CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 18-May-2020
Day Change Summary
Previous Current
15-May-2020 18-May-2020 Change Change % Previous Week
Open 1.2194 1.2090 -0.0104 -0.9% 1.2433
High 1.2244 1.2232 -0.0012 -0.1% 1.2443
Low 1.2107 1.2083 -0.0024 -0.2% 1.2107
Close 1.2122 1.2198 0.0076 0.6% 1.2122
Range 0.0137 0.0149 0.0012 8.8% 0.0336
ATR 0.0131 0.0132 0.0001 1.0% 0.0000
Volume 292 174 -118 -40.4% 805
Daily Pivots for day following 18-May-2020
Classic Woodie Camarilla DeMark
R4 1.2618 1.2557 1.2280
R3 1.2469 1.2408 1.2239
R2 1.2320 1.2320 1.2225
R1 1.2259 1.2259 1.2212 1.2290
PP 1.2171 1.2171 1.2171 1.2186
S1 1.2110 1.2110 1.2184 1.2141
S2 1.2022 1.2022 1.2171
S3 1.1873 1.1961 1.2157
S4 1.1724 1.1812 1.2116
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 1.2383 1.2083 0.0300 2.5% 0.0122 1.0% 38% False True 186
10 1.2488 1.2083 0.0405 3.3% 0.0119 1.0% 28% False True 128
20 1.2649 1.2083 0.0566 4.6% 0.0117 1.0% 20% False True 119
40 1.2656 1.1480 0.1176 9.6% 0.0144 1.2% 61% False False 78
60 1.3211 1.1450 0.1761 14.4% 0.0159 1.3% 42% False False 114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2865
2.618 1.2622
1.618 1.2473
1.000 1.2381
0.618 1.2324
HIGH 1.2232
0.618 1.2175
0.500 1.2158
0.382 1.2140
LOW 1.2083
0.618 1.1991
1.000 1.1934
1.618 1.1842
2.618 1.1693
4.250 1.1450
Fisher Pivots for day following 18-May-2020
Pivot 1 day 3 day
R1 1.2185 1.2187
PP 1.2171 1.2176
S1 1.2158 1.2165

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

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