CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 1.2627 1.2563 -0.0064 -0.5% 1.2475
High 1.2671 1.2569 -0.0102 -0.8% 1.2674
Low 1.2555 1.2484 -0.0071 -0.6% 1.2442
Close 1.2578 1.2561 -0.0017 -0.1% 1.2633
Range 0.0116 0.0085 -0.0031 -26.7% 0.0232
ATR 0.0116 0.0114 -0.0002 -1.3% 0.0000
Volume 82,281 86,534 4,253 5.2% 442,901
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2793 1.2762 1.2608
R3 1.2708 1.2677 1.2584
R2 1.2623 1.2623 1.2577
R1 1.2592 1.2592 1.2569 1.2565
PP 1.2538 1.2538 1.2538 1.2525
S1 1.2507 1.2507 1.2553 1.2480
S2 1.2453 1.2453 1.2545
S3 1.2368 1.2422 1.2538
S4 1.2283 1.2337 1.2514
Weekly Pivots for week ending 10-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3279 1.3188 1.2761
R3 1.3047 1.2956 1.2697
R2 1.2815 1.2815 1.2676
R1 1.2724 1.2724 1.2654 1.2770
PP 1.2583 1.2583 1.2583 1.2606
S1 1.2492 1.2492 1.2612 1.2538
S2 1.2351 1.2351 1.2590
S3 1.2119 1.2260 1.2569
S4 1.1887 1.2028 1.2505
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2674 1.2484 0.0190 1.5% 0.0097 0.8% 41% False True 86,318
10 1.2674 1.2263 0.0411 3.3% 0.0105 0.8% 73% False False 87,798
20 1.2694 1.2256 0.0438 3.5% 0.0112 0.9% 70% False False 88,631
40 1.2819 1.2083 0.0736 5.9% 0.0118 0.9% 65% False False 57,093
60 1.2819 1.2083 0.0736 5.9% 0.0117 0.9% 65% False False 38,099
80 1.2819 1.1450 0.1369 10.9% 0.0135 1.1% 81% False False 28,585
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 0.0030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2930
2.618 1.2792
1.618 1.2707
1.000 1.2654
0.618 1.2622
HIGH 1.2569
0.618 1.2537
0.500 1.2527
0.382 1.2516
LOW 1.2484
0.618 1.2431
1.000 1.2399
1.618 1.2346
2.618 1.2261
4.250 1.2123
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 1.2550 1.2578
PP 1.2538 1.2572
S1 1.2527 1.2567

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

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