CME British Pound Future September 2020

Trading Metrics calculated at close of trading on 02-Apr-2020

Day Change Summary
	Previous	Current
	01-Apr-2020	02-Apr-2020	Change	Change %	Previous Week
Open	1.2391	1.2478	0.0087	0.7%	1.1587
High	1.2391	1.2483	0.0092	0.7%	1.2507
Low	1.2362	1.2372	0.0010	0.1%	1.1480
Close	1.2391	1.2410	0.0019	0.2%	1.2507
Range	0.0029	0.0111	0.0082	282.8%	0.1027
ATR	0.0234	0.0225	-0.0009	-3.8%	0.0000
Volume	4	3	-1	-25.0%	322

Daily Pivots for day following 02-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2755	1.2693	1.2471
R3	1.2644	1.2582	1.2441
R2	1.2533	1.2533	1.2430
R1	1.2471	1.2471	1.2420	1.2447
PP	1.2422	1.2422	1.2422	1.2409
S1	1.2360	1.2360	1.2400	1.2336
S2	1.2311	1.2311	1.2390
S3	1.2200	1.2249	1.2379
S4	1.2089	1.2138	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	1.2168	0.0339	2.7%	0.0165	1.3%	71%	False	False	65
10	1.2507	1.1450	0.1057	8.5%	0.0264	2.1%	91%	False	False	72
20	1.3211	1.1450	0.1761	14.2%	0.0264	2.1%	55%	False	False	164

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0058
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2955
2.618	1.2774
1.618	1.2663
1.000	1.2594
0.618	1.2552
HIGH	1.2483
0.618	1.2441
0.500	1.2428
0.382	1.2414
LOW	1.2372
0.618	1.2303
1.000	1.2261
1.618	1.2192
2.618	1.2081
4.250	1.1900

Fisher Pivots for day following 02-Apr-2020
Pivot	1 day	3 day
R1	1.2428	1.2401
PP	1.2422	1.2392
S1	1.2416	1.2383

Download as Excel Spreadsheet

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

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