CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 04-Aug-2020
Day Change Summary
Previous Current
03-Aug-2020 04-Aug-2020 Change Change % Previous Week
Open 1.3090 1.3081 -0.0009 -0.1% 1.2802
High 1.3117 1.3111 -0.0006 0.0% 1.3174
Low 1.3007 1.2984 -0.0023 -0.2% 1.2788
Close 1.3078 1.3059 -0.0019 -0.1% 1.3108
Range 0.0110 0.0127 0.0017 15.5% 0.0386
ATR 0.0112 0.0113 0.0001 1.0% 0.0000
Volume 95,502 97,162 1,660 1.7% 581,790
Daily Pivots for day following 04-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3432 1.3373 1.3129
R3 1.3305 1.3246 1.3094
R2 1.3178 1.3178 1.3082
R1 1.3119 1.3119 1.3071 1.3085
PP 1.3051 1.3051 1.3051 1.3035
S1 1.2992 1.2992 1.3047 1.2958
S2 1.2924 1.2924 1.3036
S3 1.2797 1.2865 1.3024
S4 1.2670 1.2738 1.2989
Weekly Pivots for week ending 31-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.4181 1.4031 1.3320
R3 1.3795 1.3645 1.3214
R2 1.3409 1.3409 1.3179
R1 1.3259 1.3259 1.3143 1.3334
PP 1.3023 1.3023 1.3023 1.3061
S1 1.2873 1.2873 1.3073 1.2948
S2 1.2637 1.2637 1.3037
S3 1.2251 1.2487 1.3002
S4 1.1865 1.2101 1.2896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3174 1.2916 0.0258 2.0% 0.0119 0.9% 55% False False 114,273
10 1.3174 1.2647 0.0527 4.0% 0.0110 0.8% 78% False False 105,502
20 1.3174 1.2484 0.0690 5.3% 0.0106 0.8% 83% False False 94,238
40 1.3174 1.2256 0.0918 7.0% 0.0115 0.9% 87% False False 91,983
60 1.3174 1.2083 0.1091 8.4% 0.0116 0.9% 89% False False 62,295
80 1.3174 1.2083 0.1091 8.4% 0.0115 0.9% 89% False False 46,741
100 1.3174 1.1450 0.1724 13.2% 0.0142 1.1% 93% False False 37,419
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3651
2.618 1.3443
1.618 1.3316
1.000 1.3238
0.618 1.3189
HIGH 1.3111
0.618 1.3062
0.500 1.3048
0.382 1.3033
LOW 1.2984
0.618 1.2906
1.000 1.2857
1.618 1.2779
2.618 1.2652
4.250 1.2444
Fisher Pivots for day following 04-Aug-2020
Pivot 1 day 3 day
R1 1.3055 1.3079
PP 1.3051 1.3072
S1 1.3048 1.3066

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

View Archives - Comment on this page... - Back to Index of Symbols