CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 12-May-2020
Day Change Summary
Previous Current
11-May-2020 12-May-2020 Change Change % Previous Week
Open 1.2433 1.2342 -0.0091 -0.7% 1.2482
High 1.2443 1.2383 -0.0060 -0.5% 1.2488
Low 1.2290 1.2260 -0.0030 -0.2% 1.2274
Close 1.2337 1.2287 -0.0050 -0.4% 1.2416
Range 0.0153 0.0123 -0.0030 -19.6% 0.0214
ATR 0.0137 0.0136 -0.0001 -0.7% 0.0000
Volume 47 46 -1 -2.1% 380
Daily Pivots for day following 12-May-2020
Classic Woodie Camarilla DeMark
R4 1.2679 1.2606 1.2355
R3 1.2556 1.2483 1.2321
R2 1.2433 1.2433 1.2310
R1 1.2360 1.2360 1.2298 1.2335
PP 1.2310 1.2310 1.2310 1.2298
S1 1.2237 1.2237 1.2276 1.2212
S2 1.2187 1.2187 1.2264
S3 1.2064 1.2114 1.2253
S4 1.1941 1.1991 1.2219
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 1.2472 1.2260 0.0212 1.7% 0.0129 1.0% 13% False True 67
10 1.2649 1.2260 0.0389 3.2% 0.0118 1.0% 7% False True 123
20 1.2649 1.2260 0.0389 3.2% 0.0117 1.0% 7% False True 83
40 1.2656 1.1450 0.1206 9.8% 0.0176 1.4% 69% False False 97
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2906
2.618 1.2705
1.618 1.2582
1.000 1.2506
0.618 1.2459
HIGH 1.2383
0.618 1.2336
0.500 1.2322
0.382 1.2307
LOW 1.2260
0.618 1.2184
1.000 1.2137
1.618 1.2061
2.618 1.1938
4.250 1.1737
Fisher Pivots for day following 12-May-2020
Pivot 1 day 3 day
R1 1.2322 1.2366
PP 1.2310 1.2340
S1 1.2299 1.2313

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

View Archives - Comment on this page... - Back to Index of Symbols