CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 26-Jun-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2020 |
26-Jun-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2429 |
1.2421 |
-0.0008 |
-0.1% |
1.2360 |
| High |
1.2470 |
1.2442 |
-0.0028 |
-0.2% |
1.2548 |
| Low |
1.2394 |
1.2320 |
-0.0074 |
-0.6% |
1.2320 |
| Close |
1.2414 |
1.2348 |
-0.0066 |
-0.5% |
1.2348 |
| Range |
0.0076 |
0.0122 |
0.0046 |
60.5% |
0.0228 |
| ATR |
0.0125 |
0.0125 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
78,735 |
75,364 |
-3,371 |
-4.3% |
406,026 |
|
| Daily Pivots for day following 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2736 |
1.2664 |
1.2415 |
|
| R3 |
1.2614 |
1.2542 |
1.2382 |
|
| R2 |
1.2492 |
1.2492 |
1.2370 |
|
| R1 |
1.2420 |
1.2420 |
1.2359 |
1.2395 |
| PP |
1.2370 |
1.2370 |
1.2370 |
1.2358 |
| S1 |
1.2298 |
1.2298 |
1.2337 |
1.2273 |
| S2 |
1.2248 |
1.2248 |
1.2326 |
|
| S3 |
1.2126 |
1.2176 |
1.2314 |
|
| S4 |
1.2004 |
1.2054 |
1.2281 |
|
|
| Weekly Pivots for week ending 26-Jun-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3089 |
1.2947 |
1.2473 |
|
| R3 |
1.2861 |
1.2719 |
1.2411 |
|
| R2 |
1.2633 |
1.2633 |
1.2390 |
|
| R1 |
1.2491 |
1.2491 |
1.2369 |
1.2448 |
| PP |
1.2405 |
1.2405 |
1.2405 |
1.2384 |
| S1 |
1.2263 |
1.2263 |
1.2327 |
1.2220 |
| S2 |
1.2177 |
1.2177 |
1.2306 |
|
| S3 |
1.1949 |
1.2035 |
1.2285 |
|
| S4 |
1.1721 |
1.1807 |
1.2223 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2548 |
1.2320 |
0.0228 |
1.8% |
0.0114 |
0.9% |
12% |
False |
True |
81,205 |
| 10 |
1.2694 |
1.2320 |
0.0374 |
3.0% |
0.0121 |
1.0% |
7% |
False |
True |
91,676 |
| 20 |
1.2819 |
1.2320 |
0.0499 |
4.0% |
0.0127 |
1.0% |
6% |
False |
True |
66,030 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
6.0% |
0.0119 |
1.0% |
36% |
False |
False |
33,190 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
6.0% |
0.0119 |
1.0% |
36% |
False |
False |
22,145 |
| 80 |
1.3211 |
1.1450 |
0.1761 |
14.3% |
0.0154 |
1.2% |
51% |
False |
False |
16,652 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2961 |
|
2.618 |
1.2761 |
|
1.618 |
1.2639 |
|
1.000 |
1.2564 |
|
0.618 |
1.2517 |
|
HIGH |
1.2442 |
|
0.618 |
1.2395 |
|
0.500 |
1.2381 |
|
0.382 |
1.2367 |
|
LOW |
1.2320 |
|
0.618 |
1.2245 |
|
1.000 |
1.2198 |
|
1.618 |
1.2123 |
|
2.618 |
1.2001 |
|
4.250 |
1.1802 |
|
|
| Fisher Pivots for day following 26-Jun-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2381 |
1.2434 |
| PP |
1.2370 |
1.2405 |
| S1 |
1.2359 |
1.2377 |
|