CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 20-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2020 |
20-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2559 |
1.2569 |
0.0010 |
0.1% |
1.2627 |
| High |
1.2578 |
1.2670 |
0.0092 |
0.7% |
1.2671 |
| Low |
1.2516 |
1.2522 |
0.0006 |
0.0% |
1.2484 |
| Close |
1.2573 |
1.2669 |
0.0096 |
0.8% |
1.2573 |
| Range |
0.0062 |
0.0148 |
0.0086 |
138.7% |
0.0187 |
| ATR |
0.0109 |
0.0111 |
0.0003 |
2.6% |
0.0000 |
| Volume |
50,819 |
86,895 |
36,076 |
71.0% |
384,266 |
|
| Daily Pivots for day following 20-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3064 |
1.3015 |
1.2750 |
|
| R3 |
1.2916 |
1.2867 |
1.2710 |
|
| R2 |
1.2768 |
1.2768 |
1.2696 |
|
| R1 |
1.2719 |
1.2719 |
1.2683 |
1.2744 |
| PP |
1.2620 |
1.2620 |
1.2620 |
1.2633 |
| S1 |
1.2571 |
1.2571 |
1.2655 |
1.2596 |
| S2 |
1.2472 |
1.2472 |
1.2642 |
|
| S3 |
1.2324 |
1.2423 |
1.2628 |
|
| S4 |
1.2176 |
1.2275 |
1.2588 |
|
|
| 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 |
1.2670 |
1.2484 |
0.0186 |
1.5% |
0.0098 |
0.8% |
99% |
True |
False |
77,776 |
| 10 |
1.2674 |
1.2467 |
0.0207 |
1.6% |
0.0102 |
0.8% |
98% |
False |
False |
82,122 |
| 20 |
1.2674 |
1.2256 |
0.0418 |
3.3% |
0.0108 |
0.9% |
99% |
False |
False |
83,289 |
| 40 |
1.2819 |
1.2168 |
0.0651 |
5.1% |
0.0118 |
0.9% |
77% |
False |
False |
64,625 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0115 |
0.9% |
80% |
False |
False |
43,136 |
| 80 |
1.2819 |
1.1813 |
0.1006 |
7.9% |
0.0123 |
1.0% |
85% |
False |
False |
32,360 |
| 100 |
1.3211 |
1.1450 |
0.1761 |
13.9% |
0.0144 |
1.1% |
69% |
False |
False |
25,926 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3299 |
|
2.618 |
1.3057 |
|
1.618 |
1.2909 |
|
1.000 |
1.2818 |
|
0.618 |
1.2761 |
|
HIGH |
1.2670 |
|
0.618 |
1.2613 |
|
0.500 |
1.2596 |
|
0.382 |
1.2579 |
|
LOW |
1.2522 |
|
0.618 |
1.2431 |
|
1.000 |
1.2374 |
|
1.618 |
1.2283 |
|
2.618 |
1.2135 |
|
4.250 |
1.1893 |
|
|
| Fisher Pivots for day following 20-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2645 |
1.2644 |
| PP |
1.2620 |
1.2618 |
| S1 |
1.2596 |
1.2593 |
|