CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 28-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2020 |
28-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2802 |
1.2893 |
0.0091 |
0.7% |
1.2569 |
| High |
1.2906 |
1.2956 |
0.0050 |
0.4% |
1.2807 |
| Low |
1.2788 |
1.2843 |
0.0055 |
0.4% |
1.2522 |
| Close |
1.2876 |
1.2950 |
0.0074 |
0.6% |
1.2794 |
| Range |
0.0118 |
0.0113 |
-0.0005 |
-4.2% |
0.0285 |
| ATR |
0.0109 |
0.0110 |
0.0000 |
0.2% |
0.0000 |
| Volume |
95,166 |
107,920 |
12,754 |
13.4% |
463,268 |
|
| Daily Pivots for day following 28-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3255 |
1.3216 |
1.3012 |
|
| R3 |
1.3142 |
1.3103 |
1.2981 |
|
| R2 |
1.3029 |
1.3029 |
1.2971 |
|
| R1 |
1.2990 |
1.2990 |
1.2960 |
1.3010 |
| PP |
1.2916 |
1.2916 |
1.2916 |
1.2926 |
| S1 |
1.2877 |
1.2877 |
1.2940 |
1.2897 |
| S2 |
1.2803 |
1.2803 |
1.2929 |
|
| S3 |
1.2690 |
1.2764 |
1.2919 |
|
| S4 |
1.2577 |
1.2651 |
1.2888 |
|
|
| 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 |
1.2956 |
1.2647 |
0.0309 |
2.4% |
0.0101 |
0.8% |
98% |
True |
False |
96,731 |
| 10 |
1.2956 |
1.2516 |
0.0440 |
3.4% |
0.0103 |
0.8% |
99% |
True |
False |
88,180 |
| 20 |
1.2956 |
1.2263 |
0.0693 |
5.4% |
0.0104 |
0.8% |
99% |
True |
False |
87,989 |
| 40 |
1.2956 |
1.2256 |
0.0700 |
5.4% |
0.0114 |
0.9% |
99% |
True |
False |
78,893 |
| 60 |
1.2956 |
1.2083 |
0.0873 |
6.7% |
0.0114 |
0.9% |
99% |
True |
False |
52,778 |
| 80 |
1.2956 |
1.2083 |
0.0873 |
6.7% |
0.0115 |
0.9% |
99% |
True |
False |
39,599 |
| 100 |
1.3211 |
1.1450 |
0.1761 |
13.6% |
0.0145 |
1.1% |
85% |
False |
False |
31,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3436 |
|
2.618 |
1.3252 |
|
1.618 |
1.3139 |
|
1.000 |
1.3069 |
|
0.618 |
1.3026 |
|
HIGH |
1.2956 |
|
0.618 |
1.2913 |
|
0.500 |
1.2900 |
|
0.382 |
1.2886 |
|
LOW |
1.2843 |
|
0.618 |
1.2773 |
|
1.000 |
1.2730 |
|
1.618 |
1.2660 |
|
2.618 |
1.2547 |
|
4.250 |
1.2363 |
|
|
| Fisher Pivots for day following 28-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2933 |
1.2913 |
| PP |
1.2916 |
1.2875 |
| S1 |
1.2900 |
1.2838 |
|