CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 27-Apr-2020
Day Change Summary
Previous Current
24-Apr-2020 27-Apr-2020 Change Change % Previous Week
Open 1.2361 1.2375 0.0014 0.1% 1.2496
High 1.2385 1.2463 0.0078 0.6% 1.2509
Low 1.2308 1.2369 0.0061 0.5% 1.2260
Close 1.2360 1.2430 0.0070 0.6% 1.2360
Range 0.0077 0.0094 0.0017 22.1% 0.0249
ATR 0.0158 0.0154 -0.0004 -2.5% 0.0000
Volume 11 29 18 163.6% 116
Daily Pivots for day following 27-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.2703 1.2660 1.2482
R3 1.2609 1.2566 1.2456
R2 1.2515 1.2515 1.2447
R1 1.2472 1.2472 1.2439 1.2494
PP 1.2421 1.2421 1.2421 1.2431
S1 1.2378 1.2378 1.2421 1.2400
S2 1.2327 1.2327 1.2413
S3 1.2233 1.2284 1.2404
S4 1.2139 1.2190 1.2378
Weekly Pivots for week ending 24-Apr-2020
Classic Woodie Camarilla DeMark
R4 1.3123 1.2991 1.2497
R3 1.2874 1.2742 1.2428
R2 1.2625 1.2625 1.2406
R1 1.2493 1.2493 1.2383 1.2435
PP 1.2376 1.2376 1.2376 1.2347
S1 1.2244 1.2244 1.2337 1.2186
S2 1.2127 1.2127 1.2314
S3 1.1878 1.1995 1.2292
S4 1.1629 1.1746 1.2223
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2463 1.2260 0.0203 1.6% 0.0113 0.9% 84% True False 24
10 1.2656 1.2260 0.0396 3.2% 0.0118 1.0% 43% False False 28
20 1.2656 1.2191 0.0465 3.7% 0.0117 0.9% 51% False False 27
40 1.3211 1.1450 0.1761 14.2% 0.0185 1.5% 56% False False 111
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 False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2863
2.618 1.2709
1.618 1.2615
1.000 1.2557
0.618 1.2521
HIGH 1.2463
0.618 1.2427
0.500 1.2416
0.382 1.2405
LOW 1.2369
0.618 1.2311
1.000 1.2275
1.618 1.2217
2.618 1.2123
4.250 1.1970
Fisher Pivots for day following 27-Apr-2020
Pivot 1 day 3 day
R1 1.2425 1.2415
PP 1.2421 1.2400
S1 1.2416 1.2386

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

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