CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 22-May-2020
Day Change Summary
Previous Current
21-May-2020 22-May-2020 Change Change % Previous Week
Open 1.2217 1.2220 0.0003 0.0% 1.2090
High 1.2254 1.2225 -0.0029 -0.2% 1.2302
Low 1.2191 1.2168 -0.0023 -0.2% 1.2083
Close 1.2240 1.2174 -0.0066 -0.5% 1.2174
Range 0.0063 0.0057 -0.0006 -9.5% 0.0219
ATR 0.0122 0.0118 -0.0004 -2.9% 0.0000
Volume 388 156 -232 -59.8% 1,196
Daily Pivots for day following 22-May-2020
Classic Woodie Camarilla DeMark
R4 1.2360 1.2324 1.2205
R3 1.2303 1.2267 1.2190
R2 1.2246 1.2246 1.2184
R1 1.2210 1.2210 1.2179 1.2200
PP 1.2189 1.2189 1.2189 1.2184
S1 1.2153 1.2153 1.2169 1.2143
S2 1.2132 1.2132 1.2164
S3 1.2075 1.2096 1.2158
S4 1.2018 1.2039 1.2143
Weekly Pivots for week ending 22-May-2020
Classic Woodie Camarilla DeMark
R4 1.2843 1.2728 1.2294
R3 1.2624 1.2509 1.2234
R2 1.2405 1.2405 1.2214
R1 1.2290 1.2290 1.2194 1.2348
PP 1.2186 1.2186 1.2186 1.2215
S1 1.2071 1.2071 1.2154 1.2129
S2 1.1967 1.1967 1.2134
S3 1.1748 1.1852 1.2114
S4 1.1529 1.1633 1.2054
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2302 1.2083 0.0219 1.8% 0.0089 0.7% 42% False False 239
10 1.2443 1.2083 0.0360 3.0% 0.0106 0.9% 25% False False 200
20 1.2649 1.2083 0.0566 4.6% 0.0108 0.9% 16% False False 166
40 1.2656 1.2083 0.0573 4.7% 0.0119 1.0% 16% False False 98
60 1.3211 1.1450 0.1761 14.5% 0.0161 1.3% 41% False False 129
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0026
Narrowest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.2467
2.618 1.2374
1.618 1.2317
1.000 1.2282
0.618 1.2260
HIGH 1.2225
0.618 1.2203
0.500 1.2197
0.382 1.2190
LOW 1.2168
0.618 1.2133
1.000 1.2111
1.618 1.2076
2.618 1.2019
4.250 1.1926
Fisher Pivots for day following 22-May-2020
Pivot 1 day 3 day
R1 1.2197 1.2231
PP 1.2189 1.2212
S1 1.2182 1.2193

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

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