CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 19-Mar-2020
Day Change Summary
Previous Current
18-Mar-2020 19-Mar-2020 Change Change % Previous Week
Open 1.2102 1.1570 -0.0532 -4.4% 1.3080
High 1.2153 1.1824 -0.0329 -2.7% 1.3211
Low 1.1483 1.1507 0.0024 0.2% 1.2285
Close 1.1607 1.1569 -0.0038 -0.3% 1.2335
Range 0.0670 0.0317 -0.0353 -52.7% 0.0926
ATR 0.0186 0.0195 0.0009 5.0% 0.0000
Volume 241 439 198 82.2% 479
Daily Pivots for day following 19-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2584 1.2394 1.1743
R3 1.2267 1.2077 1.1656
R2 1.1950 1.1950 1.1627
R1 1.1760 1.1760 1.1598 1.1697
PP 1.1633 1.1633 1.1633 1.1602
S1 1.1443 1.1443 1.1540 1.1380
S2 1.1316 1.1316 1.1511
S3 1.0999 1.1126 1.1482
S4 1.0682 1.0809 1.1395
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 1.2637 1.1483 0.1154 10.0% 0.0349 3.0% 7% False False 372
10 1.3211 1.1483 0.1728 14.9% 0.0263 2.3% 5% False False 257
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3171
2.618 1.2654
1.618 1.2337
1.000 1.2141
0.618 1.2020
HIGH 1.1824
0.618 1.1703
0.500 1.1666
0.382 1.1628
LOW 1.1507
0.618 1.1311
1.000 1.1190
1.618 1.0994
2.618 1.0677
4.250 1.0160
Fisher Pivots for day following 19-Mar-2020
Pivot 1 day 3 day
R1 1.1666 1.1892
PP 1.1633 1.1784
S1 1.1601 1.1677

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

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