08-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2608 |
1.2596 |
| PP |
1.2590 |
1.2566 |
| S1 |
1.2571 |
1.2535 |
|