CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 25-Mar-2020
Day Change Summary
Previous Current
24-Mar-2020 25-Mar-2020 Change Change % Previous Week
Open 1.1540 1.1789 0.0249 2.2% 1.2378
High 1.1826 1.1998 0.0172 1.5% 1.2380
Low 1.1526 1.1668 0.0142 1.2% 1.1450
Close 1.1779 1.1899 0.0120 1.0% 1.1595
Range 0.0300 0.0330 0.0030 10.0% 0.0930
ATR 0.0226 0.0233 0.0007 3.3% 0.0000
Volume 83 10 -73 -88.0% 1,922
Daily Pivots for day following 25-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.2845 1.2702 1.2081
R3 1.2515 1.2372 1.1990
R2 1.2185 1.2185 1.1960
R1 1.2042 1.2042 1.1929 1.2114
PP 1.1855 1.1855 1.1855 1.1891
S1 1.1712 1.1712 1.1869 1.1784
S2 1.1525 1.1525 1.1839
S3 1.1195 1.1382 1.1808
S4 1.0865 1.1052 1.1718
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 1.1998 1.1450 0.0548 4.6% 0.0340 2.9% 82% True False 165
10 1.2859 1.1450 0.1409 11.8% 0.0346 2.9% 32% False False 228
20 1.3211 1.1450 0.1761 14.8% 0.0226 1.9% 25% False False 193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0042
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3401
2.618 1.2862
1.618 1.2532
1.000 1.2328
0.618 1.2202
HIGH 1.1998
0.618 1.1872
0.500 1.1833
0.382 1.1794
LOW 1.1668
0.618 1.1464
1.000 1.1338
1.618 1.1134
2.618 1.0804
4.250 1.0266
Fisher Pivots for day following 25-Mar-2020
Pivot 1 day 3 day
R1 1.1877 1.1846
PP 1.1855 1.1792
S1 1.1833 1.1739

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

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