CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 06-Mar-2020
Day Change Summary
Previous Current
05-Mar-2020 06-Mar-2020 Change Change % Previous Week
Open 1.2973 1.2997 0.0024 0.2% 1.2855
High 1.2982 1.3067 0.0085 0.7% 1.3067
Low 1.2973 1.2993 0.0020 0.2% 1.2789
Close 1.2973 1.3038 0.0065 0.5% 1.3038
Range 0.0009 0.0074 0.0065 722.2% 0.0278
ATR
Volume 130 369 239 183.8% 1,187
Daily Pivots for day following 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.3255 1.3220 1.3079
R3 1.3181 1.3146 1.3058
R2 1.3107 1.3107 1.3052
R1 1.3072 1.3072 1.3045 1.3090
PP 1.3033 1.3033 1.3033 1.3041
S1 1.2998 1.2998 1.3031 1.3016
S2 1.2959 1.2959 1.3024
S3 1.2885 1.2924 1.3018
S4 1.2811 1.2850 1.2997
Weekly Pivots for week ending 06-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.3799 1.3696 1.3191
R3 1.3521 1.3418 1.3114
R2 1.3243 1.3243 1.3089
R1 1.3140 1.3140 1.3063 1.3192
PP 1.2965 1.2965 1.2965 1.2990
S1 1.2862 1.2862 1.3013 1.2914
S2 1.2687 1.2687 1.2987
S3 1.2409 1.2584 1.2962
S4 1.2131 1.2306 1.2885
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3067 1.2789 0.0278 2.1% 0.0067 0.5% 90% True False 237
10 1.3068 1.2789 0.0279 2.1% 0.0071 0.5% 89% False False 135
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3382
2.618 1.3261
1.618 1.3187
1.000 1.3141
0.618 1.3113
HIGH 1.3067
0.618 1.3039
0.500 1.3030
0.382 1.3021
LOW 1.2993
0.618 1.2947
1.000 1.2919
1.618 1.2873
2.618 1.2799
4.250 1.2679
Fisher Pivots for day following 06-Mar-2020
Pivot 1 day 3 day
R1 1.3035 1.3005
PP 1.3033 1.2972
S1 1.3030 1.2940

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

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