CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 16-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2020 |
16-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2563 |
1.2591 |
0.0028 |
0.2% |
1.2475 |
| High |
1.2654 |
1.2628 |
-0.0026 |
-0.2% |
1.2674 |
| Low |
1.2563 |
1.2523 |
-0.0040 |
-0.3% |
1.2442 |
| Close |
1.2586 |
1.2549 |
-0.0037 |
-0.3% |
1.2633 |
| Range |
0.0091 |
0.0105 |
0.0014 |
15.4% |
0.0232 |
| ATR |
0.0113 |
0.0112 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
85,958 |
78,674 |
-7,284 |
-8.5% |
442,901 |
|
| Daily Pivots for day following 16-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2882 |
1.2820 |
1.2607 |
|
| R3 |
1.2777 |
1.2715 |
1.2578 |
|
| R2 |
1.2672 |
1.2672 |
1.2568 |
|
| R1 |
1.2610 |
1.2610 |
1.2559 |
1.2589 |
| PP |
1.2567 |
1.2567 |
1.2567 |
1.2556 |
| S1 |
1.2505 |
1.2505 |
1.2539 |
1.2484 |
| S2 |
1.2462 |
1.2462 |
1.2530 |
|
| S3 |
1.2357 |
1.2400 |
1.2520 |
|
| S4 |
1.2252 |
1.2295 |
1.2491 |
|
|
| 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 |
1.2671 |
1.2484 |
0.0187 |
1.5% |
0.0099 |
0.8% |
35% |
False |
False |
83,367 |
| 10 |
1.2674 |
1.2442 |
0.0232 |
1.8% |
0.0097 |
0.8% |
46% |
False |
False |
85,854 |
| 20 |
1.2674 |
1.2256 |
0.0418 |
3.3% |
0.0111 |
0.9% |
70% |
False |
False |
87,594 |
| 40 |
1.2819 |
1.2168 |
0.0651 |
5.2% |
0.0116 |
0.9% |
59% |
False |
False |
61,196 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0115 |
0.9% |
63% |
False |
False |
40,842 |
| 80 |
1.2819 |
1.1526 |
0.1293 |
10.3% |
0.0129 |
1.0% |
79% |
False |
False |
30,640 |
| 100 |
1.3211 |
1.1450 |
0.1761 |
14.0% |
0.0143 |
1.1% |
62% |
False |
False |
24,550 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3074 |
|
2.618 |
1.2903 |
|
1.618 |
1.2798 |
|
1.000 |
1.2733 |
|
0.618 |
1.2693 |
|
HIGH |
1.2628 |
|
0.618 |
1.2588 |
|
0.500 |
1.2576 |
|
0.382 |
1.2563 |
|
LOW |
1.2523 |
|
0.618 |
1.2458 |
|
1.000 |
1.2418 |
|
1.618 |
1.2353 |
|
2.618 |
1.2248 |
|
4.250 |
1.2077 |
|
|
| Fisher Pivots for day following 16-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2576 |
1.2569 |
| PP |
1.2567 |
1.2562 |
| S1 |
1.2558 |
1.2556 |
|