CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 28-May-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2020 |
28-May-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2341 |
1.2270 |
-0.0071 |
-0.6% |
1.2090 |
| High |
1.2358 |
1.2349 |
-0.0009 |
-0.1% |
1.2302 |
| Low |
1.2212 |
1.2239 |
0.0027 |
0.2% |
1.2083 |
| Close |
1.2260 |
1.2348 |
0.0088 |
0.7% |
1.2174 |
| Range |
0.0146 |
0.0110 |
-0.0036 |
-24.7% |
0.0219 |
| ATR |
0.0125 |
0.0124 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,144 |
194 |
-950 |
-83.0% |
1,196 |
|
| Daily Pivots for day following 28-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2642 |
1.2605 |
1.2409 |
|
| R3 |
1.2532 |
1.2495 |
1.2378 |
|
| R2 |
1.2422 |
1.2422 |
1.2368 |
|
| R1 |
1.2385 |
1.2385 |
1.2358 |
1.2404 |
| PP |
1.2312 |
1.2312 |
1.2312 |
1.2321 |
| S1 |
1.2275 |
1.2275 |
1.2338 |
1.2294 |
| S2 |
1.2202 |
1.2202 |
1.2328 |
|
| S3 |
1.2092 |
1.2165 |
1.2318 |
|
| S4 |
1.1982 |
1.2055 |
1.2288 |
|
|
| 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 |
1.2367 |
1.2168 |
0.0199 |
1.6% |
0.0115 |
0.9% |
90% |
False |
False |
820 |
| 10 |
1.2367 |
1.2083 |
0.0284 |
2.3% |
0.0111 |
0.9% |
93% |
False |
False |
529 |
| 20 |
1.2649 |
1.2083 |
0.0566 |
4.6% |
0.0116 |
0.9% |
47% |
False |
False |
328 |
| 40 |
1.2656 |
1.2083 |
0.0573 |
4.6% |
0.0113 |
0.9% |
46% |
False |
False |
179 |
| 60 |
1.3211 |
1.1450 |
0.1761 |
14.3% |
0.0162 |
1.3% |
51% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2817 |
|
2.618 |
1.2637 |
|
1.618 |
1.2527 |
|
1.000 |
1.2459 |
|
0.618 |
1.2417 |
|
HIGH |
1.2349 |
|
0.618 |
1.2307 |
|
0.500 |
1.2294 |
|
0.382 |
1.2281 |
|
LOW |
1.2239 |
|
0.618 |
1.2171 |
|
1.000 |
1.2129 |
|
1.618 |
1.2061 |
|
2.618 |
1.1951 |
|
4.250 |
1.1772 |
|
|
| Fisher Pivots for day following 28-May-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2330 |
1.2322 |
| PP |
1.2312 |
1.2295 |
| S1 |
1.2294 |
1.2269 |
|