CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 18-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2020 |
18-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2573 |
1.2559 |
-0.0014 |
-0.1% |
1.2697 |
| High |
1.2595 |
1.2573 |
-0.0022 |
-0.2% |
1.2819 |
| Low |
1.2517 |
1.2407 |
-0.0110 |
-0.9% |
1.2480 |
| Close |
1.2546 |
1.2426 |
-0.0120 |
-1.0% |
1.2496 |
| Range |
0.0078 |
0.0166 |
0.0088 |
112.8% |
0.0339 |
| ATR |
0.0128 |
0.0131 |
0.0003 |
2.1% |
0.0000 |
| Volume |
76,865 |
128,210 |
51,345 |
66.8% |
381,330 |
|
| Daily Pivots for day following 18-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2967 |
1.2862 |
1.2517 |
|
| R3 |
1.2801 |
1.2696 |
1.2472 |
|
| R2 |
1.2635 |
1.2635 |
1.2456 |
|
| R1 |
1.2530 |
1.2530 |
1.2441 |
1.2500 |
| PP |
1.2469 |
1.2469 |
1.2469 |
1.2453 |
| S1 |
1.2364 |
1.2364 |
1.2411 |
1.2334 |
| S2 |
1.2303 |
1.2303 |
1.2396 |
|
| S3 |
1.2137 |
1.2198 |
1.2380 |
|
| S4 |
1.1971 |
1.2032 |
1.2335 |
|
|
| 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 |
1.2694 |
1.2407 |
0.0287 |
2.3% |
0.0142 |
1.1% |
7% |
False |
True |
109,881 |
| 10 |
1.2819 |
1.2407 |
0.0412 |
3.3% |
0.0138 |
1.1% |
5% |
False |
True |
80,362 |
| 20 |
1.2819 |
1.2168 |
0.0651 |
5.2% |
0.0126 |
1.0% |
40% |
False |
False |
41,201 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0119 |
1.0% |
47% |
False |
False |
20,671 |
| 60 |
1.2819 |
1.1668 |
0.1151 |
9.3% |
0.0132 |
1.1% |
66% |
False |
False |
13,790 |
| 80 |
1.3211 |
1.1450 |
0.1761 |
14.2% |
0.0153 |
1.2% |
55% |
False |
False |
10,391 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3279 |
|
2.618 |
1.3008 |
|
1.618 |
1.2842 |
|
1.000 |
1.2739 |
|
0.618 |
1.2676 |
|
HIGH |
1.2573 |
|
0.618 |
1.2510 |
|
0.500 |
1.2490 |
|
0.382 |
1.2470 |
|
LOW |
1.2407 |
|
0.618 |
1.2304 |
|
1.000 |
1.2241 |
|
1.618 |
1.2138 |
|
2.618 |
1.1972 |
|
4.250 |
1.1702 |
|
|
| Fisher Pivots for day following 18-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2490 |
1.2551 |
| PP |
1.2469 |
1.2509 |
| S1 |
1.2447 |
1.2468 |
|