CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 27-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2020 |
27-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2740 |
1.2802 |
0.0062 |
0.5% |
1.2569 |
| High |
1.2807 |
1.2906 |
0.0099 |
0.8% |
1.2807 |
| Low |
1.2720 |
1.2788 |
0.0068 |
0.5% |
1.2522 |
| Close |
1.2794 |
1.2876 |
0.0082 |
0.6% |
1.2794 |
| Range |
0.0087 |
0.0118 |
0.0031 |
35.6% |
0.0285 |
| ATR |
0.0109 |
0.0109 |
0.0001 |
0.6% |
0.0000 |
| Volume |
82,898 |
95,166 |
12,268 |
14.8% |
463,268 |
|
| Daily Pivots for day following 27-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3211 |
1.3161 |
1.2941 |
|
| R3 |
1.3093 |
1.3043 |
1.2908 |
|
| R2 |
1.2975 |
1.2975 |
1.2898 |
|
| R1 |
1.2925 |
1.2925 |
1.2887 |
1.2950 |
| PP |
1.2857 |
1.2857 |
1.2857 |
1.2869 |
| S1 |
1.2807 |
1.2807 |
1.2865 |
1.2832 |
| S2 |
1.2739 |
1.2739 |
1.2854 |
|
| S3 |
1.2621 |
1.2689 |
1.2844 |
|
| S4 |
1.2503 |
1.2571 |
1.2811 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3563 |
1.3463 |
1.2951 |
|
| R3 |
1.3278 |
1.3178 |
1.2872 |
|
| R2 |
1.2993 |
1.2993 |
1.2846 |
|
| R1 |
1.2893 |
1.2893 |
1.2820 |
1.2943 |
| PP |
1.2708 |
1.2708 |
1.2708 |
1.2733 |
| S1 |
1.2608 |
1.2608 |
1.2768 |
1.2658 |
| S2 |
1.2423 |
1.2423 |
1.2742 |
|
| S3 |
1.2138 |
1.2323 |
1.2716 |
|
| S4 |
1.1853 |
1.2038 |
1.2637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2906 |
1.2647 |
0.0259 |
2.0% |
0.0102 |
0.8% |
88% |
True |
False |
94,307 |
| 10 |
1.2906 |
1.2484 |
0.0422 |
3.3% |
0.0100 |
0.8% |
93% |
True |
False |
86,041 |
| 20 |
1.2906 |
1.2256 |
0.0650 |
5.0% |
0.0105 |
0.8% |
95% |
True |
False |
86,564 |
| 40 |
1.2906 |
1.2256 |
0.0650 |
5.0% |
0.0116 |
0.9% |
95% |
True |
False |
76,297 |
| 60 |
1.2906 |
1.2083 |
0.0823 |
6.4% |
0.0114 |
0.9% |
96% |
True |
False |
50,981 |
| 80 |
1.2906 |
1.2083 |
0.0823 |
6.4% |
0.0115 |
0.9% |
96% |
True |
False |
38,250 |
| 100 |
1.3211 |
1.1450 |
0.1761 |
13.7% |
0.0144 |
1.1% |
81% |
False |
False |
30,634 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3408 |
|
2.618 |
1.3215 |
|
1.618 |
1.3097 |
|
1.000 |
1.3024 |
|
0.618 |
1.2979 |
|
HIGH |
1.2906 |
|
0.618 |
1.2861 |
|
0.500 |
1.2847 |
|
0.382 |
1.2833 |
|
LOW |
1.2788 |
|
0.618 |
1.2715 |
|
1.000 |
1.2670 |
|
1.618 |
1.2597 |
|
2.618 |
1.2479 |
|
4.250 |
1.2287 |
|
|
| Fisher Pivots for day following 27-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2866 |
1.2848 |
| PP |
1.2857 |
1.2820 |
| S1 |
1.2847 |
1.2792 |
|