CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 13-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2020 |
13-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2607 |
1.2627 |
0.0020 |
0.2% |
1.2475 |
| High |
1.2669 |
1.2671 |
0.0002 |
0.0% |
1.2674 |
| Low |
1.2571 |
1.2555 |
-0.0016 |
-0.1% |
1.2442 |
| Close |
1.2633 |
1.2578 |
-0.0055 |
-0.4% |
1.2633 |
| Range |
0.0098 |
0.0116 |
0.0018 |
18.4% |
0.0232 |
| ATR |
0.0116 |
0.0116 |
0.0000 |
0.0% |
0.0000 |
| Volume |
83,392 |
82,281 |
-1,111 |
-1.3% |
442,901 |
|
| Daily Pivots for day following 13-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2949 |
1.2880 |
1.2642 |
|
| R3 |
1.2833 |
1.2764 |
1.2610 |
|
| R2 |
1.2717 |
1.2717 |
1.2599 |
|
| R1 |
1.2648 |
1.2648 |
1.2589 |
1.2625 |
| PP |
1.2601 |
1.2601 |
1.2601 |
1.2590 |
| S1 |
1.2532 |
1.2532 |
1.2567 |
1.2509 |
| S2 |
1.2485 |
1.2485 |
1.2557 |
|
| S3 |
1.2369 |
1.2416 |
1.2546 |
|
| S4 |
1.2253 |
1.2300 |
1.2514 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3279 |
1.3188 |
1.2761 |
|
| R3 |
1.3047 |
1.2956 |
1.2697 |
|
| R2 |
1.2815 |
1.2815 |
1.2676 |
|
| R1 |
1.2724 |
1.2724 |
1.2654 |
1.2770 |
| PP |
1.2583 |
1.2583 |
1.2583 |
1.2606 |
| S1 |
1.2492 |
1.2492 |
1.2612 |
1.2538 |
| S2 |
1.2351 |
1.2351 |
1.2590 |
|
| S3 |
1.2119 |
1.2260 |
1.2569 |
|
| S4 |
1.1887 |
1.2028 |
1.2505 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2674 |
1.2467 |
0.0207 |
1.6% |
0.0106 |
0.8% |
54% |
False |
False |
86,468 |
| 10 |
1.2674 |
1.2256 |
0.0418 |
3.3% |
0.0110 |
0.9% |
77% |
False |
False |
87,087 |
| 20 |
1.2694 |
1.2256 |
0.0438 |
3.5% |
0.0116 |
0.9% |
74% |
False |
False |
89,382 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0119 |
0.9% |
67% |
False |
False |
54,937 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0117 |
0.9% |
67% |
False |
False |
36,657 |
| 80 |
1.2819 |
1.1450 |
0.1369 |
10.9% |
0.0138 |
1.1% |
82% |
False |
False |
27,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3164 |
|
2.618 |
1.2975 |
|
1.618 |
1.2859 |
|
1.000 |
1.2787 |
|
0.618 |
1.2743 |
|
HIGH |
1.2671 |
|
0.618 |
1.2627 |
|
0.500 |
1.2613 |
|
0.382 |
1.2599 |
|
LOW |
1.2555 |
|
0.618 |
1.2483 |
|
1.000 |
1.2439 |
|
1.618 |
1.2367 |
|
2.618 |
1.2251 |
|
4.250 |
1.2062 |
|
|
| Fisher Pivots for day following 13-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2613 |
1.2615 |
| PP |
1.2601 |
1.2602 |
| S1 |
1.2590 |
1.2590 |
|