CME British Pound Future September 2020

Trading Metrics calculated at close of trading on 06-Apr-2020

Day Change Summary
	Previous	Current
	03-Apr-2020	06-Apr-2020	Change	Change %	Previous Week
Open	1.2288	1.2318	0.0030	0.2%	1.2432
High	1.2288	1.2339	0.0051	0.4%	1.2487
Low	1.2223	1.2233	0.0010	0.1%	1.2223
Close	1.2288	1.2318	0.0030	0.2%	1.2288
Range	0.0065	0.0106	0.0041	63.1%	0.0264
ATR	0.0223	0.0214	-0.0008	-3.7%	0.0000
Volume	7	25	18	257.1%	211

Daily Pivots for day following 06-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2615	1.2572	1.2376
R3	1.2509	1.2466	1.2347
R2	1.2403	1.2403	1.2337
R1	1.2360	1.2360	1.2328	1.2371
PP	1.2297	1.2297	1.2297	1.2302
S1	1.2254	1.2254	1.2308	1.2265
S2	1.2191	1.2191	1.2299
S3	1.2085	1.2148	1.2289
S4	1.1979	1.2042	1.2260

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%	0.0104	0.8%	36%	False	False	7
10	1.2507	1.1526	0.0981	8.0%	0.0206	1.7%	81%	False	False	45
20	1.3078	1.1450	0.1628	13.2%	0.0261	2.1%	53%	False	False	136

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0050
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2790
2.618	1.2617
1.618	1.2511
1.000	1.2445
0.618	1.2405
HIGH	1.2339
0.618	1.2299
0.500	1.2286
0.382	1.2273
LOW	1.2233
0.618	1.2167
1.000	1.2127
1.618	1.2061
2.618	1.1955
4.250	1.1783

Fisher Pivots for day following 06-Apr-2020
Pivot	1 day	3 day
R1	1.2307	1.2353
PP	1.2297	1.2341
S1	1.2286	1.2330

Download as Excel Spreadsheet

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

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