CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 13-Mar-2020
Day Change Summary
Previous Current
12-Mar-2020 13-Mar-2020 Change Change % Previous Week
Open 1.2850 1.2607 -0.0243 -1.9% 1.3080
High 1.2859 1.2637 -0.0222 -1.7% 1.3211
Low 1.2534 1.2285 -0.0249 -2.0% 1.2285
Close 1.2596 1.2335 -0.0261 -2.1% 1.2335
Range 0.0325 0.0352 0.0027 8.3% 0.0926
ATR 0.0123 0.0140 0.0016 13.2% 0.0000
Volume 32 134 102 318.8% 479
Daily Pivots for day following 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.3475 1.3257 1.2529
R3 1.3123 1.2905 1.2432
R2 1.2771 1.2771 1.2400
R1 1.2553 1.2553 1.2367 1.2486
PP 1.2419 1.2419 1.2419 1.2386
S1 1.2201 1.2201 1.2303 1.2134
S2 1.2067 1.2067 1.2270
S3 1.1715 1.1849 1.2238
S4 1.1363 1.1497 1.2141
Weekly Pivots for week ending 13-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.5388 1.4788 1.2844
R3 1.4462 1.3862 1.2590
R2 1.3536 1.3536 1.2505
R1 1.2936 1.2936 1.2420 1.2773
PP 1.2610 1.2610 1.2610 1.2529
S1 1.2010 1.2010 1.2250 1.1847
S2 1.1684 1.1684 1.2165
S3 1.0758 1.1084 1.2080
S4 0.9832 1.0158 1.1826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3211 1.2285 0.0926 7.5% 0.0232 1.9% 5% False True 95
10 1.3211 1.2285 0.0926 7.5% 0.0150 1.2% 5% False True 166
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 0.0025
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 1.4133
2.618 1.3559
1.618 1.3207
1.000 1.2989
0.618 1.2855
HIGH 1.2637
0.618 1.2503
0.500 1.2461
0.382 1.2419
LOW 1.2285
0.618 1.2067
1.000 1.1933
1.618 1.1715
2.618 1.1363
4.250 1.0789
Fisher Pivots for day following 13-Mar-2020
Pivot 1 day 3 day
R1 1.2461 1.2637
PP 1.2419 1.2536
S1 1.2377 1.2436

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

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