CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 11-May-2020
Day Change Summary
Previous Current
08-May-2020 11-May-2020 Change Change % Previous Week
Open 1.2373 1.2433 0.0060 0.5% 1.2482
High 1.2472 1.2443 -0.0029 -0.2% 1.2488
Low 1.2365 1.2290 -0.0075 -0.6% 1.2274
Close 1.2416 1.2337 -0.0079 -0.6% 1.2416
Range 0.0107 0.0153 0.0046 43.0% 0.0214
ATR 0.0135 0.0137 0.0001 0.9% 0.0000
Volume 29 47 18 62.1% 380
Daily Pivots for day following 11-May-2020
Classic Woodie Camarilla DeMark
R4 1.2816 1.2729 1.2421
R3 1.2663 1.2576 1.2379
R2 1.2510 1.2510 1.2365
R1 1.2423 1.2423 1.2351 1.2390
PP 1.2357 1.2357 1.2357 1.2340
S1 1.2270 1.2270 1.2323 1.2237
S2 1.2204 1.2204 1.2309
S3 1.2051 1.2117 1.2295
S4 1.1898 1.1964 1.2253
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% 0.0116 0.9% 29% False False 70
10 1.2649 1.2274 0.0375 3.0% 0.0117 0.9% 17% False False 133
20 1.2656 1.2260 0.0396 3.2% 0.0117 1.0% 19% False False 81
40 1.2656 1.1450 0.1206 9.8% 0.0176 1.4% 74% False False 103
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 0.0018
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.3093
2.618 1.2844
1.618 1.2691
1.000 1.2596
0.618 1.2538
HIGH 1.2443
0.618 1.2385
0.500 1.2367
0.382 1.2348
LOW 1.2290
0.618 1.2195
1.000 1.2137
1.618 1.2042
2.618 1.1889
4.250 1.1640
Fisher Pivots for day following 11-May-2020
Pivot 1 day 3 day
R1 1.2367 1.2373
PP 1.2357 1.2361
S1 1.2347 1.2349

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

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