CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 19-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2020 |
19-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2559 |
1.2425 |
-0.0134 |
-1.1% |
1.2525 |
| High |
1.2573 |
1.2462 |
-0.0111 |
-0.9% |
1.2694 |
| Low |
1.2407 |
1.2350 |
-0.0057 |
-0.5% |
1.2350 |
| Close |
1.2426 |
1.2361 |
-0.0065 |
-0.5% |
1.2361 |
| Range |
0.0166 |
0.0112 |
-0.0054 |
-32.5% |
0.0344 |
| ATR |
0.0131 |
0.0130 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
128,210 |
95,607 |
-32,603 |
-25.4% |
510,740 |
|
| Daily Pivots for day following 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2727 |
1.2656 |
1.2423 |
|
| R3 |
1.2615 |
1.2544 |
1.2392 |
|
| R2 |
1.2503 |
1.2503 |
1.2382 |
|
| R1 |
1.2432 |
1.2432 |
1.2371 |
1.2412 |
| PP |
1.2391 |
1.2391 |
1.2391 |
1.2381 |
| S1 |
1.2320 |
1.2320 |
1.2351 |
1.2300 |
| S2 |
1.2279 |
1.2279 |
1.2340 |
|
| S3 |
1.2167 |
1.2208 |
1.2330 |
|
| S4 |
1.2055 |
1.2096 |
1.2299 |
|
|
| Weekly Pivots for week ending 19-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3500 |
1.3275 |
1.2550 |
|
| R3 |
1.3156 |
1.2931 |
1.2456 |
|
| R2 |
1.2812 |
1.2812 |
1.2424 |
|
| R1 |
1.2587 |
1.2587 |
1.2393 |
1.2528 |
| PP |
1.2468 |
1.2468 |
1.2468 |
1.2439 |
| S1 |
1.2243 |
1.2243 |
1.2329 |
1.2184 |
| S2 |
1.2124 |
1.2124 |
1.2298 |
|
| S3 |
1.1780 |
1.1899 |
1.2266 |
|
| S4 |
1.1436 |
1.1555 |
1.2172 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2694 |
1.2350 |
0.0344 |
2.8% |
0.0129 |
1.0% |
3% |
False |
True |
102,148 |
| 10 |
1.2819 |
1.2350 |
0.0469 |
3.8% |
0.0134 |
1.1% |
2% |
False |
True |
89,207 |
| 20 |
1.2819 |
1.2168 |
0.0651 |
5.3% |
0.0129 |
1.0% |
30% |
False |
False |
45,962 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
6.0% |
0.0119 |
1.0% |
38% |
False |
False |
23,060 |
| 60 |
1.2819 |
1.1813 |
0.1006 |
8.1% |
0.0128 |
1.0% |
54% |
False |
False |
15,384 |
| 80 |
1.3211 |
1.1450 |
0.1761 |
14.2% |
0.0153 |
1.2% |
52% |
False |
False |
11,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2938 |
|
2.618 |
1.2755 |
|
1.618 |
1.2643 |
|
1.000 |
1.2574 |
|
0.618 |
1.2531 |
|
HIGH |
1.2462 |
|
0.618 |
1.2419 |
|
0.500 |
1.2406 |
|
0.382 |
1.2393 |
|
LOW |
1.2350 |
|
0.618 |
1.2281 |
|
1.000 |
1.2238 |
|
1.618 |
1.2169 |
|
2.618 |
1.2057 |
|
4.250 |
1.1874 |
|
|
| Fisher Pivots for day following 19-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2406 |
1.2473 |
| PP |
1.2391 |
1.2435 |
| S1 |
1.2376 |
1.2398 |
|