CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 04-May-2020
Day Change Summary
Previous Current
01-May-2020 04-May-2020 Change Change % Previous Week
Open 1.2573 1.2482 -0.0091 -0.7% 1.2375
High 1.2585 1.2482 -0.0103 -0.8% 1.2649
Low 1.2490 1.2412 -0.0078 -0.6% 1.2369
Close 1.2492 1.2446 -0.0046 -0.4% 1.2492
Range 0.0095 0.0070 -0.0025 -26.3% 0.0280
ATR 0.0149 0.0144 -0.0005 -3.3% 0.0000
Volume 105 75 -30 -28.6% 940
Daily Pivots for day following 04-May-2020
Classic Woodie Camarilla DeMark
R4 1.2657 1.2621 1.2485
R3 1.2587 1.2551 1.2465
R2 1.2517 1.2517 1.2459
R1 1.2481 1.2481 1.2452 1.2464
PP 1.2447 1.2447 1.2447 1.2438
S1 1.2411 1.2411 1.2440 1.2394
S2 1.2377 1.2377 1.2433
S3 1.2307 1.2341 1.2427
S4 1.2237 1.2271 1.2408
Weekly Pivots for week ending 01-May-2020
Classic Woodie Camarilla DeMark
R4 1.3343 1.3198 1.2646
R3 1.3063 1.2918 1.2569
R2 1.2783 1.2783 1.2543
R1 1.2638 1.2638 1.2518 1.2711
PP 1.2503 1.2503 1.2503 1.2540
S1 1.2358 1.2358 1.2466 1.2431
S2 1.2223 1.2223 1.2441
S3 1.1943 1.2078 1.2415
S4 1.1663 1.1798 1.2338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2649 1.2398 0.0251 2.0% 0.0117 0.9% 19% False False 197
10 1.2649 1.2260 0.0389 3.1% 0.0115 0.9% 48% False False 111
20 1.2656 1.2191 0.0465 3.7% 0.0119 1.0% 55% False False 65
40 1.3211 1.1450 0.1761 14.1% 0.0191 1.5% 57% False False 106
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
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 0.0017
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 1.2780
2.618 1.2665
1.618 1.2595
1.000 1.2552
0.618 1.2525
HIGH 1.2482
0.618 1.2455
0.500 1.2447
0.382 1.2439
LOW 1.2412
0.618 1.2369
1.000 1.2342
1.618 1.2299
2.618 1.2229
4.250 1.2115
Fisher Pivots for day following 04-May-2020
Pivot 1 day 3 day
R1 1.2447 1.2531
PP 1.2447 1.2502
S1 1.2446 1.2474

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

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