CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 10-Aug-2020
Day Change Summary
Previous Current
07-Aug-2020 10-Aug-2020 Change Change % Previous Week
Open 1.3141 1.3061 -0.0080 -0.6% 1.3100
High 1.3146 1.3110 -0.0036 -0.3% 1.3191
Low 1.3018 1.3027 0.0009 0.1% 1.2989
Close 1.3059 1.3075 0.0016 0.1% 1.3059
Range 0.0128 0.0083 -0.0045 -35.2% 0.0202
ATR 0.0109 0.0107 -0.0002 -1.7% 0.0000
Volume 508 341 -167 -32.9% 1,953
Daily Pivots for day following 10-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3320 1.3280 1.3121
R3 1.3237 1.3197 1.3098
R2 1.3154 1.3154 1.3090
R1 1.3114 1.3114 1.3083 1.3134
PP 1.3071 1.3071 1.3071 1.3081
S1 1.3031 1.3031 1.3067 1.3051
S2 1.2988 1.2988 1.3060
S3 1.2905 1.2948 1.3052
S4 1.2822 1.2865 1.3029
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3686 1.3574 1.3170
R3 1.3484 1.3372 1.3115
R2 1.3282 1.3282 1.3096
R1 1.3170 1.3170 1.3078 1.3125
PP 1.3080 1.3080 1.3080 1.3057
S1 1.2968 1.2968 1.3040 1.2923
S2 1.2878 1.2878 1.3022
S3 1.2676 1.2766 1.3003
S4 1.2474 1.2564 1.2948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3191 1.2989 0.0202 1.5% 0.0100 0.8% 43% False False 435
10 1.3191 1.2849 0.0342 2.6% 0.0107 0.8% 66% False False 327
20 1.3191 1.2491 0.0700 5.4% 0.0101 0.8% 83% False False 293
40 1.3191 1.2263 0.0928 7.1% 0.0105 0.8% 88% False False 196
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3463
2.618 1.3327
1.618 1.3244
1.000 1.3193
0.618 1.3161
HIGH 1.3110
0.618 1.3078
0.500 1.3069
0.382 1.3059
LOW 1.3027
0.618 1.2976
1.000 1.2944
1.618 1.2893
2.618 1.2810
4.250 1.2674
Fisher Pivots for day following 10-Aug-2020
Pivot 1 day 3 day
R1 1.3073 1.3105
PP 1.3071 1.3095
S1 1.3069 1.3085

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

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