CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 15-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2020 |
15-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2605 |
1.2525 |
-0.0080 |
-0.6% |
1.2697 |
| High |
1.2660 |
1.2613 |
-0.0047 |
-0.4% |
1.2819 |
| Low |
1.2480 |
1.2461 |
-0.0019 |
-0.2% |
1.2480 |
| Close |
1.2496 |
1.2592 |
0.0096 |
0.8% |
1.2496 |
| Range |
0.0180 |
0.0152 |
-0.0028 |
-15.6% |
0.0339 |
| ATR |
0.0130 |
0.0132 |
0.0002 |
1.2% |
0.0000 |
| Volume |
134,274 |
101,540 |
-32,734 |
-24.4% |
381,330 |
|
| Daily Pivots for day following 15-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3011 |
1.2954 |
1.2676 |
|
| R3 |
1.2859 |
1.2802 |
1.2634 |
|
| R2 |
1.2707 |
1.2707 |
1.2620 |
|
| R1 |
1.2650 |
1.2650 |
1.2606 |
1.2679 |
| PP |
1.2555 |
1.2555 |
1.2555 |
1.2570 |
| S1 |
1.2498 |
1.2498 |
1.2578 |
1.2527 |
| S2 |
1.2403 |
1.2403 |
1.2564 |
|
| S3 |
1.2251 |
1.2346 |
1.2550 |
|
| S4 |
1.2099 |
1.2194 |
1.2508 |
|
|
| Weekly Pivots for week ending 12-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3615 |
1.3395 |
1.2682 |
|
| R3 |
1.3276 |
1.3056 |
1.2589 |
|
| R2 |
1.2937 |
1.2937 |
1.2558 |
|
| R1 |
1.2717 |
1.2717 |
1.2527 |
1.2658 |
| PP |
1.2598 |
1.2598 |
1.2598 |
1.2569 |
| S1 |
1.2378 |
1.2378 |
1.2465 |
1.2319 |
| S2 |
1.2259 |
1.2259 |
1.2434 |
|
| S3 |
1.1920 |
1.2039 |
1.2403 |
|
| S4 |
1.1581 |
1.1700 |
1.2310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2819 |
1.2461 |
0.0358 |
2.8% |
0.0149 |
1.2% |
37% |
False |
True |
90,707 |
| 10 |
1.2819 |
1.2461 |
0.0358 |
2.8% |
0.0129 |
1.0% |
37% |
False |
True |
50,129 |
| 20 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0124 |
1.0% |
69% |
False |
False |
25,554 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0119 |
0.9% |
69% |
False |
False |
12,833 |
| 60 |
1.2819 |
1.1450 |
0.1369 |
10.9% |
0.0143 |
1.1% |
83% |
False |
False |
8,570 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3259 |
|
2.618 |
1.3011 |
|
1.618 |
1.2859 |
|
1.000 |
1.2765 |
|
0.618 |
1.2707 |
|
HIGH |
1.2613 |
|
0.618 |
1.2555 |
|
0.500 |
1.2537 |
|
0.382 |
1.2519 |
|
LOW |
1.2461 |
|
0.618 |
1.2367 |
|
1.000 |
1.2309 |
|
1.618 |
1.2215 |
|
2.618 |
1.2063 |
|
4.250 |
1.1815 |
|
|
| Fisher Pivots for day following 15-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2574 |
1.2611 |
| PP |
1.2555 |
1.2604 |
| S1 |
1.2537 |
1.2598 |
|