CME British Pound Future September 2020
| Trading Metrics calculated at close of trading on 29-Jul-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2020 |
29-Jul-2020 |
Change |
Change % |
Previous Week |
| Open |
1.2893 |
1.2936 |
0.0043 |
0.3% |
1.2569 |
| High |
1.2956 |
1.3017 |
0.0061 |
0.5% |
1.2807 |
| Low |
1.2843 |
1.2916 |
0.0073 |
0.6% |
1.2522 |
| Close |
1.2950 |
1.2967 |
0.0017 |
0.1% |
1.2794 |
| Range |
0.0113 |
0.0101 |
-0.0012 |
-10.6% |
0.0285 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
107,920 |
111,129 |
3,209 |
3.0% |
463,268 |
|
| Daily Pivots for day following 29-Jul-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3270 |
1.3219 |
1.3023 |
|
| R3 |
1.3169 |
1.3118 |
1.2995 |
|
| R2 |
1.3068 |
1.3068 |
1.2986 |
|
| R1 |
1.3017 |
1.3017 |
1.2976 |
1.3043 |
| PP |
1.2967 |
1.2967 |
1.2967 |
1.2979 |
| S1 |
1.2916 |
1.2916 |
1.2958 |
1.2942 |
| S2 |
1.2866 |
1.2866 |
1.2948 |
|
| S3 |
1.2765 |
1.2815 |
1.2939 |
|
| S4 |
1.2664 |
1.2714 |
1.2911 |
|
|
| 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 |
1.3017 |
1.2677 |
0.0340 |
2.6% |
0.0101 |
0.8% |
85% |
True |
False |
98,673 |
| 10 |
1.3017 |
1.2516 |
0.0501 |
3.9% |
0.0104 |
0.8% |
90% |
True |
False |
90,697 |
| 20 |
1.3017 |
1.2365 |
0.0652 |
5.0% |
0.0102 |
0.8% |
92% |
True |
False |
88,578 |
| 40 |
1.3017 |
1.2256 |
0.0761 |
5.9% |
0.0114 |
0.9% |
93% |
True |
False |
81,567 |
| 60 |
1.3017 |
1.2083 |
0.0934 |
7.2% |
0.0115 |
0.9% |
95% |
True |
False |
54,629 |
| 80 |
1.3017 |
1.2083 |
0.0934 |
7.2% |
0.0116 |
0.9% |
95% |
True |
False |
40,988 |
| 100 |
1.3211 |
1.1450 |
0.1761 |
13.6% |
0.0145 |
1.1% |
86% |
False |
False |
32,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3446 |
|
2.618 |
1.3281 |
|
1.618 |
1.3180 |
|
1.000 |
1.3118 |
|
0.618 |
1.3079 |
|
HIGH |
1.3017 |
|
0.618 |
1.2978 |
|
0.500 |
1.2967 |
|
0.382 |
1.2955 |
|
LOW |
1.2916 |
|
0.618 |
1.2854 |
|
1.000 |
1.2815 |
|
1.618 |
1.2753 |
|
2.618 |
1.2652 |
|
4.250 |
1.2487 |
|
|
| Fisher Pivots for day following 29-Jul-2020 |
| Pivot |
1 day |
3 day |
| R1 |
1.2967 |
1.2946 |
| PP |
1.2967 |
1.2924 |
| S1 |
1.2967 |
1.2903 |
|