CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 23-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2020 |
23-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2732 |
1.2736 |
0.0004 |
0.0% |
1.2627 |
| High |
1.2747 |
1.2764 |
0.0017 |
0.1% |
1.2671 |
| Low |
1.2647 |
1.2677 |
0.0030 |
0.2% |
1.2484 |
| Close |
1.2741 |
1.2746 |
0.0005 |
0.0% |
1.2573 |
| Range |
0.0100 |
0.0087 |
-0.0013 |
-13.0% |
0.0187 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
101,418 |
96,255 |
-5,163 |
-5.1% |
384,266 |
|
| Daily Pivots for day following 23-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2990 |
1.2955 |
1.2794 |
|
| R3 |
1.2903 |
1.2868 |
1.2770 |
|
| R2 |
1.2816 |
1.2816 |
1.2762 |
|
| R1 |
1.2781 |
1.2781 |
1.2754 |
1.2799 |
| PP |
1.2729 |
1.2729 |
1.2729 |
1.2738 |
| S1 |
1.2694 |
1.2694 |
1.2738 |
1.2712 |
| S2 |
1.2642 |
1.2642 |
1.2730 |
|
| S3 |
1.2555 |
1.2607 |
1.2722 |
|
| S4 |
1.2468 |
1.2520 |
1.2698 |
|
|
| Weekly Pivots for week ending 17-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3137 |
1.3042 |
1.2676 |
|
| R3 |
1.2950 |
1.2855 |
1.2624 |
|
| R2 |
1.2763 |
1.2763 |
1.2607 |
|
| R1 |
1.2668 |
1.2668 |
1.2590 |
1.2622 |
| PP |
1.2576 |
1.2576 |
1.2576 |
1.2553 |
| S1 |
1.2481 |
1.2481 |
1.2556 |
1.2435 |
| S2 |
1.2389 |
1.2389 |
1.2539 |
|
| S3 |
1.2202 |
1.2294 |
1.2522 |
|
| S4 |
1.2015 |
1.2107 |
1.2470 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2773 |
1.2516 |
0.0257 |
2.0% |
0.0103 |
0.8% |
89% |
False |
False |
86,237 |
| 10 |
1.2773 |
1.2484 |
0.0289 |
2.3% |
0.0101 |
0.8% |
91% |
False |
False |
84,802 |
| 20 |
1.2773 |
1.2256 |
0.0517 |
4.1% |
0.0105 |
0.8% |
95% |
False |
False |
85,366 |
| 40 |
1.2819 |
1.2239 |
0.0580 |
4.6% |
0.0116 |
0.9% |
87% |
False |
False |
71,874 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0116 |
0.9% |
90% |
False |
False |
48,024 |
| 80 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0116 |
0.9% |
90% |
False |
False |
36,024 |
| 100 |
1.3211 |
1.1450 |
0.1761 |
13.8% |
0.0143 |
1.1% |
74% |
False |
False |
28,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3134 |
|
2.618 |
1.2992 |
|
1.618 |
1.2905 |
|
1.000 |
1.2851 |
|
0.618 |
1.2818 |
|
HIGH |
1.2764 |
|
0.618 |
1.2731 |
|
0.500 |
1.2721 |
|
0.382 |
1.2710 |
|
LOW |
1.2677 |
|
0.618 |
1.2623 |
|
1.000 |
1.2590 |
|
1.618 |
1.2536 |
|
2.618 |
1.2449 |
|
4.250 |
1.2307 |
|
|
| Fisher Pivots for day following 23-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2738 |
1.2734 |
| PP |
1.2729 |
1.2722 |
| S1 |
1.2721 |
1.2710 |
|