CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 30-Jul-2020
Day Change Summary
Previous Current
29-Jul-2020 30-Jul-2020 Change Change % Previous Week
Open 1.2936 1.3004 0.0068 0.5% 1.2569
High 1.3017 1.3106 0.0089 0.7% 1.2807
Low 1.2916 1.2948 0.0032 0.2% 1.2522
Close 1.2967 1.3091 0.0124 1.0% 1.2794
Range 0.0101 0.0158 0.0057 56.4% 0.0285
ATR 0.0109 0.0112 0.0004 3.2% 0.0000
Volume 111,129 119,266 8,137 7.3% 463,268
Daily Pivots for day following 30-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3522 1.3465 1.3178
R3 1.3364 1.3307 1.3134
R2 1.3206 1.3206 1.3120
R1 1.3149 1.3149 1.3105 1.3178
PP 1.3048 1.3048 1.3048 1.3063
S1 1.2991 1.2991 1.3077 1.3020
S2 1.2890 1.2890 1.3062
S3 1.2732 1.2833 1.3048
S4 1.2574 1.2675 1.3004
Weekly Pivots for week ending 24-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3563 1.3463 1.2951
R3 1.3278 1.3178 1.2872
R2 1.2993 1.2993 1.2846
R1 1.2893 1.2893 1.2820 1.2943
PP 1.2708 1.2708 1.2708 1.2733
S1 1.2608 1.2608 1.2768 1.2658
S2 1.2423 1.2423 1.2742
S3 1.2138 1.2323 1.2716
S4 1.1853 1.2038 1.2637
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3106 1.2720 0.0386 2.9% 0.0115 0.9% 96% True False 103,275
10 1.3106 1.2516 0.0590 4.5% 0.0109 0.8% 97% True False 94,756
20 1.3106 1.2442 0.0664 5.1% 0.0103 0.8% 98% True False 90,305
40 1.3106 1.2256 0.0850 6.5% 0.0117 0.9% 98% True False 84,485
60 1.3106 1.2083 0.1023 7.8% 0.0117 0.9% 99% True False 56,616
80 1.3106 1.2083 0.1023 7.8% 0.0116 0.9% 99% True False 42,479
100 1.3106 1.1450 0.1656 12.6% 0.0145 1.1% 99% True False 34,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 29 trading days
Fibonacci Retracements and Extensions
4.250 1.3778
2.618 1.3520
1.618 1.3362
1.000 1.3264
0.618 1.3204
HIGH 1.3106
0.618 1.3046
0.500 1.3027
0.382 1.3008
LOW 1.2948
0.618 1.2850
1.000 1.2790
1.618 1.2692
2.618 1.2534
4.250 1.2277
Fisher Pivots for day following 30-Jul-2020
Pivot 1 day 3 day
R1 1.3070 1.3052
PP 1.3048 1.3013
S1 1.3027 1.2975

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

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