CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 09-Apr-2020
Day Change Summary
Previous Current
08-Apr-2020 09-Apr-2020 Change Change % Previous Week
Open 1.2383 1.2463 0.0080 0.6% 1.2432
High 1.2432 1.2495 0.0063 0.5% 1.2487
Low 1.2310 1.2380 0.0070 0.6% 1.2223
Close 1.2408 1.2463 0.0055 0.4% 1.2288
Range 0.0122 0.0115 -0.0007 -5.7% 0.0264
ATR 0.0207 0.0201 -0.0007 -3.2% 0.0000
Volume 5 0 -5 -100.0% 211
Daily Pivots for day following 09-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2791 1.2742 1.2526
R3 1.2676 1.2627 1.2495
R2 1.2561 1.2561 1.2484
R1 1.2512 1.2512 1.2474 1.2521
PP 1.2446 1.2446 1.2446 1.2450
S1 1.2397 1.2397 1.2452 1.2406
S2 1.2331 1.2331 1.2442
S3 1.2216 1.2282 1.2431
S4 1.2101 1.2167 1.2400
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 1.2495 1.2191 0.0304 2.4% 0.0123 1.0% 89% True False 8
10 1.2507 1.2168 0.0339 2.7% 0.0144 1.2% 87% False False 37
20 1.2637 1.1450 0.1187 9.5% 0.0250 2.0% 85% False False 131
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 0.0030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2984
2.618 1.2796
1.618 1.2681
1.000 1.2610
0.618 1.2566
HIGH 1.2495
0.618 1.2451
0.500 1.2438
0.382 1.2424
LOW 1.2380
0.618 1.2309
1.000 1.2265
1.618 1.2194
2.618 1.2079
4.250 1.1891
Fisher Pivots for day following 09-Apr-2020
Pivot 1 day 3 day
R1 1.2455 1.2423
PP 1.2446 1.2383
S1 1.2438 1.2343

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

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