CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 22-Jul-2020
Day Change Summary
Previous Current
21-Jul-2020 22-Jul-2020 Change Change % Previous Week
Open 1.2659 1.2732 0.0073 0.6% 1.2627
High 1.2773 1.2747 -0.0026 -0.2% 1.2671
Low 1.2654 1.2647 -0.0007 -0.1% 1.2484
Close 1.2762 1.2741 -0.0021 -0.2% 1.2573
Range 0.0119 0.0100 -0.0019 -16.0% 0.0187
ATR 0.0112 0.0112 0.0000 0.2% 0.0000
Volume 95,802 101,418 5,616 5.9% 384,266
Daily Pivots for day following 22-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3012 1.2976 1.2796
R3 1.2912 1.2876 1.2769
R2 1.2812 1.2812 1.2759
R1 1.2776 1.2776 1.2750 1.2794
PP 1.2712 1.2712 1.2712 1.2721
S1 1.2676 1.2676 1.2732 1.2694
S2 1.2612 1.2612 1.2723
S3 1.2512 1.2576 1.2714
S4 1.2412 1.2476 1.2686
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3137 1.3042 1.2676
R3 1.2950 1.2855 1.2624
R2 1.2763 1.2763 1.2607
R1 1.2668 1.2668 1.2590 1.2622
PP 1.2576 1.2576 1.2576 1.2553
S1 1.2481 1.2481 1.2556 1.2435
S2 1.2389 1.2389 1.2539
S3 1.2202 1.2294 1.2522
S4 1.2015 1.2107 1.2470
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2773 1.2516 0.0257 2.0% 0.0107 0.8% 88% False False 82,721
10 1.2773 1.2484 0.0289 2.3% 0.0099 0.8% 89% False False 85,051
20 1.2773 1.2256 0.0517 4.1% 0.0107 0.8% 94% False False 85,234
40 1.2819 1.2212 0.0607 4.8% 0.0118 0.9% 87% False False 69,496
60 1.2819 1.2083 0.0736 5.8% 0.0116 0.9% 89% False False 46,423
80 1.2819 1.2083 0.0736 5.8% 0.0116 0.9% 89% False False 34,824
100 1.3211 1.1450 0.1761 13.8% 0.0144 1.1% 73% False False 27,898
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3172
2.618 1.3009
1.618 1.2909
1.000 1.2847
0.618 1.2809
HIGH 1.2747
0.618 1.2709
0.500 1.2697
0.382 1.2685
LOW 1.2647
0.618 1.2585
1.000 1.2547
1.618 1.2485
2.618 1.2385
4.250 1.2222
Fisher Pivots for day following 22-Jul-2020
Pivot 1 day 3 day
R1 1.2726 1.2710
PP 1.2712 1.2679
S1 1.2697 1.2648

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

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