CME British Pound Future September 2020
Trading Metrics calculated at close of trading on 14-Jul-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2020 |
14-Jul-2020 |
Change |
Change % |
Previous Week |
Open |
1.2627 |
1.2563 |
-0.0064 |
-0.5% |
1.2475 |
High |
1.2671 |
1.2569 |
-0.0102 |
-0.8% |
1.2674 |
Low |
1.2555 |
1.2484 |
-0.0071 |
-0.6% |
1.2442 |
Close |
1.2578 |
1.2561 |
-0.0017 |
-0.1% |
1.2633 |
Range |
0.0116 |
0.0085 |
-0.0031 |
-26.7% |
0.0232 |
ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.3% |
0.0000 |
Volume |
82,281 |
86,534 |
4,253 |
5.2% |
442,901 |
|
Daily Pivots for day following 14-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2793 |
1.2762 |
1.2608 |
|
R3 |
1.2708 |
1.2677 |
1.2584 |
|
R2 |
1.2623 |
1.2623 |
1.2577 |
|
R1 |
1.2592 |
1.2592 |
1.2569 |
1.2565 |
PP |
1.2538 |
1.2538 |
1.2538 |
1.2525 |
S1 |
1.2507 |
1.2507 |
1.2553 |
1.2480 |
S2 |
1.2453 |
1.2453 |
1.2545 |
|
S3 |
1.2368 |
1.2422 |
1.2538 |
|
S4 |
1.2283 |
1.2337 |
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 |
1.2484 |
0.0190 |
1.5% |
0.0097 |
0.8% |
41% |
False |
True |
86,318 |
10 |
1.2674 |
1.2263 |
0.0411 |
3.3% |
0.0105 |
0.8% |
73% |
False |
False |
87,798 |
20 |
1.2694 |
1.2256 |
0.0438 |
3.5% |
0.0112 |
0.9% |
70% |
False |
False |
88,631 |
40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0118 |
0.9% |
65% |
False |
False |
57,093 |
60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0117 |
0.9% |
65% |
False |
False |
38,099 |
80 |
1.2819 |
1.1450 |
0.1369 |
10.9% |
0.0135 |
1.1% |
81% |
False |
False |
28,585 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2930 |
2.618 |
1.2792 |
1.618 |
1.2707 |
1.000 |
1.2654 |
0.618 |
1.2622 |
HIGH |
1.2569 |
0.618 |
1.2537 |
0.500 |
1.2527 |
0.382 |
1.2516 |
LOW |
1.2484 |
0.618 |
1.2431 |
1.000 |
1.2399 |
1.618 |
1.2346 |
2.618 |
1.2261 |
4.250 |
1.2123 |
|
|
Fisher Pivots for day following 14-Jul-2020 |
Pivot |
1 day |
3 day |
R1 |
1.2550 |
1.2578 |
PP |
1.2538 |
1.2572 |
S1 |
1.2527 |
1.2567 |
|