CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 24-Jun-2020
Day Change Summary
Previous Current
23-Jun-2020 24-Jun-2020 Change Change % Previous Week
Open 1.2476 1.2519 0.0043 0.3% 1.2525
High 1.2538 1.2548 0.0010 0.1% 1.2694
Low 1.2439 1.2419 -0.0020 -0.2% 1.2350
Close 1.2528 1.2428 -0.0100 -0.8% 1.2361
Range 0.0099 0.0129 0.0030 30.3% 0.0344
ATR 0.0128 0.0128 0.0000 0.0% 0.0000
Volume 88,584 93,622 5,038 5.7% 510,740
Daily Pivots for day following 24-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.2852 1.2769 1.2499
R3 1.2723 1.2640 1.2463
R2 1.2594 1.2594 1.2452
R1 1.2511 1.2511 1.2440 1.2488
PP 1.2465 1.2465 1.2465 1.2454
S1 1.2382 1.2382 1.2416 1.2359
S2 1.2336 1.2336 1.2404
S3 1.2207 1.2253 1.2393
S4 1.2078 1.2124 1.2357
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 1.2573 1.2340 0.0233 1.9% 0.0130 1.0% 38% False False 95,148
10 1.2760 1.2340 0.0420 3.4% 0.0136 1.1% 21% False False 97,913
20 1.2819 1.2239 0.0580 4.7% 0.0127 1.0% 33% False False 58,382
40 1.2819 1.2083 0.0736 5.9% 0.0121 1.0% 47% False False 29,353
60 1.2819 1.2083 0.0736 5.9% 0.0119 1.0% 47% False False 19,577
80 1.3211 1.1450 0.1761 14.2% 0.0153 1.2% 56% False False 14,730
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3096
2.618 1.2886
1.618 1.2757
1.000 1.2677
0.618 1.2628
HIGH 1.2548
0.618 1.2499
0.500 1.2484
0.382 1.2468
LOW 1.2419
0.618 1.2339
1.000 1.2290
1.618 1.2210
2.618 1.2081
4.250 1.1871
Fisher Pivots for day following 24-Jun-2020
Pivot 1 day 3 day
R1 1.2484 1.2444
PP 1.2465 1.2439
S1 1.2447 1.2433

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

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