CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 1.2559 1.2425 -0.0134 -1.1% 1.2525
High 1.2573 1.2462 -0.0111 -0.9% 1.2694
Low 1.2407 1.2350 -0.0057 -0.5% 1.2350
Close 1.2426 1.2361 -0.0065 -0.5% 1.2361
Range 0.0166 0.0112 -0.0054 -32.5% 0.0344
ATR 0.0131 0.0130 -0.0001 -1.0% 0.0000
Volume 128,210 95,607 -32,603 -25.4% 510,740
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.2727 1.2656 1.2423
R3 1.2615 1.2544 1.2392
R2 1.2503 1.2503 1.2382
R1 1.2432 1.2432 1.2371 1.2412
PP 1.2391 1.2391 1.2391 1.2381
S1 1.2320 1.2320 1.2351 1.2300
S2 1.2279 1.2279 1.2340
S3 1.2167 1.2208 1.2330
S4 1.2055 1.2096 1.2299
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3500 1.3275 1.2550
R3 1.3156 1.2931 1.2456
R2 1.2812 1.2812 1.2424
R1 1.2587 1.2587 1.2393 1.2528
PP 1.2468 1.2468 1.2468 1.2439
S1 1.2243 1.2243 1.2329 1.2184
S2 1.2124 1.2124 1.2298
S3 1.1780 1.1899 1.2266
S4 1.1436 1.1555 1.2172
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2694 1.2350 0.0344 2.8% 0.0129 1.0% 3% False True 102,148
10 1.2819 1.2350 0.0469 3.8% 0.0134 1.1% 2% False True 89,207
20 1.2819 1.2168 0.0651 5.3% 0.0129 1.0% 30% False False 45,962
40 1.2819 1.2083 0.0736 6.0% 0.0119 1.0% 38% False False 23,060
60 1.2819 1.1813 0.1006 8.1% 0.0128 1.0% 54% False False 15,384
80 1.3211 1.1450 0.1761 14.2% 0.0153 1.2% 52% False False 11,586
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2938
2.618 1.2755
1.618 1.2643
1.000 1.2574
0.618 1.2531
HIGH 1.2462
0.618 1.2419
0.500 1.2406
0.382 1.2393
LOW 1.2350
0.618 1.2281
1.000 1.2238
1.618 1.2169
2.618 1.2057
4.250 1.1874
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 1.2406 1.2473
PP 1.2391 1.2435
S1 1.2376 1.2398

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

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