CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 20-Mar-2020
Day Change Summary
Previous Current
19-Mar-2020 20-Mar-2020 Change Change % Previous Week
Open 1.1570 1.1450 -0.0120 -1.0% 1.2378
High 1.1824 1.1950 0.0126 1.1% 1.2380
Low 1.1507 1.1450 -0.0057 -0.5% 1.1450
Close 1.1569 1.1595 0.0026 0.2% 1.1595
Range 0.0317 0.0500 0.0183 57.7% 0.0930
ATR 0.0195 0.0217 0.0022 11.1% 0.0000
Volume 439 194 -245 -55.8% 1,922
Daily Pivots for day following 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.3165 1.2880 1.1870
R3 1.2665 1.2380 1.1733
R2 1.2165 1.2165 1.1687
R1 1.1880 1.1880 1.1641 1.2023
PP 1.1665 1.1665 1.1665 1.1736
S1 1.1380 1.1380 1.1549 1.1523
S2 1.1165 1.1165 1.1503
S3 1.0665 1.0880 1.1458
S4 1.0165 1.0380 1.1320
Weekly Pivots for week ending 20-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.4598 1.4027 1.2107
R3 1.3668 1.3097 1.1851
R2 1.2738 1.2738 1.1766
R1 1.2167 1.2167 1.1680 1.1988
PP 1.1808 1.1808 1.1808 1.1719
S1 1.1237 1.1237 1.1510 1.1058
S2 1.0878 1.0878 1.1425
S3 0.9948 1.0307 1.1339
S4 0.9018 0.9377 1.1084
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2380 1.1450 0.0930 8.0% 0.0379 3.3% 16% False True 384
10 1.3211 1.1450 0.1761 15.2% 0.0306 2.6% 8% False True 240
20 1.3211 1.1450 0.1761 15.2% 0.0188 1.6% 8% False True 187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4075
2.618 1.3259
1.618 1.2759
1.000 1.2450
0.618 1.2259
HIGH 1.1950
0.618 1.1759
0.500 1.1700
0.382 1.1641
LOW 1.1450
0.618 1.1141
1.000 1.0950
1.618 1.0641
2.618 1.0141
4.250 0.9325
Fisher Pivots for day following 20-Mar-2020
Pivot 1 day 3 day
R1 1.1700 1.1802
PP 1.1665 1.1733
S1 1.1630 1.1664

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

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