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

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

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