CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 27-Mar-2020
Day Change Summary
Previous Current
26-Mar-2020 27-Mar-2020 Change Change % Previous Week
Open 1.1965 1.2277 0.0312 2.6% 1.1587
High 1.2246 1.2507 0.0261 2.1% 1.2507
Low 1.1813 1.2168 0.0355 3.0% 1.1480
Close 1.2176 1.2507 0.0331 2.7% 1.2507
Range 0.0433 0.0339 -0.0094 -21.7% 0.1027
ATR 0.0247 0.0254 0.0007 2.6% 0.0000
Volume 3 125 122 4,066.7% 322
Daily Pivots for day following 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.3411 1.3298 1.2693
R3 1.3072 1.2959 1.2600
R2 1.2733 1.2733 1.2569
R1 1.2620 1.2620 1.2538 1.2677
PP 1.2394 1.2394 1.2394 1.2422
S1 1.2281 1.2281 1.2476 1.2338
S2 1.2055 1.2055 1.2445
S3 1.1716 1.1942 1.2414
S4 1.1377 1.1603 1.2321
Weekly Pivots for week ending 27-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.5246 1.4903 1.3072
R3 1.4219 1.3876 1.2789
R2 1.3192 1.3192 1.2695
R1 1.2849 1.2849 1.2601 1.3021
PP 1.2165 1.2165 1.2165 1.2250
S1 1.1822 1.1822 1.2413 1.1994
S2 1.1138 1.1138 1.2319
S3 1.0111 1.0795 1.2225
S4 0.9084 0.9768 1.1942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2507 1.1480 0.1027 8.2% 0.0331 2.6% 100% True False 64
10 1.2507 1.1450 0.1057 8.5% 0.0355 2.8% 100% True False 224
20 1.3211 1.1450 0.1761 14.1% 0.0252 2.0% 60% False False 195
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0065
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3948
2.618 1.3395
1.618 1.3056
1.000 1.2846
0.618 1.2717
HIGH 1.2507
0.618 1.2378
0.500 1.2338
0.382 1.2297
LOW 1.2168
0.618 1.1958
1.000 1.1829
1.618 1.1619
2.618 1.1280
4.250 1.0727
Fisher Pivots for day following 27-Mar-2020
Pivot 1 day 3 day
R1 1.2451 1.2367
PP 1.2394 1.2227
S1 1.2338 1.2088

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

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