CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 10-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2020 |
10-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2616 |
1.2607 |
-0.0009 |
-0.1% |
1.2475 |
| High |
1.2674 |
1.2669 |
-0.0005 |
0.0% |
1.2674 |
| Low |
1.2604 |
1.2571 |
-0.0033 |
-0.3% |
1.2442 |
| Close |
1.2625 |
1.2633 |
0.0008 |
0.1% |
1.2633 |
| Range |
0.0070 |
0.0098 |
0.0028 |
40.0% |
0.0232 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
98,738 |
83,392 |
-15,346 |
-15.5% |
442,901 |
|
| Daily Pivots for day following 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2918 |
1.2874 |
1.2687 |
|
| R3 |
1.2820 |
1.2776 |
1.2660 |
|
| R2 |
1.2722 |
1.2722 |
1.2651 |
|
| R1 |
1.2678 |
1.2678 |
1.2642 |
1.2700 |
| PP |
1.2624 |
1.2624 |
1.2624 |
1.2636 |
| S1 |
1.2580 |
1.2580 |
1.2624 |
1.2602 |
| S2 |
1.2526 |
1.2526 |
1.2615 |
|
| S3 |
1.2428 |
1.2482 |
1.2606 |
|
| S4 |
1.2330 |
1.2384 |
1.2579 |
|
|
| Weekly Pivots for week ending 10-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3279 |
1.3188 |
1.2761 |
|
| R3 |
1.3047 |
1.2956 |
1.2697 |
|
| R2 |
1.2815 |
1.2815 |
1.2676 |
|
| R1 |
1.2724 |
1.2724 |
1.2654 |
1.2770 |
| PP |
1.2583 |
1.2583 |
1.2583 |
1.2606 |
| S1 |
1.2492 |
1.2492 |
1.2612 |
1.2538 |
| S2 |
1.2351 |
1.2351 |
1.2590 |
|
| S3 |
1.2119 |
1.2260 |
1.2569 |
|
| S4 |
1.1887 |
1.2028 |
1.2505 |
|
|
| 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% |
0.0099 |
0.8% |
82% |
False |
False |
88,580 |
| 10 |
1.2674 |
1.2256 |
0.0418 |
3.3% |
0.0111 |
0.9% |
90% |
False |
False |
86,396 |
| 20 |
1.2694 |
1.2256 |
0.0438 |
3.5% |
0.0119 |
0.9% |
86% |
False |
False |
91,981 |
| 40 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0118 |
0.9% |
75% |
False |
False |
52,886 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0117 |
0.9% |
75% |
False |
False |
35,287 |
| 80 |
1.2819 |
1.1450 |
0.1369 |
10.8% |
0.0145 |
1.2% |
86% |
False |
False |
26,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3086 |
|
2.618 |
1.2926 |
|
1.618 |
1.2828 |
|
1.000 |
1.2767 |
|
0.618 |
1.2730 |
|
HIGH |
1.2669 |
|
0.618 |
1.2632 |
|
0.500 |
1.2620 |
|
0.382 |
1.2608 |
|
LOW |
1.2571 |
|
0.618 |
1.2510 |
|
1.000 |
1.2473 |
|
1.618 |
1.2412 |
|
2.618 |
1.2314 |
|
4.250 |
1.2155 |
|
|
| Fisher Pivots for day following 10-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2629 |
1.2620 |
| PP |
1.2624 |
1.2607 |
| S1 |
1.2620 |
1.2594 |
|