CME British Pound Future September 2020

Trading Metrics calculated at close of trading on 30-Apr-2020

Day Change Summary
	Previous	Current
	29-Apr-2020	30-Apr-2020	Change	Change %	Previous Week
Open	1.2476	1.2482	0.0006	0.0%	1.2496
High	1.2492	1.2649	0.0157	1.3%	1.2509
Low	1.2398	1.2437	0.0039	0.3%	1.2260
Close	1.2459	1.2606	0.0147	1.2%	1.2360
Range	0.0094	0.0212	0.0118	125.5%	0.0249
ATR	0.0147	0.0152	0.0005	3.2%	0.0000
Volume	120	532	412	343.3%	116

Daily Pivots for day following 30-Apr-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3200	1.3115	1.2723
R3	1.2988	1.2903	1.2664
R2	1.2776	1.2776	1.2645
R1	1.2691	1.2691	1.2625	1.2734
PP	1.2564	1.2564	1.2564	1.2585
S1	1.2479	1.2479	1.2587	1.2522
S2	1.2352	1.2352	1.2567
S3	1.2140	1.2267	1.2548
S4	1.1928	1.2055	1.2489

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	1.2649	1.2308	0.0341	2.7%	0.0118	0.9%	87%	True	False	169
10	1.2649	1.2260	0.0389	3.1%	0.0118	0.9%	89%	True	False	98
20	1.2656	1.2191	0.0465	3.7%	0.0119	0.9%	89%	False	False	57
40	1.3211	1.1450	0.1761	14.0%	0.0189	1.5%	66%	False	False	114

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 23 trading days

Fibonacci Retracements and Extensions
4.250	1.3550
2.618	1.3204
1.618	1.2992
1.000	1.2861
0.618	1.2780
HIGH	1.2649
0.618	1.2568
0.500	1.2543
0.382	1.2518
LOW	1.2437
0.618	1.2306
1.000	1.2225
1.618	1.2094
2.618	1.1882
4.250	1.1536

Fisher Pivots for day following 30-Apr-2020
Pivot	1 day	3 day
R1	1.2585	1.2579
PP	1.2564	1.2551
S1	1.2543	1.2524

Download as Excel Spreadsheet

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

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