CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 31-Mar-2020
Day Change Summary
Previous Current
30-Mar-2020 31-Mar-2020 Change Change % Previous Week
Open 1.2432 1.2463 0.0031 0.2% 1.1587
High 1.2484 1.2487 0.0003 0.0% 1.2507
Low 1.2348 1.2279 -0.0069 -0.6% 1.1480
Close 1.2412 1.2463 0.0051 0.4% 1.2507
Range 0.0136 0.0208 0.0072 52.9% 0.1027
ATR 0.0247 0.0244 -0.0003 -1.1% 0.0000
Volume 197 0 -197 -100.0% 322
Daily Pivots for day following 31-Mar-2020
Classic Woodie Camarilla DeMark
R4 1.3034 1.2956 1.2577
R3 1.2826 1.2748 1.2520
R2 1.2618 1.2618 1.2501
R1 1.2540 1.2540 1.2482 1.2567
PP 1.2410 1.2410 1.2410 1.2423
S1 1.2332 1.2332 1.2444 1.2359
S2 1.2202 1.2202 1.2425
S3 1.1994 1.2124 1.2406
S4 1.1786 1.1916 1.2349
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 1.1668 0.0839 6.7% 0.0289 2.3% 95% False False 67
10 1.2507 1.1450 0.1057 8.5% 0.0349 2.8% 96% False False 139
20 1.3211 1.1450 0.1761 14.1% 0.0261 2.1% 58% False False 171
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 0.0069
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3371
2.618 1.3032
1.618 1.2824
1.000 1.2695
0.618 1.2616
HIGH 1.2487
0.618 1.2408
0.500 1.2383
0.382 1.2358
LOW 1.2279
0.618 1.2150
1.000 1.2071
1.618 1.1942
2.618 1.1734
4.250 1.1395
Fisher Pivots for day following 31-Mar-2020
Pivot 1 day 3 day
R1 1.2436 1.2421
PP 1.2410 1.2379
S1 1.2383 1.2338

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

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