CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 06-Jul-2020 Change Change % Previous Week
Open 1.2484 1.2475 -0.0009 -0.1% 1.2343
High 1.2536 1.2526 -0.0010 -0.1% 1.2536
Low 1.2461 1.2442 -0.0019 -0.2% 1.2256
Close 1.2466 1.2503 0.0037 0.3% 1.2466
Range 0.0075 0.0084 0.0009 12.0% 0.0280
ATR 0.0123 0.0120 -0.0003 -2.3% 0.0000
Volume 82,196 92,840 10,644 12.9% 345,696
Daily Pivots for day following 06-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2742 1.2707 1.2549
R3 1.2658 1.2623 1.2526
R2 1.2574 1.2574 1.2518
R1 1.2539 1.2539 1.2511 1.2557
PP 1.2490 1.2490 1.2490 1.2499
S1 1.2455 1.2455 1.2495 1.2473
S2 1.2406 1.2406 1.2488
S3 1.2322 1.2371 1.2480
S4 1.2238 1.2287 1.2457
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3259 1.3143 1.2620
R3 1.2979 1.2863 1.2543
R2 1.2699 1.2699 1.2517
R1 1.2583 1.2583 1.2492 1.2641
PP 1.2419 1.2419 1.2419 1.2449
S1 1.2303 1.2303 1.2440 1.2361
S2 1.2139 1.2139 1.2415
S3 1.1859 1.2023 1.2389
S4 1.1579 1.1743 1.2312
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2536 1.2256 0.0280 2.2% 0.0114 0.9% 88% False False 87,707
10 1.2548 1.2256 0.0292 2.3% 0.0114 0.9% 85% False False 84,456
20 1.2819 1.2256 0.0563 4.5% 0.0124 1.0% 44% False False 86,831
40 1.2819 1.2083 0.0736 5.9% 0.0121 1.0% 57% False False 44,142
60 1.2819 1.2083 0.0736 5.9% 0.0118 0.9% 57% False False 29,453
80 1.2859 1.1450 0.1409 11.3% 0.0154 1.2% 75% False False 22,123
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2883
2.618 1.2746
1.618 1.2662
1.000 1.2610
0.618 1.2578
HIGH 1.2526
0.618 1.2494
0.500 1.2484
0.382 1.2474
LOW 1.2442
0.618 1.2390
1.000 1.2358
1.618 1.2306
2.618 1.2222
4.250 1.2085
Fisher Pivots for day following 06-Jul-2020
Pivot 1 day 3 day
R1 1.2497 1.2486
PP 1.2490 1.2468
S1 1.2484 1.2451

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

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