CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 22-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2020 |
22-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2659 |
1.2732 |
0.0073 |
0.6% |
1.2627 |
| High |
1.2773 |
1.2747 |
-0.0026 |
-0.2% |
1.2671 |
| Low |
1.2654 |
1.2647 |
-0.0007 |
-0.1% |
1.2484 |
| Close |
1.2762 |
1.2741 |
-0.0021 |
-0.2% |
1.2573 |
| Range |
0.0119 |
0.0100 |
-0.0019 |
-16.0% |
0.0187 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
0.2% |
0.0000 |
| Volume |
95,802 |
101,418 |
5,616 |
5.9% |
384,266 |
|
| Daily Pivots for day following 22-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3012 |
1.2976 |
1.2796 |
|
| R3 |
1.2912 |
1.2876 |
1.2769 |
|
| R2 |
1.2812 |
1.2812 |
1.2759 |
|
| R1 |
1.2776 |
1.2776 |
1.2750 |
1.2794 |
| PP |
1.2712 |
1.2712 |
1.2712 |
1.2721 |
| S1 |
1.2676 |
1.2676 |
1.2732 |
1.2694 |
| S2 |
1.2612 |
1.2612 |
1.2723 |
|
| S3 |
1.2512 |
1.2576 |
1.2714 |
|
| S4 |
1.2412 |
1.2476 |
1.2686 |
|
|
| 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% |
0.0107 |
0.8% |
88% |
False |
False |
82,721 |
| 10 |
1.2773 |
1.2484 |
0.0289 |
2.3% |
0.0099 |
0.8% |
89% |
False |
False |
85,051 |
| 20 |
1.2773 |
1.2256 |
0.0517 |
4.1% |
0.0107 |
0.8% |
94% |
False |
False |
85,234 |
| 40 |
1.2819 |
1.2212 |
0.0607 |
4.8% |
0.0118 |
0.9% |
87% |
False |
False |
69,496 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0116 |
0.9% |
89% |
False |
False |
46,423 |
| 80 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0116 |
0.9% |
89% |
False |
False |
34,824 |
| 100 |
1.3211 |
1.1450 |
0.1761 |
13.8% |
0.0144 |
1.1% |
73% |
False |
False |
27,898 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3172 |
|
2.618 |
1.3009 |
|
1.618 |
1.2909 |
|
1.000 |
1.2847 |
|
0.618 |
1.2809 |
|
HIGH |
1.2747 |
|
0.618 |
1.2709 |
|
0.500 |
1.2697 |
|
0.382 |
1.2685 |
|
LOW |
1.2647 |
|
0.618 |
1.2585 |
|
1.000 |
1.2547 |
|
1.618 |
1.2485 |
|
2.618 |
1.2385 |
|
4.250 |
1.2222 |
|
|
| Fisher Pivots for day following 22-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2726 |
1.2710 |
| PP |
1.2712 |
1.2679 |
| S1 |
1.2697 |
1.2648 |
|