CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 06-May-2020
Day Change Summary
Previous Current
05-May-2020 06-May-2020 Change Change % Previous Week
Open 1.2479 1.2447 -0.0032 -0.3% 1.2375
High 1.2488 1.2455 -0.0033 -0.3% 1.2649
Low 1.2428 1.2342 -0.0086 -0.7% 1.2369
Close 1.2459 1.2352 -0.0107 -0.9% 1.2492
Range 0.0060 0.0113 0.0053 88.3% 0.0280
ATR 0.0138 0.0137 -0.0002 -1.1% 0.0000
Volume 59 57 -2 -3.4% 940
Daily Pivots for day following 06-May-2020
Classic Woodie Camarilla DeMark
R4 1.2722 1.2650 1.2414
R3 1.2609 1.2537 1.2383
R2 1.2496 1.2496 1.2373
R1 1.2424 1.2424 1.2362 1.2404
PP 1.2383 1.2383 1.2383 1.2373
S1 1.2311 1.2311 1.2342 1.2291
S2 1.2270 1.2270 1.2331
S3 1.2157 1.2198 1.2321
S4 1.2044 1.2085 1.2290
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 1.2342 0.0307 2.5% 0.0110 0.9% 3% False True 165
10 1.2649 1.2308 0.0341 2.8% 0.0102 0.8% 13% False False 116
20 1.2656 1.2260 0.0396 3.2% 0.0112 0.9% 23% False False 70
40 1.2988 1.1450 0.1538 12.5% 0.0187 1.5% 59% False False 101
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 0.0016
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2935
2.618 1.2751
1.618 1.2638
1.000 1.2568
0.618 1.2525
HIGH 1.2455
0.618 1.2412
0.500 1.2399
0.382 1.2385
LOW 1.2342
0.618 1.2272
1.000 1.2229
1.618 1.2159
2.618 1.2046
4.250 1.1862
Fisher Pivots for day following 06-May-2020
Pivot 1 day 3 day
R1 1.2399 1.2415
PP 1.2383 1.2394
S1 1.2368 1.2373

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

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