CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 21-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2020 |
21-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2569 |
1.2659 |
0.0090 |
0.7% |
1.2627 |
| High |
1.2670 |
1.2773 |
0.0103 |
0.8% |
1.2671 |
| Low |
1.2522 |
1.2654 |
0.0132 |
1.1% |
1.2484 |
| Close |
1.2669 |
1.2762 |
0.0093 |
0.7% |
1.2573 |
| Range |
0.0148 |
0.0119 |
-0.0029 |
-19.6% |
0.0187 |
| ATR |
0.0111 |
0.0112 |
0.0001 |
0.5% |
0.0000 |
| Volume |
86,895 |
95,802 |
8,907 |
10.3% |
384,266 |
|
| Daily Pivots for day following 21-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3087 |
1.3043 |
1.2827 |
|
| R3 |
1.2968 |
1.2924 |
1.2795 |
|
| R2 |
1.2849 |
1.2849 |
1.2784 |
|
| R1 |
1.2805 |
1.2805 |
1.2773 |
1.2827 |
| PP |
1.2730 |
1.2730 |
1.2730 |
1.2741 |
| S1 |
1.2686 |
1.2686 |
1.2751 |
1.2708 |
| S2 |
1.2611 |
1.2611 |
1.2740 |
|
| S3 |
1.2492 |
1.2567 |
1.2729 |
|
| S4 |
1.2373 |
1.2448 |
1.2697 |
|
|
| 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 |
1.2773 |
1.2516 |
0.0257 |
2.0% |
0.0105 |
0.8% |
96% |
True |
False |
79,629 |
| 10 |
1.2773 |
1.2484 |
0.0289 |
2.3% |
0.0101 |
0.8% |
96% |
True |
False |
82,974 |
| 20 |
1.2773 |
1.2256 |
0.0517 |
4.1% |
0.0107 |
0.8% |
98% |
True |
False |
84,593 |
| 40 |
1.2819 |
1.2170 |
0.0649 |
5.1% |
0.0120 |
0.9% |
91% |
False |
False |
67,016 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0116 |
0.9% |
92% |
False |
False |
44,733 |
| 80 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0119 |
0.9% |
92% |
False |
False |
33,557 |
| 100 |
1.3211 |
1.1450 |
0.1761 |
13.8% |
0.0144 |
1.1% |
75% |
False |
False |
26,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3279 |
|
2.618 |
1.3085 |
|
1.618 |
1.2966 |
|
1.000 |
1.2892 |
|
0.618 |
1.2847 |
|
HIGH |
1.2773 |
|
0.618 |
1.2728 |
|
0.500 |
1.2714 |
|
0.382 |
1.2699 |
|
LOW |
1.2654 |
|
0.618 |
1.2580 |
|
1.000 |
1.2535 |
|
1.618 |
1.2461 |
|
2.618 |
1.2342 |
|
4.250 |
1.2148 |
|
|
| Fisher Pivots for day following 21-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2746 |
1.2723 |
| PP |
1.2730 |
1.2684 |
| S1 |
1.2714 |
1.2645 |
|