CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 30-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2020 |
30-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2936 |
1.3004 |
0.0068 |
0.5% |
1.2569 |
| High |
1.3017 |
1.3106 |
0.0089 |
0.7% |
1.2807 |
| Low |
1.2916 |
1.2948 |
0.0032 |
0.2% |
1.2522 |
| Close |
1.2967 |
1.3091 |
0.0124 |
1.0% |
1.2794 |
| Range |
0.0101 |
0.0158 |
0.0057 |
56.4% |
0.0285 |
| ATR |
0.0109 |
0.0112 |
0.0004 |
3.2% |
0.0000 |
| Volume |
111,129 |
119,266 |
8,137 |
7.3% |
463,268 |
|
| Daily Pivots for day following 30-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3522 |
1.3465 |
1.3178 |
|
| R3 |
1.3364 |
1.3307 |
1.3134 |
|
| R2 |
1.3206 |
1.3206 |
1.3120 |
|
| R1 |
1.3149 |
1.3149 |
1.3105 |
1.3178 |
| PP |
1.3048 |
1.3048 |
1.3048 |
1.3063 |
| S1 |
1.2991 |
1.2991 |
1.3077 |
1.3020 |
| S2 |
1.2890 |
1.2890 |
1.3062 |
|
| S3 |
1.2732 |
1.2833 |
1.3048 |
|
| S4 |
1.2574 |
1.2675 |
1.3004 |
|
|
| 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 |
1.3106 |
1.2720 |
0.0386 |
2.9% |
0.0115 |
0.9% |
96% |
True |
False |
103,275 |
| 10 |
1.3106 |
1.2516 |
0.0590 |
4.5% |
0.0109 |
0.8% |
97% |
True |
False |
94,756 |
| 20 |
1.3106 |
1.2442 |
0.0664 |
5.1% |
0.0103 |
0.8% |
98% |
True |
False |
90,305 |
| 40 |
1.3106 |
1.2256 |
0.0850 |
6.5% |
0.0117 |
0.9% |
98% |
True |
False |
84,485 |
| 60 |
1.3106 |
1.2083 |
0.1023 |
7.8% |
0.0117 |
0.9% |
99% |
True |
False |
56,616 |
| 80 |
1.3106 |
1.2083 |
0.1023 |
7.8% |
0.0116 |
0.9% |
99% |
True |
False |
42,479 |
| 100 |
1.3106 |
1.1450 |
0.1656 |
12.6% |
0.0145 |
1.1% |
99% |
True |
False |
34,010 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3778 |
|
2.618 |
1.3520 |
|
1.618 |
1.3362 |
|
1.000 |
1.3264 |
|
0.618 |
1.3204 |
|
HIGH |
1.3106 |
|
0.618 |
1.3046 |
|
0.500 |
1.3027 |
|
0.382 |
1.3008 |
|
LOW |
1.2948 |
|
0.618 |
1.2850 |
|
1.000 |
1.2790 |
|
1.618 |
1.2692 |
|
2.618 |
1.2534 |
|
4.250 |
1.2277 |
|
|
| Fisher Pivots for day following 30-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.3070 |
1.3052 |
| PP |
1.3048 |
1.3013 |
| S1 |
1.3027 |
1.2975 |
|