CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 17-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2020 |
17-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2591 |
1.2559 |
-0.0032 |
-0.3% |
1.2627 |
| High |
1.2628 |
1.2578 |
-0.0050 |
-0.4% |
1.2671 |
| Low |
1.2523 |
1.2516 |
-0.0007 |
-0.1% |
1.2484 |
| Close |
1.2549 |
1.2573 |
0.0024 |
0.2% |
1.2573 |
| Range |
0.0105 |
0.0062 |
-0.0043 |
-41.0% |
0.0187 |
| ATR |
0.0112 |
0.0109 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
78,674 |
50,819 |
-27,855 |
-35.4% |
384,266 |
|
| Daily Pivots for day following 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2742 |
1.2719 |
1.2607 |
|
| R3 |
1.2680 |
1.2657 |
1.2590 |
|
| R2 |
1.2618 |
1.2618 |
1.2584 |
|
| R1 |
1.2595 |
1.2595 |
1.2579 |
1.2607 |
| PP |
1.2556 |
1.2556 |
1.2556 |
1.2561 |
| S1 |
1.2533 |
1.2533 |
1.2567 |
1.2545 |
| S2 |
1.2494 |
1.2494 |
1.2562 |
|
| S3 |
1.2432 |
1.2471 |
1.2556 |
|
| S4 |
1.2370 |
1.2409 |
1.2539 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3137 |
1.3042 |
1.2676 |
|
| R3 |
1.2950 |
1.2855 |
1.2624 |
|
| R2 |
1.2763 |
1.2763 |
1.2607 |
|
| R1 |
1.2668 |
1.2668 |
1.2590 |
1.2622 |
| PP |
1.2576 |
1.2576 |
1.2576 |
1.2553 |
| S1 |
1.2481 |
1.2481 |
1.2556 |
1.2435 |
| S2 |
1.2389 |
1.2389 |
1.2539 |
|
| S3 |
1.2202 |
1.2294 |
1.2522 |
|
| S4 |
1.2015 |
1.2107 |
1.2470 |
|
|
| 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% |
0.0092 |
0.7% |
48% |
False |
False |
76,853 |
| 10 |
1.2674 |
1.2442 |
0.0232 |
1.8% |
0.0096 |
0.8% |
56% |
False |
False |
82,716 |
| 20 |
1.2674 |
1.2256 |
0.0418 |
3.3% |
0.0106 |
0.8% |
76% |
False |
False |
83,724 |
| 40 |
1.2819 |
1.2168 |
0.0651 |
5.2% |
0.0116 |
0.9% |
62% |
False |
False |
62,463 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0115 |
0.9% |
67% |
False |
False |
41,688 |
| 80 |
1.2819 |
1.1668 |
0.1151 |
9.2% |
0.0126 |
1.0% |
79% |
False |
False |
31,274 |
| 100 |
1.3211 |
1.1450 |
0.1761 |
14.0% |
0.0143 |
1.1% |
64% |
False |
False |
25,058 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2842 |
|
2.618 |
1.2740 |
|
1.618 |
1.2678 |
|
1.000 |
1.2640 |
|
0.618 |
1.2616 |
|
HIGH |
1.2578 |
|
0.618 |
1.2554 |
|
0.500 |
1.2547 |
|
0.382 |
1.2540 |
|
LOW |
1.2516 |
|
0.618 |
1.2478 |
|
1.000 |
1.2454 |
|
1.618 |
1.2416 |
|
2.618 |
1.2354 |
|
4.250 |
1.2253 |
|
|
| Fisher Pivots for day following 17-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2564 |
1.2585 |
| PP |
1.2556 |
1.2581 |
| S1 |
1.2547 |
1.2577 |
|