CME British Pound Future September 2020

Trading Metrics calculated at close of trading on 01-Apr-2020

Day Change Summary
	Previous	Current
	31-Mar-2020	01-Apr-2020	Change	Change %	Previous Week
Open	1.2463	1.2391	-0.0072	-0.6%	1.1587
High	1.2487	1.2391	-0.0096	-0.8%	1.2507
Low	1.2279	1.2362	0.0083	0.7%	1.1480
Close	1.2463	1.2391	-0.0072	-0.6%	1.2507
Range	0.0208	0.0029	-0.0179	-86.1%	0.1027
ATR	0.0244	0.0234	-0.0010	-4.2%	0.0000
Volume	0	4	4		322

Daily Pivots for day following 01-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2468	1.2459	1.2407
R3	1.2439	1.2430	1.2399
R2	1.2410	1.2410	1.2396
R1	1.2401	1.2401	1.2394	1.2406
PP	1.2381	1.2381	1.2381	1.2384
S1	1.2372	1.2372	1.2388	1.2377
S2	1.2352	1.2352	1.2386
S3	1.2323	1.2343	1.2383
S4	1.2294	1.2314	1.2375

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	1.1813	0.0694	5.6%	0.0229	1.8%	83%	False	False	65
10	1.2507	1.1450	0.1057	8.5%	0.0285	2.3%	89%	False	False	115
20	1.3211	1.1450	0.1761	14.2%	0.0258	2.1%	53%	False	False	171

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0064
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	1.2514
2.618	1.2467
1.618	1.2438
1.000	1.2420
0.618	1.2409
HIGH	1.2391
0.618	1.2380
0.500	1.2377
0.382	1.2373
LOW	1.2362
0.618	1.2344
1.000	1.2333
1.618	1.2315
2.618	1.2286
4.250	1.2239

Fisher Pivots for day following 01-Apr-2020
Pivot	1 day	3 day
R1	1.2386	1.2388
PP	1.2381	1.2386
S1	1.2377	1.2383

Download as Excel Spreadsheet

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

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