CME British Pound Future September 2020

Trading Metrics calculated at close of trading on 28-Apr-2020

Day Change Summary
	Previous	Current
	27-Apr-2020	28-Apr-2020	Change	Change %	Previous Week
Open	1.2375	1.2427	0.0052	0.4%	1.2496
High	1.2463	1.2526	0.0063	0.5%	1.2509
Low	1.2369	1.2413	0.0044	0.4%	1.2260
Close	1.2430	1.2441	0.0011	0.1%	1.2360
Range	0.0094	0.0113	0.0019	20.2%	0.0249
ATR	0.0154	0.0151	-0.0003	-1.9%	0.0000
Volume	29	154	125	431.0%	116

Daily Pivots for day following 28-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2799	1.2733	1.2503
R3	1.2686	1.2620	1.2472
R2	1.2573	1.2573	1.2462
R1	1.2507	1.2507	1.2451	1.2540
PP	1.2460	1.2460	1.2460	1.2477
S1	1.2394	1.2394	1.2431	1.2427
S2	1.2347	1.2347	1.2420
S3	1.2234	1.2281	1.2410
S4	1.2121	1.2168	1.2379

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	1.2526	1.2286	0.0240	1.9%	0.0098	0.8%	65%	True	False	47
10	1.2642	1.2260	0.0382	3.1%	0.0117	0.9%	47%	False	False	43
20	1.2656	1.2191	0.0465	3.7%	0.0116	0.9%	54%	False	False	24
40	1.3211	1.1450	0.1761	14.2%	0.0185	1.5%	56%	False	False	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3006
2.618	1.2822
1.618	1.2709
1.000	1.2639
0.618	1.2596
HIGH	1.2526
0.618	1.2483
0.500	1.2470
0.382	1.2456
LOW	1.2413
0.618	1.2343
1.000	1.2300
1.618	1.2230
2.618	1.2117
4.250	1.1933

Fisher Pivots for day following 28-Apr-2020
Pivot	1 day	3 day
R1	1.2470	1.2433
PP	1.2460	1.2425
S1	1.2451	1.2417

Download as Excel Spreadsheet

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

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