CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 05-May-2020
Day Change Summary
Previous Current
04-May-2020 05-May-2020 Change Change % Previous Week
Open 1.2482 1.2479 -0.0003 0.0% 1.2375
High 1.2482 1.2488 0.0006 0.0% 1.2649
Low 1.2412 1.2428 0.0016 0.1% 1.2369
Close 1.2446 1.2459 0.0013 0.1% 1.2492
Range 0.0070 0.0060 -0.0010 -14.3% 0.0280
ATR 0.0144 0.0138 -0.0006 -4.2% 0.0000
Volume 75 59 -16 -21.3% 940
Daily Pivots for day following 05-May-2020
Classic Woodie Camarilla DeMark
R4 1.2638 1.2609 1.2492
R3 1.2578 1.2549 1.2476
R2 1.2518 1.2518 1.2470
R1 1.2489 1.2489 1.2465 1.2474
PP 1.2458 1.2458 1.2458 1.2451
S1 1.2429 1.2429 1.2454 1.2414
S2 1.2398 1.2398 1.2448
S3 1.2338 1.2369 1.2443
S4 1.2278 1.2309 1.2426
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 1.3343 1.3198 1.2646
R3 1.3063 1.2918 1.2569
R2 1.2783 1.2783 1.2543
R1 1.2638 1.2638 1.2518 1.2711
PP 1.2503 1.2503 1.2503 1.2540
S1 1.2358 1.2358 1.2466 1.2431
S2 1.2223 1.2223 1.2441
S3 1.1943 1.2078 1.2415
S4 1.1663 1.1798 1.2338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2649 1.2398 0.0251 2.0% 0.0106 0.9% 24% False False 178
10 1.2649 1.2286 0.0363 2.9% 0.0102 0.8% 48% False False 113
20 1.2656 1.2191 0.0465 3.7% 0.0116 0.9% 58% False False 67
40 1.3078 1.1450 0.1628 13.1% 0.0189 1.5% 62% False False 101
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.2743
2.618 1.2645
1.618 1.2585
1.000 1.2548
0.618 1.2525
HIGH 1.2488
0.618 1.2465
0.500 1.2458
0.382 1.2451
LOW 1.2428
0.618 1.2391
1.000 1.2368
1.618 1.2331
2.618 1.2271
4.250 1.2173
Fisher Pivots for day following 05-May-2020
Pivot 1 day 3 day
R1 1.2459 1.2499
PP 1.2458 1.2485
S1 1.2458 1.2472

These figures are updated between 7pm and 10pm EST after a trading day.

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