CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 24-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2020 |
24-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2736 |
1.2740 |
0.0004 |
0.0% |
1.2569 |
| High |
1.2764 |
1.2807 |
0.0043 |
0.3% |
1.2807 |
| Low |
1.2677 |
1.2720 |
0.0043 |
0.3% |
1.2522 |
| Close |
1.2746 |
1.2794 |
0.0048 |
0.4% |
1.2794 |
| Range |
0.0087 |
0.0087 |
0.0000 |
0.0% |
0.0285 |
| ATR |
0.0110 |
0.0109 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
96,255 |
82,898 |
-13,357 |
-13.9% |
463,268 |
|
| Daily Pivots for day following 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3035 |
1.3001 |
1.2842 |
|
| R3 |
1.2948 |
1.2914 |
1.2818 |
|
| R2 |
1.2861 |
1.2861 |
1.2810 |
|
| R1 |
1.2827 |
1.2827 |
1.2802 |
1.2844 |
| PP |
1.2774 |
1.2774 |
1.2774 |
1.2782 |
| S1 |
1.2740 |
1.2740 |
1.2786 |
1.2757 |
| S2 |
1.2687 |
1.2687 |
1.2778 |
|
| S3 |
1.2600 |
1.2653 |
1.2770 |
|
| S4 |
1.2513 |
1.2566 |
1.2746 |
|
|
| Weekly Pivots for week ending 24-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3563 |
1.3463 |
1.2951 |
|
| R3 |
1.3278 |
1.3178 |
1.2872 |
|
| R2 |
1.2993 |
1.2993 |
1.2846 |
|
| R1 |
1.2893 |
1.2893 |
1.2820 |
1.2943 |
| PP |
1.2708 |
1.2708 |
1.2708 |
1.2733 |
| S1 |
1.2608 |
1.2608 |
1.2768 |
1.2658 |
| S2 |
1.2423 |
1.2423 |
1.2742 |
|
| S3 |
1.2138 |
1.2323 |
1.2716 |
|
| S4 |
1.1853 |
1.2038 |
1.2637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.2807 |
1.2522 |
0.0285 |
2.2% |
0.0108 |
0.8% |
95% |
True |
False |
92,653 |
| 10 |
1.2807 |
1.2484 |
0.0323 |
2.5% |
0.0100 |
0.8% |
96% |
True |
False |
84,753 |
| 20 |
1.2807 |
1.2256 |
0.0551 |
4.3% |
0.0105 |
0.8% |
98% |
True |
False |
85,574 |
| 40 |
1.2819 |
1.2256 |
0.0563 |
4.4% |
0.0115 |
0.9% |
96% |
False |
False |
73,942 |
| 60 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0116 |
0.9% |
97% |
False |
False |
49,404 |
| 80 |
1.2819 |
1.2083 |
0.0736 |
5.8% |
0.0114 |
0.9% |
97% |
False |
False |
37,061 |
| 100 |
1.3211 |
1.1450 |
0.1761 |
13.8% |
0.0144 |
1.1% |
76% |
False |
False |
29,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3177 |
|
2.618 |
1.3035 |
|
1.618 |
1.2948 |
|
1.000 |
1.2894 |
|
0.618 |
1.2861 |
|
HIGH |
1.2807 |
|
0.618 |
1.2774 |
|
0.500 |
1.2764 |
|
0.382 |
1.2753 |
|
LOW |
1.2720 |
|
0.618 |
1.2666 |
|
1.000 |
1.2633 |
|
1.618 |
1.2579 |
|
2.618 |
1.2492 |
|
4.250 |
1.2350 |
|
|
| Fisher Pivots for day following 24-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2784 |
1.2772 |
| PP |
1.2774 |
1.2749 |
| S1 |
1.2764 |
1.2727 |
|