CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 14-Apr-2020
Day Change Summary
Previous Current
13-Apr-2020 14-Apr-2020 Change Change % Previous Week
Open 1.2500 1.2578 0.0078 0.6% 1.2318
High 1.2549 1.2656 0.0107 0.9% 1.2495
Low 1.2494 1.2526 0.0032 0.3% 1.2191
Close 1.2544 1.2640 0.0096 0.8% 1.2463
Range 0.0055 0.0130 0.0075 136.4% 0.0304
ATR 0.0192 0.0188 -0.0004 -2.3% 0.0000
Volume 5 7 2 40.0% 36
Daily Pivots for day following 14-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2997 1.2949 1.2712
R3 1.2867 1.2819 1.2676
R2 1.2737 1.2737 1.2664
R1 1.2689 1.2689 1.2652 1.2713
PP 1.2607 1.2607 1.2607 1.2620
S1 1.2559 1.2559 1.2628 1.2583
S2 1.2477 1.2477 1.2616
S3 1.2347 1.2429 1.2604
S4 1.2217 1.2299 1.2569
Weekly Pivots for week ending 10-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.3295 1.3183 1.2630
R3 1.2991 1.2879 1.2547
R2 1.2687 1.2687 1.2519
R1 1.2575 1.2575 1.2491 1.2631
PP 1.2383 1.2383 1.2383 1.2411
S1 1.2271 1.2271 1.2435 1.2327
S2 1.2079 1.2079 1.2407
S3 1.1775 1.1967 1.2379
S4 1.1471 1.1663 1.2296
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2656 1.2191 0.0465 3.7% 0.0126 1.0% 97% True False 4
10 1.2656 1.2191 0.0465 3.7% 0.0115 0.9% 97% True False 6
20 1.2656 1.1450 0.1206 9.5% 0.0235 1.9% 99% True False 111
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3209
2.618 1.2996
1.618 1.2866
1.000 1.2786
0.618 1.2736
HIGH 1.2656
0.618 1.2606
0.500 1.2591
0.382 1.2576
LOW 1.2526
0.618 1.2446
1.000 1.2396
1.618 1.2316
2.618 1.2186
4.250 1.1974
Fisher Pivots for day following 14-Apr-2020
Pivot 1 day 3 day
R1 1.2624 1.2599
PP 1.2607 1.2559
S1 1.2591 1.2518

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

View Archives - Comment on this page... - Back to Index of Symbols