CME British Pound Future September 2020

Trading Metrics calculated at close of trading on 07-May-2020

Day Change Summary
	Previous	Current
	06-May-2020	07-May-2020	Change	Change %	Previous Week
Open	1.2447	1.2333	-0.0114	-0.9%	1.2375
High	1.2455	1.2423	-0.0032	-0.3%	1.2649
Low	1.2342	1.2274	-0.0068	-0.6%	1.2369
Close	1.2352	1.2364	0.0012	0.1%	1.2492
Range	0.0113	0.0149	0.0036	31.9%	0.0280
ATR	0.0137	0.0137	0.0001	0.6%	0.0000
Volume	57	160	103	180.7%	940

Daily Pivots for day following 07-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2801	1.2731	1.2446
R3	1.2652	1.2582	1.2405
R2	1.2503	1.2503	1.2391
R1	1.2433	1.2433	1.2378	1.2468
PP	1.2354	1.2354	1.2354	1.2371
S1	1.2284	1.2284	1.2350	1.2319
S2	1.2205	1.2205	1.2337
S3	1.2056	1.2135	1.2323
S4	1.1907	1.1986	1.2282

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	1.2585	1.2274	0.0311	2.5%	0.0097	0.8%	29%	False	True	91
10	1.2649	1.2274	0.0375	3.0%	0.0108	0.9%	24%	False	True	130
20	1.2656	1.2260	0.0396	3.2%	0.0113	0.9%	26%	False	False	77
40	1.2859	1.1450	0.1409	11.4%	0.0187	1.5%	65%	False	False	105

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0019
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3056
2.618	1.2813
1.618	1.2664
1.000	1.2572
0.618	1.2515
HIGH	1.2423
0.618	1.2366
0.500	1.2349
0.382	1.2331
LOW	1.2274
0.618	1.2182
1.000	1.2125
1.618	1.2033
2.618	1.1884
4.250	1.1641

Fisher Pivots for day following 07-May-2020
Pivot	1 day	3 day
R1	1.2359	1.2381
PP	1.2354	1.2375
S1	1.2349	1.2370

Download as Excel Spreadsheet

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

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