CME British Pound Future September 2020

Trading Metrics calculated at close of trading on 03-Apr-2020

Day Change Summary
	Previous	Current
	02-Apr-2020	03-Apr-2020	Change	Change %	Previous Week
Open	1.2478	1.2288	-0.0190	-1.5%	1.2432
High	1.2483	1.2288	-0.0195	-1.6%	1.2487
Low	1.2372	1.2223	-0.0149	-1.2%	1.2223
Close	1.2410	1.2288	-0.0122	-1.0%	1.2288
Range	0.0111	0.0065	-0.0046	-41.4%	0.0264
ATR	0.0225	0.0223	-0.0003	-1.2%	0.0000
Volume	3	7	4	133.3%	211

Daily Pivots for day following 03-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2461	1.2440	1.2324
R3	1.2396	1.2375	1.2306
R2	1.2331	1.2331	1.2300
R1	1.2310	1.2310	1.2294	1.2321
PP	1.2266	1.2266	1.2266	1.2272
S1	1.2245	1.2245	1.2282	1.2256
S2	1.2201	1.2201	1.2276
S3	1.2136	1.2180	1.2270
S4	1.2071	1.2115	1.2252

Weekly Pivots for week ending 03-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3125	1.2970	1.2433
R3	1.2861	1.2706	1.2361
R2	1.2597	1.2597	1.2336
R1	1.2442	1.2442	1.2312	1.2388
PP	1.2333	1.2333	1.2333	1.2305
S1	1.2178	1.2178	1.2264	1.2124
S2	1.2069	1.2069	1.2240
S3	1.1805	1.1914	1.2215
S4	1.1541	1.1650	1.2143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2487	1.2223	0.0264	2.1%	0.0110	0.9%	25%	False	True	42
10	1.2507	1.1480	0.1027	8.4%	0.0221	1.8%	79%	False	False	53
20	1.3211	1.1450	0.1761	14.3%	0.0263	2.1%	48%	False	False	146

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	0.0058
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2564
2.618	1.2458
1.618	1.2393
1.000	1.2353
0.618	1.2328
HIGH	1.2288
0.618	1.2263
0.500	1.2256
0.382	1.2248
LOW	1.2223
0.618	1.2183
1.000	1.2158
1.618	1.2118
2.618	1.2053
4.250	1.1947

Fisher Pivots for day following 03-Apr-2020
Pivot	1 day	3 day
R1	1.2277	1.2353
PP	1.2266	1.2331
S1	1.2256	1.2310

Download as Excel Spreadsheet

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

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