CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 16-Mar-2020
Day Change Summary
Previous Current
13-Mar-2020 16-Mar-2020 Change Change % Previous Week
Open 1.2607 1.2378 -0.0229 -1.8% 1.3080
High 1.2637 1.2380 -0.0257 -2.0% 1.3211
Low 1.2285 1.2239 -0.0046 -0.4% 1.2285
Close 1.2335 1.2262 -0.0073 -0.6% 1.2335
Range 0.0352 0.0141 -0.0211 -59.9% 0.0926
ATR 0.0140 0.0140 0.0000 0.1% 0.0000
Volume 134 275 141 105.2% 479
Daily Pivots for day following 16-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2717 1.2630 1.2340
R3 1.2576 1.2489 1.2301
R2 1.2435 1.2435 1.2288
R1 1.2348 1.2348 1.2275 1.2321
PP 1.2294 1.2294 1.2294 1.2280
S1 1.2207 1.2207 1.2249 1.2180
S2 1.2153 1.2153 1.2236
S3 1.2012 1.2066 1.2223
S4 1.1871 1.1925 1.2184
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 1.3078 1.2239 0.0839 6.8% 0.0230 1.9% 3% False True 104
10 1.3211 1.2239 0.0972 7.9% 0.0153 1.2% 2% False True 159
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0021
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.2979
2.618 1.2749
1.618 1.2608
1.000 1.2521
0.618 1.2467
HIGH 1.2380
0.618 1.2326
0.500 1.2310
0.382 1.2293
LOW 1.2239
0.618 1.2152
1.000 1.2098
1.618 1.2011
2.618 1.1870
4.250 1.1640
Fisher Pivots for day following 16-Mar-2020
Pivot 1 day 3 day
R1 1.2310 1.2549
PP 1.2294 1.2453
S1 1.2278 1.2358

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

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