CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 03-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2020 |
03-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2497 |
1.2556 |
0.0059 |
0.5% |
1.2179 |
| High |
1.2581 |
1.2621 |
0.0040 |
0.3% |
1.2398 |
| Low |
1.2485 |
1.2554 |
0.0069 |
0.6% |
1.2170 |
| Close |
1.2547 |
1.2595 |
0.0048 |
0.4% |
1.2330 |
| Range |
0.0096 |
0.0067 |
-0.0029 |
-30.2% |
0.0228 |
| ATR |
0.0125 |
0.0121 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
4,169 |
2,541 |
-1,628 |
-39.1% |
4,515 |
|
| Daily Pivots for day following 03-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2791 |
1.2760 |
1.2632 |
|
| R3 |
1.2724 |
1.2693 |
1.2613 |
|
| R2 |
1.2657 |
1.2657 |
1.2607 |
|
| R1 |
1.2626 |
1.2626 |
1.2601 |
1.2642 |
| PP |
1.2590 |
1.2590 |
1.2590 |
1.2598 |
| S1 |
1.2559 |
1.2559 |
1.2589 |
1.2575 |
| S2 |
1.2523 |
1.2523 |
1.2583 |
|
| S3 |
1.2456 |
1.2492 |
1.2577 |
|
| S4 |
1.2389 |
1.2425 |
1.2558 |
|
|
| Weekly Pivots for week ending 29-May-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2983 |
1.2885 |
1.2455 |
|
| R3 |
1.2755 |
1.2657 |
1.2393 |
|
| R2 |
1.2527 |
1.2527 |
1.2372 |
|
| R1 |
1.2429 |
1.2429 |
1.2351 |
1.2478 |
| PP |
1.2299 |
1.2299 |
1.2299 |
1.2324 |
| S1 |
1.2201 |
1.2201 |
1.2309 |
1.2250 |
| S2 |
1.2071 |
1.2071 |
1.2288 |
|
| S3 |
1.1843 |
1.1973 |
1.2267 |
|
| S4 |
1.1615 |
1.1745 |
1.2205 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2621 |
1.2239 |
0.0382 |
3.0% |
0.0111 |
0.9% |
93% |
True |
False |
2,387 |
| 10 |
1.2621 |
1.2168 |
0.0453 |
3.6% |
0.0108 |
0.9% |
94% |
True |
False |
1,600 |
| 20 |
1.2621 |
1.2083 |
0.0538 |
4.3% |
0.0116 |
0.9% |
95% |
True |
False |
877 |
| 40 |
1.2656 |
1.2083 |
0.0573 |
4.5% |
0.0116 |
0.9% |
89% |
False |
False |
472 |
| 60 |
1.3078 |
1.1450 |
0.1628 |
12.9% |
0.0164 |
1.3% |
70% |
False |
False |
360 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2906 |
|
2.618 |
1.2796 |
|
1.618 |
1.2729 |
|
1.000 |
1.2688 |
|
0.618 |
1.2662 |
|
HIGH |
1.2621 |
|
0.618 |
1.2595 |
|
0.500 |
1.2588 |
|
0.382 |
1.2580 |
|
LOW |
1.2554 |
|
0.618 |
1.2513 |
|
1.000 |
1.2487 |
|
1.618 |
1.2446 |
|
2.618 |
1.2379 |
|
4.250 |
1.2269 |
|
|
| Fisher Pivots for day following 03-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2593 |
1.2556 |
| PP |
1.2590 |
1.2516 |
| S1 |
1.2588 |
1.2477 |
|