CME British Pound Future September 2020

Trading Metrics calculated at close of trading on 13-May-2020

Day Change Summary
	Previous	Current
	12-May-2020	13-May-2020	Change	Change %	Previous Week
Open	1.2342	1.2264	-0.0078	-0.6%	1.2482
High	1.2383	1.2345	-0.0038	-0.3%	1.2488
Low	1.2260	1.2217	-0.0043	-0.4%	1.2274
Close	1.2287	1.2226	-0.0061	-0.5%	1.2416
Range	0.0123	0.0128	0.0005	4.1%	0.0214
ATR	0.0136	0.0135	-0.0001	-0.4%	0.0000
Volume	46	177	131	284.8%	380

Daily Pivots for day following 13-May-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2647	1.2564	1.2296
R3	1.2519	1.2436	1.2261
R2	1.2391	1.2391	1.2249
R1	1.2308	1.2308	1.2238	1.2286
PP	1.2263	1.2263	1.2263	1.2251
S1	1.2180	1.2180	1.2214	1.2158
S2	1.2135	1.2135	1.2203
S3	1.2007	1.2052	1.2191
S4	1.1879	1.1924	1.2156

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	1.2217	0.0255	2.1%	0.0132	1.1%	4%	False	True	91
10	1.2649	1.2217	0.0432	3.5%	0.0121	1.0%	2%	False	True	128
20	1.2649	1.2217	0.0432	3.5%	0.0114	0.9%	2%	False	True	90
40	1.2656	1.1450	0.1206	9.9%	0.0172	1.4%	64%	False	False	82

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0024
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.2889
2.618	1.2680
1.618	1.2552
1.000	1.2473
0.618	1.2424
HIGH	1.2345
0.618	1.2296
0.500	1.2281
0.382	1.2266
LOW	1.2217
0.618	1.2138
1.000	1.2089
1.618	1.2010
2.618	1.1882
4.250	1.1673

Fisher Pivots for day following 13-May-2020
Pivot	1 day	3 day
R1	1.2281	1.2330
PP	1.2263	1.2295
S1	1.2244	1.2261

Download as Excel Spreadsheet

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

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