CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 08-May-2020
Day Change Summary
Previous Current
07-May-2020 08-May-2020 Change Change % Previous Week
Open 1.2333 1.2373 0.0040 0.3% 1.2482
High 1.2423 1.2472 0.0049 0.4% 1.2488
Low 1.2274 1.2365 0.0091 0.7% 1.2274
Close 1.2364 1.2416 0.0052 0.4% 1.2416
Range 0.0149 0.0107 -0.0042 -28.2% 0.0214
ATR 0.0137 0.0135 -0.0002 -1.5% 0.0000
Volume 160 29 -131 -81.9% 380
Daily Pivots for day following 08-May-2020
Classic Woodie Camarilla DeMark
R4 1.2739 1.2684 1.2475
R3 1.2632 1.2577 1.2445
R2 1.2525 1.2525 1.2436
R1 1.2470 1.2470 1.2426 1.2498
PP 1.2418 1.2418 1.2418 1.2431
S1 1.2363 1.2363 1.2406 1.2391
S2 1.2311 1.2311 1.2396
S3 1.2204 1.2256 1.2387
S4 1.2097 1.2149 1.2357
Weekly Pivots for week ending 08-May-2020
Classic Woodie Camarilla DeMark
R4 1.3035 1.2939 1.2534
R3 1.2821 1.2725 1.2475
R2 1.2607 1.2607 1.2455
R1 1.2511 1.2511 1.2436 1.2452
PP 1.2393 1.2393 1.2393 1.2363
S1 1.2297 1.2297 1.2396 1.2238
S2 1.2179 1.2179 1.2377
S3 1.1965 1.2083 1.2357
S4 1.1751 1.1869 1.2298
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2488 1.2274 0.0214 1.7% 0.0100 0.8% 66% False False 76
10 1.2649 1.2274 0.0375 3.0% 0.0111 0.9% 38% False False 132
20 1.2656 1.2260 0.0396 3.2% 0.0113 0.9% 39% False False 79
40 1.2656 1.1450 0.1206 9.7% 0.0181 1.5% 80% False False 105
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0018
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2927
2.618 1.2752
1.618 1.2645
1.000 1.2579
0.618 1.2538
HIGH 1.2472
0.618 1.2431
0.500 1.2419
0.382 1.2406
LOW 1.2365
0.618 1.2299
1.000 1.2258
1.618 1.2192
2.618 1.2085
4.250 1.1910
Fisher Pivots for day following 08-May-2020
Pivot 1 day 3 day
R1 1.2419 1.2402
PP 1.2418 1.2387
S1 1.2417 1.2373

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

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