CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 22-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2020 |
22-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2425 |
1.2360 |
-0.0065 |
-0.5% |
1.2525 |
| High |
1.2462 |
1.2483 |
0.0021 |
0.2% |
1.2694 |
| Low |
1.2350 |
1.2340 |
-0.0010 |
-0.1% |
1.2350 |
| Close |
1.2361 |
1.2478 |
0.0117 |
0.9% |
1.2361 |
| Range |
0.0112 |
0.0143 |
0.0031 |
27.7% |
0.0344 |
| ATR |
0.0130 |
0.0131 |
0.0001 |
0.7% |
0.0000 |
| Volume |
95,607 |
69,721 |
-25,886 |
-27.1% |
510,740 |
|
| Daily Pivots for day following 22-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2863 |
1.2813 |
1.2557 |
|
| R3 |
1.2720 |
1.2670 |
1.2517 |
|
| R2 |
1.2577 |
1.2577 |
1.2504 |
|
| R1 |
1.2527 |
1.2527 |
1.2491 |
1.2552 |
| PP |
1.2434 |
1.2434 |
1.2434 |
1.2446 |
| S1 |
1.2384 |
1.2384 |
1.2465 |
1.2409 |
| S2 |
1.2291 |
1.2291 |
1.2452 |
|
| S3 |
1.2148 |
1.2241 |
1.2439 |
|
| S4 |
1.2005 |
1.2098 |
1.2399 |
|
|
| 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 |
1.2340 |
0.0354 |
2.8% |
0.0127 |
1.0% |
39% |
False |
True |
95,784 |
| 10 |
1.2819 |
1.2340 |
0.0479 |
3.8% |
0.0138 |
1.1% |
29% |
False |
True |
93,245 |
| 20 |
1.2819 |
1.2170 |
0.0649 |
5.2% |
0.0133 |
1.1% |
47% |
False |
False |
49,440 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0121 |
1.0% |
54% |
False |
False |
24,803 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.9% |
0.0124 |
1.0% |
54% |
False |
False |
16,546 |
| 80 |
1.3211 |
1.1450 |
0.1761 |
14.1% |
0.0154 |
1.2% |
58% |
False |
False |
12,457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3091 |
|
2.618 |
1.2857 |
|
1.618 |
1.2714 |
|
1.000 |
1.2626 |
|
0.618 |
1.2571 |
|
HIGH |
1.2483 |
|
0.618 |
1.2428 |
|
0.500 |
1.2412 |
|
0.382 |
1.2395 |
|
LOW |
1.2340 |
|
0.618 |
1.2252 |
|
1.000 |
1.2197 |
|
1.618 |
1.2109 |
|
2.618 |
1.1966 |
|
4.250 |
1.1732 |
|
|
| Fisher Pivots for day following 22-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2456 |
1.2471 |
| PP |
1.2434 |
1.2464 |
| S1 |
1.2412 |
1.2457 |
|