CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 04-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2020 |
04-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2556 |
1.2581 |
0.0025 |
0.2% |
1.2179 |
| High |
1.2621 |
1.2638 |
0.0017 |
0.1% |
1.2398 |
| Low |
1.2554 |
1.2507 |
-0.0047 |
-0.4% |
1.2170 |
| Close |
1.2595 |
1.2620 |
0.0025 |
0.2% |
1.2330 |
| Range |
0.0067 |
0.0131 |
0.0064 |
95.5% |
0.0228 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.6% |
0.0000 |
| Volume |
2,541 |
4,557 |
2,016 |
79.3% |
4,515 |
|
| Daily Pivots for day following 04-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2981 |
1.2932 |
1.2692 |
|
| R3 |
1.2850 |
1.2801 |
1.2656 |
|
| R2 |
1.2719 |
1.2719 |
1.2644 |
|
| R1 |
1.2670 |
1.2670 |
1.2632 |
1.2695 |
| PP |
1.2588 |
1.2588 |
1.2588 |
1.2601 |
| S1 |
1.2539 |
1.2539 |
1.2608 |
1.2564 |
| S2 |
1.2457 |
1.2457 |
1.2596 |
|
| S3 |
1.2326 |
1.2408 |
1.2584 |
|
| S4 |
1.2195 |
1.2277 |
1.2548 |
|
|
| 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 |
1.2638 |
1.2295 |
0.0343 |
2.7% |
0.0115 |
0.9% |
95% |
True |
False |
3,260 |
| 10 |
1.2638 |
1.2168 |
0.0470 |
3.7% |
0.0115 |
0.9% |
96% |
True |
False |
2,040 |
| 20 |
1.2638 |
1.2083 |
0.0555 |
4.4% |
0.0117 |
0.9% |
97% |
True |
False |
1,102 |
| 40 |
1.2656 |
1.2083 |
0.0573 |
4.5% |
0.0114 |
0.9% |
94% |
False |
False |
586 |
| 60 |
1.2988 |
1.1450 |
0.1538 |
12.2% |
0.0164 |
1.3% |
76% |
False |
False |
435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3195 |
|
2.618 |
1.2981 |
|
1.618 |
1.2850 |
|
1.000 |
1.2769 |
|
0.618 |
1.2719 |
|
HIGH |
1.2638 |
|
0.618 |
1.2588 |
|
0.500 |
1.2573 |
|
0.382 |
1.2557 |
|
LOW |
1.2507 |
|
0.618 |
1.2426 |
|
1.000 |
1.2376 |
|
1.618 |
1.2295 |
|
2.618 |
1.2164 |
|
4.250 |
1.1950 |
|
|
| Fisher Pivots for day following 04-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2604 |
1.2601 |
| PP |
1.2588 |
1.2581 |
| S1 |
1.2573 |
1.2562 |
|