CME British Pound Future September 2020

Trading Metrics calculated at close of trading on 21-Apr-2020

Day Change Summary
	Previous	Current
	20-Apr-2020	21-Apr-2020	Change	Change %	Previous Week
Open	1.2496	1.2452	-0.0044	-0.4%	1.2500
High	1.2509	1.2452	-0.0057	-0.5%	1.2656
Low	1.2429	1.2260	-0.0169	-1.4%	1.2419
Close	1.2453	1.2289	-0.0164	-1.3%	1.2499
Range	0.0080	0.0192	0.0112	140.0%	0.0237
ATR	0.0173	0.0174	0.0001	0.8%	0.0000
Volume	21	39	18	85.7%	148

Daily Pivots for day following 21-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2910	1.2791	1.2395
R3	1.2718	1.2599	1.2342
R2	1.2526	1.2526	1.2324
R1	1.2407	1.2407	1.2307	1.2371
PP	1.2334	1.2334	1.2334	1.2315
S1	1.2215	1.2215	1.2271	1.2179
S2	1.2142	1.2142	1.2254
S3	1.1950	1.2023	1.2236
S4	1.1758	1.1831	1.2183

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	1.2642	1.2260	0.0382	3.1%	0.0135	1.1%	8%	False	True	39
10	1.2656	1.2191	0.0465	3.8%	0.0131	1.1%	21%	False	False	21
20	1.2656	1.1526	0.1130	9.2%	0.0168	1.4%	68%	False	False	33
40	1.3211	1.1450	0.1761	14.3%	0.0184	1.5%	48%	False	False	112

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	0.0027
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3268
2.618	1.2955
1.618	1.2763
1.000	1.2644
0.618	1.2571
HIGH	1.2452
0.618	1.2379
0.500	1.2356
0.382	1.2333
LOW	1.2260
0.618	1.2141
1.000	1.2068
1.618	1.1949
2.618	1.1757
4.250	1.1444

Fisher Pivots for day following 21-Apr-2020
Pivot	1 day	3 day
R1	1.2356	1.2397
PP	1.2334	1.2361
S1	1.2311	1.2325

Download as Excel Spreadsheet

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

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