CME British Pound Future September 2020

Trading Metrics calculated at close of trading on 20-Apr-2020

Day Change Summary
	Previous	Current
	17-Apr-2020	20-Apr-2020	Change	Change %	Previous Week
Open	1.2499	1.2496	-0.0003	0.0%	1.2500
High	1.2534	1.2509	-0.0025	-0.2%	1.2656
Low	1.2419	1.2429	0.0010	0.1%	1.2419
Close	1.2499	1.2453	-0.0046	-0.4%	1.2499
Range	0.0115	0.0080	-0.0035	-30.4%	0.0237
ATR	0.0180	0.0173	-0.0007	-4.0%	0.0000
Volume	31	21	-10	-32.3%	148

Daily Pivots for day following 20-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2704	1.2658	1.2497
R3	1.2624	1.2578	1.2475
R2	1.2544	1.2544	1.2468
R1	1.2498	1.2498	1.2460	1.2481
PP	1.2464	1.2464	1.2464	1.2455
S1	1.2418	1.2418	1.2446	1.2401
S2	1.2384	1.2384	1.2438
S3	1.2304	1.2338	1.2431
S4	1.2224	1.2258	1.2409

Weekly Pivots for week ending 17-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3236	1.3104	1.2629
R3	1.2999	1.2867	1.2564
R2	1.2762	1.2762	1.2542
R1	1.2630	1.2630	1.2521	1.2578
PP	1.2525	1.2525	1.2525	1.2498
S1	1.2393	1.2393	1.2477	1.2341
S2	1.2288	1.2288	1.2456
S3	1.2051	1.2156	1.2434
S4	1.1814	1.1919	1.2369

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2656	1.2419	0.0237	1.9%	0.0123	1.0%	14%	False	False	32
10	1.2656	1.2191	0.0465	3.7%	0.0122	1.0%	56%	False	False	20
20	1.2656	1.1480	0.1176	9.4%	0.0171	1.4%	83%	False	False	36
40	1.3211	1.1450	0.1761	14.1%	0.0180	1.4%	57%	False	False	112

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0029
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2849
2.618	1.2718
1.618	1.2638
1.000	1.2589
0.618	1.2558
HIGH	1.2509
0.618	1.2478
0.500	1.2469
0.382	1.2460
LOW	1.2429
0.618	1.2380
1.000	1.2349
1.618	1.2300
2.618	1.2220
4.250	1.2089

Fisher Pivots for day following 20-Apr-2020
Pivot	1 day	3 day
R1	1.2469	1.2477
PP	1.2464	1.2469
S1	1.2458	1.2461

Download as Excel Spreadsheet

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

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