CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 05-Jun-2020
Day Change Summary
Previous Current
04-Jun-2020 05-Jun-2020 Change Change % Previous Week
Open 1.2581 1.2601 0.0020 0.2% 1.2341
High 1.2638 1.2737 0.0099 0.8% 1.2737
Low 1.2507 1.2589 0.0082 0.7% 1.2333
Close 1.2620 1.2675 0.0055 0.4% 1.2675
Range 0.0131 0.0148 0.0017 13.0% 0.0404
ATR 0.0122 0.0124 0.0002 1.5% 0.0000
Volume 4,557 7,160 2,603 57.1% 22,506
Daily Pivots for day following 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3111 1.3041 1.2756
R3 1.2963 1.2893 1.2716
R2 1.2815 1.2815 1.2702
R1 1.2745 1.2745 1.2689 1.2780
PP 1.2667 1.2667 1.2667 1.2685
S1 1.2597 1.2597 1.2661 1.2632
S2 1.2519 1.2519 1.2648
S3 1.2371 1.2449 1.2634
S4 1.2223 1.2301 1.2594
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3794 1.3638 1.2897
R3 1.3390 1.3234 1.2786
R2 1.2986 1.2986 1.2749
R1 1.2830 1.2830 1.2712 1.2908
PP 1.2582 1.2582 1.2582 1.2621
S1 1.2426 1.2426 1.2638 1.2504
S2 1.2178 1.2178 1.2601
S3 1.1774 1.2022 1.2564
S4 1.1370 1.1618 1.2453
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2737 1.2333 0.0404 3.2% 0.0124 1.0% 85% True False 4,501
10 1.2737 1.2168 0.0569 4.5% 0.0123 1.0% 89% True False 2,717
20 1.2737 1.2083 0.0654 5.2% 0.0117 0.9% 91% True False 1,452
40 1.2737 1.2083 0.0654 5.2% 0.0115 0.9% 91% True False 765
60 1.2859 1.1450 0.1409 11.1% 0.0164 1.3% 87% False False 554
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 0.0019
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3366
2.618 1.3124
1.618 1.2976
1.000 1.2885
0.618 1.2828
HIGH 1.2737
0.618 1.2680
0.500 1.2663
0.382 1.2646
LOW 1.2589
0.618 1.2498
1.000 1.2441
1.618 1.2350
2.618 1.2202
4.250 1.1960
Fisher Pivots for day following 05-Jun-2020
Pivot 1 day 3 day
R1 1.2671 1.2657
PP 1.2667 1.2640
S1 1.2663 1.2622

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

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