CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 20-Aug-2020
Day Change Summary
Previous Current
19-Aug-2020 20-Aug-2020 Change Change % Previous Week
Open 1.3266 1.3114 -0.0152 -1.1% 1.3061
High 1.3274 1.3231 -0.0043 -0.3% 1.3150
Low 1.3096 1.3070 -0.0026 -0.2% 1.3013
Close 1.3121 1.3219 0.0098 0.7% 1.3099
Range 0.0178 0.0161 -0.0017 -9.6% 0.0137
ATR 0.0107 0.0111 0.0004 3.6% 0.0000
Volume 1,458 871 -587 -40.3% 1,895
Daily Pivots for day following 20-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3656 1.3599 1.3308
R3 1.3495 1.3438 1.3263
R2 1.3334 1.3334 1.3249
R1 1.3277 1.3277 1.3234 1.3306
PP 1.3173 1.3173 1.3173 1.3188
S1 1.3116 1.3116 1.3204 1.3145
S2 1.3012 1.3012 1.3189
S3 1.2851 1.2955 1.3175
S4 1.2690 1.2794 1.3130
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3498 1.3436 1.3174
R3 1.3361 1.3299 1.3137
R2 1.3224 1.3224 1.3124
R1 1.3162 1.3162 1.3112 1.3193
PP 1.3087 1.3087 1.3087 1.3103
S1 1.3025 1.3025 1.3086 1.3056
S2 1.2950 1.2950 1.3074
S3 1.2813 1.2888 1.3061
S4 1.2676 1.2751 1.3024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3274 1.3056 0.0218 1.6% 0.0122 0.9% 75% False False 742
10 1.3274 1.3013 0.0261 2.0% 0.0106 0.8% 79% False False 587
20 1.3274 1.2727 0.0547 4.1% 0.0106 0.8% 90% False False 429
40 1.3274 1.2263 0.1011 7.6% 0.0104 0.8% 95% False False 315
60 1.3274 1.2248 0.1026 7.8% 0.0108 0.8% 95% False False 220
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3915
2.618 1.3652
1.618 1.3491
1.000 1.3392
0.618 1.3330
HIGH 1.3231
0.618 1.3169
0.500 1.3151
0.382 1.3132
LOW 1.3070
0.618 1.2971
1.000 1.2909
1.618 1.2810
2.618 1.2649
4.250 1.2386
Fisher Pivots for day following 20-Aug-2020
Pivot 1 day 3 day
R1 1.3196 1.3203
PP 1.3173 1.3188
S1 1.3151 1.3172

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

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