CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 12-Mar-2020
Day Change Summary
Previous Current
11-Mar-2020 12-Mar-2020 Change Change % Previous Week
Open 1.2941 1.2850 -0.0091 -0.7% 1.2855
High 1.2988 1.2859 -0.0129 -1.0% 1.3067
Low 1.2836 1.2534 -0.0302 -2.4% 1.2789
Close 1.2856 1.2596 -0.0260 -2.0% 1.3038
Range 0.0152 0.0325 0.0173 113.8% 0.0278
ATR 0.0108 0.0123 0.0016 14.4% 0.0000
Volume 14 32 18 128.6% 1,187
Daily Pivots for day following 12-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.3638 1.3442 1.2775
R3 1.3313 1.3117 1.2685
R2 1.2988 1.2988 1.2656
R1 1.2792 1.2792 1.2626 1.2728
PP 1.2663 1.2663 1.2663 1.2631
S1 1.2467 1.2467 1.2566 1.2403
S2 1.2338 1.2338 1.2536
S3 1.2013 1.2142 1.2507
S4 1.1688 1.1817 1.2417
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 1.3211 1.2534 0.0677 5.4% 0.0177 1.4% 9% False True 142
10 1.3211 1.2534 0.0677 5.4% 0.0132 1.0% 9% False True 154
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.4240
2.618 1.3710
1.618 1.3385
1.000 1.3184
0.618 1.3060
HIGH 1.2859
0.618 1.2735
0.500 1.2697
0.382 1.2658
LOW 1.2534
0.618 1.2333
1.000 1.2209
1.618 1.2008
2.618 1.1683
4.250 1.1153
Fisher Pivots for day following 12-Mar-2020
Pivot 1 day 3 day
R1 1.2697 1.2806
PP 1.2663 1.2736
S1 1.2630 1.2666

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

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