CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 15-May-2020
Day Change Summary
Previous Current
14-May-2020 15-May-2020 Change Change % Previous Week
Open 1.2220 1.2194 -0.0026 -0.2% 1.2433
High 1.2246 1.2244 -0.0002 0.0% 1.2443
Low 1.2172 1.2107 -0.0065 -0.5% 1.2107
Close 1.2200 1.2122 -0.0078 -0.6% 1.2122
Range 0.0074 0.0137 0.0063 85.1% 0.0336
ATR 0.0131 0.0131 0.0000 0.3% 0.0000
Volume 243 292 49 20.2% 805
Daily Pivots for day following 15-May-2020
Classic Woodie Camarilla DeMark
R4 1.2569 1.2482 1.2197
R3 1.2432 1.2345 1.2160
R2 1.2295 1.2295 1.2147
R1 1.2208 1.2208 1.2135 1.2183
PP 1.2158 1.2158 1.2158 1.2145
S1 1.2071 1.2071 1.2109 1.2046
S2 1.2021 1.2021 1.2097
S3 1.1884 1.1934 1.2084
S4 1.1747 1.1797 1.2047
Weekly Pivots for week ending 15-May-2020
Classic Woodie Camarilla DeMark
R4 1.3232 1.3013 1.2307
R3 1.2896 1.2677 1.2214
R2 1.2560 1.2560 1.2184
R1 1.2341 1.2341 1.2153 1.2283
PP 1.2224 1.2224 1.2224 1.2195
S1 1.2005 1.2005 1.2091 1.1947
S2 1.1888 1.1888 1.2060
S3 1.1552 1.1669 1.2030
S4 1.1216 1.1333 1.1937
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2443 1.2107 0.0336 2.8% 0.0123 1.0% 4% False True 161
10 1.2488 1.2107 0.0381 3.1% 0.0111 0.9% 4% False True 118
20 1.2649 1.2107 0.0542 4.5% 0.0114 0.9% 3% False True 112
40 1.2656 1.1450 0.1206 9.9% 0.0153 1.3% 56% False False 78
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.2826
2.618 1.2603
1.618 1.2466
1.000 1.2381
0.618 1.2329
HIGH 1.2244
0.618 1.2192
0.500 1.2176
0.382 1.2159
LOW 1.2107
0.618 1.2022
1.000 1.1970
1.618 1.1885
2.618 1.1748
4.250 1.1525
Fisher Pivots for day following 15-May-2020
Pivot 1 day 3 day
R1 1.2176 1.2226
PP 1.2158 1.2191
S1 1.2140 1.2157

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

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