CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 22-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2020 |
22-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2217 |
1.2220 |
0.0003 |
0.0% |
1.2090 |
| High |
1.2254 |
1.2225 |
-0.0029 |
-0.2% |
1.2302 |
| Low |
1.2191 |
1.2168 |
-0.0023 |
-0.2% |
1.2083 |
| Close |
1.2240 |
1.2174 |
-0.0066 |
-0.5% |
1.2174 |
| Range |
0.0063 |
0.0057 |
-0.0006 |
-9.5% |
0.0219 |
| ATR |
0.0122 |
0.0118 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
388 |
156 |
-232 |
-59.8% |
1,196 |
|
| Daily Pivots for day following 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2360 |
1.2324 |
1.2205 |
|
| R3 |
1.2303 |
1.2267 |
1.2190 |
|
| R2 |
1.2246 |
1.2246 |
1.2184 |
|
| R1 |
1.2210 |
1.2210 |
1.2179 |
1.2200 |
| PP |
1.2189 |
1.2189 |
1.2189 |
1.2184 |
| S1 |
1.2153 |
1.2153 |
1.2169 |
1.2143 |
| S2 |
1.2132 |
1.2132 |
1.2164 |
|
| S3 |
1.2075 |
1.2096 |
1.2158 |
|
| S4 |
1.2018 |
1.2039 |
1.2143 |
|
|
| Weekly Pivots for week ending 22-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2843 |
1.2728 |
1.2294 |
|
| R3 |
1.2624 |
1.2509 |
1.2234 |
|
| R2 |
1.2405 |
1.2405 |
1.2214 |
|
| R1 |
1.2290 |
1.2290 |
1.2194 |
1.2348 |
| PP |
1.2186 |
1.2186 |
1.2186 |
1.2215 |
| S1 |
1.2071 |
1.2071 |
1.2154 |
1.2129 |
| S2 |
1.1967 |
1.1967 |
1.2134 |
|
| S3 |
1.1748 |
1.1852 |
1.2114 |
|
| S4 |
1.1529 |
1.1633 |
1.2054 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2302 |
1.2083 |
0.0219 |
1.8% |
0.0089 |
0.7% |
42% |
False |
False |
239 |
| 10 |
1.2443 |
1.2083 |
0.0360 |
3.0% |
0.0106 |
0.9% |
25% |
False |
False |
200 |
| 20 |
1.2649 |
1.2083 |
0.0566 |
4.6% |
0.0108 |
0.9% |
16% |
False |
False |
166 |
| 40 |
1.2656 |
1.2083 |
0.0573 |
4.7% |
0.0119 |
1.0% |
16% |
False |
False |
98 |
| 60 |
1.3211 |
1.1450 |
0.1761 |
14.5% |
0.0161 |
1.3% |
41% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2467 |
|
2.618 |
1.2374 |
|
1.618 |
1.2317 |
|
1.000 |
1.2282 |
|
0.618 |
1.2260 |
|
HIGH |
1.2225 |
|
0.618 |
1.2203 |
|
0.500 |
1.2197 |
|
0.382 |
1.2190 |
|
LOW |
1.2168 |
|
0.618 |
1.2133 |
|
1.000 |
1.2111 |
|
1.618 |
1.2076 |
|
2.618 |
1.2019 |
|
4.250 |
1.1926 |
|
|
| Fisher Pivots for day following 22-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2197 |
1.2231 |
| PP |
1.2189 |
1.2212 |
| S1 |
1.2182 |
1.2193 |
|