CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 15-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2020 |
15-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2563 |
1.2563 |
0.0000 |
0.0% |
1.2475 |
| High |
1.2569 |
1.2654 |
0.0085 |
0.7% |
1.2674 |
| Low |
1.2484 |
1.2563 |
0.0079 |
0.6% |
1.2442 |
| Close |
1.2561 |
1.2586 |
0.0025 |
0.2% |
1.2633 |
| Range |
0.0085 |
0.0091 |
0.0006 |
7.1% |
0.0232 |
| ATR |
0.0114 |
0.0113 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
86,534 |
85,958 |
-576 |
-0.7% |
442,901 |
|
| Daily Pivots for day following 15-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2874 |
1.2821 |
1.2636 |
|
| R3 |
1.2783 |
1.2730 |
1.2611 |
|
| R2 |
1.2692 |
1.2692 |
1.2603 |
|
| R1 |
1.2639 |
1.2639 |
1.2594 |
1.2666 |
| PP |
1.2601 |
1.2601 |
1.2601 |
1.2614 |
| S1 |
1.2548 |
1.2548 |
1.2578 |
1.2575 |
| S2 |
1.2510 |
1.2510 |
1.2569 |
|
| S3 |
1.2419 |
1.2457 |
1.2561 |
|
| S4 |
1.2328 |
1.2366 |
1.2536 |
|
|
| 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% |
0.0092 |
0.7% |
54% |
False |
False |
87,380 |
| 10 |
1.2674 |
1.2365 |
0.0309 |
2.5% |
0.0099 |
0.8% |
72% |
False |
False |
86,459 |
| 20 |
1.2674 |
1.2256 |
0.0418 |
3.3% |
0.0110 |
0.9% |
79% |
False |
False |
87,503 |
| 40 |
1.2819 |
1.2168 |
0.0651 |
5.2% |
0.0116 |
0.9% |
64% |
False |
False |
59,237 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0117 |
0.9% |
68% |
False |
False |
39,531 |
| 80 |
1.2819 |
1.1480 |
0.1339 |
10.6% |
0.0130 |
1.0% |
83% |
False |
False |
29,658 |
| 100 |
1.3211 |
1.1450 |
0.1761 |
14.0% |
0.0142 |
1.1% |
65% |
False |
False |
23,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3041 |
|
2.618 |
1.2892 |
|
1.618 |
1.2801 |
|
1.000 |
1.2745 |
|
0.618 |
1.2710 |
|
HIGH |
1.2654 |
|
0.618 |
1.2619 |
|
0.500 |
1.2609 |
|
0.382 |
1.2598 |
|
LOW |
1.2563 |
|
0.618 |
1.2507 |
|
1.000 |
1.2472 |
|
1.618 |
1.2416 |
|
2.618 |
1.2325 |
|
4.250 |
1.2176 |
|
|
| Fisher Pivots for day following 15-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2609 |
1.2583 |
| PP |
1.2601 |
1.2580 |
| S1 |
1.2594 |
1.2578 |
|