CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 09-Jun-2020
Day Change Summary
Previous Current
08-Jun-2020 09-Jun-2020 Change Change % Previous Week
Open 1.2697 1.2729 0.0032 0.3% 1.2341
High 1.2742 1.2762 0.0020 0.2% 1.2737
Low 1.2635 1.2625 -0.0010 -0.1% 1.2333
Close 1.2732 1.2747 0.0015 0.1% 1.2675
Range 0.0107 0.0137 0.0030 28.0% 0.0404
ATR 0.0122 0.0124 0.0001 0.8% 0.0000
Volume 29,333 44,518 15,185 51.8% 22,506
Daily Pivots for day following 09-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3122 1.3072 1.2822
R3 1.2985 1.2935 1.2785
R2 1.2848 1.2848 1.2772
R1 1.2798 1.2798 1.2760 1.2823
PP 1.2711 1.2711 1.2711 1.2724
S1 1.2661 1.2661 1.2734 1.2686
S2 1.2574 1.2574 1.2722
S3 1.2437 1.2524 1.2709
S4 1.2300 1.2387 1.2672
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 1.2762 1.2507 0.0255 2.0% 0.0118 0.9% 94% True False 17,621
10 1.2762 1.2212 0.0550 4.3% 0.0122 1.0% 97% True False 9,865
20 1.2762 1.2083 0.0679 5.3% 0.0116 0.9% 98% True False 5,141
40 1.2762 1.2083 0.0679 5.3% 0.0117 0.9% 98% True False 2,611
60 1.2762 1.1450 0.1312 10.3% 0.0156 1.2% 99% True False 1,782
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3344
2.618 1.3121
1.618 1.2984
1.000 1.2899
0.618 1.2847
HIGH 1.2762
0.618 1.2710
0.500 1.2694
0.382 1.2677
LOW 1.2625
0.618 1.2540
1.000 1.2488
1.618 1.2403
2.618 1.2266
4.250 1.2043
Fisher Pivots for day following 09-Jun-2020
Pivot 1 day 3 day
R1 1.2729 1.2723
PP 1.2711 1.2699
S1 1.2694 1.2676

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

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