CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 09-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2020 |
09-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2552 |
1.2616 |
0.0064 |
0.5% |
1.2343 |
| High |
1.2628 |
1.2674 |
0.0046 |
0.4% |
1.2536 |
| Low |
1.2514 |
1.2604 |
0.0090 |
0.7% |
1.2256 |
| Close |
1.2627 |
1.2625 |
-0.0002 |
0.0% |
1.2466 |
| Range |
0.0114 |
0.0070 |
-0.0044 |
-38.6% |
0.0280 |
| ATR |
0.0121 |
0.0117 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
80,648 |
98,738 |
18,090 |
22.4% |
345,696 |
|
| Daily Pivots for day following 09-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2844 |
1.2805 |
1.2664 |
|
| R3 |
1.2774 |
1.2735 |
1.2644 |
|
| R2 |
1.2704 |
1.2704 |
1.2638 |
|
| R1 |
1.2665 |
1.2665 |
1.2631 |
1.2685 |
| PP |
1.2634 |
1.2634 |
1.2634 |
1.2644 |
| S1 |
1.2595 |
1.2595 |
1.2619 |
1.2615 |
| S2 |
1.2564 |
1.2564 |
1.2612 |
|
| S3 |
1.2494 |
1.2525 |
1.2606 |
|
| S4 |
1.2424 |
1.2455 |
1.2587 |
|
|
| Weekly Pivots for week ending 03-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3259 |
1.3143 |
1.2620 |
|
| R3 |
1.2979 |
1.2863 |
1.2543 |
|
| R2 |
1.2699 |
1.2699 |
1.2517 |
|
| R1 |
1.2583 |
1.2583 |
1.2492 |
1.2641 |
| PP |
1.2419 |
1.2419 |
1.2419 |
1.2449 |
| S1 |
1.2303 |
1.2303 |
1.2440 |
1.2361 |
| S2 |
1.2139 |
1.2139 |
1.2415 |
|
| S3 |
1.1859 |
1.2023 |
1.2389 |
|
| S4 |
1.1579 |
1.1743 |
1.2312 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2674 |
1.2442 |
0.0232 |
1.8% |
0.0095 |
0.8% |
79% |
True |
False |
88,341 |
| 10 |
1.2674 |
1.2256 |
0.0418 |
3.3% |
0.0108 |
0.9% |
88% |
True |
False |
85,930 |
| 20 |
1.2760 |
1.2256 |
0.0504 |
4.0% |
0.0122 |
1.0% |
73% |
False |
False |
91,921 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0119 |
0.9% |
74% |
False |
False |
50,805 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0118 |
0.9% |
74% |
False |
False |
33,898 |
| 80 |
1.2819 |
1.1450 |
0.1369 |
10.8% |
0.0147 |
1.2% |
86% |
False |
False |
25,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2972 |
|
2.618 |
1.2857 |
|
1.618 |
1.2787 |
|
1.000 |
1.2744 |
|
0.618 |
1.2717 |
|
HIGH |
1.2674 |
|
0.618 |
1.2647 |
|
0.500 |
1.2639 |
|
0.382 |
1.2631 |
|
LOW |
1.2604 |
|
0.618 |
1.2561 |
|
1.000 |
1.2534 |
|
1.618 |
1.2491 |
|
2.618 |
1.2421 |
|
4.250 |
1.2307 |
|
|
| Fisher Pivots for day following 09-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2639 |
1.2607 |
| PP |
1.2634 |
1.2589 |
| S1 |
1.2630 |
1.2571 |
|