CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 12-Aug-2020
Day Change Summary
Previous Current
11-Aug-2020 12-Aug-2020 Change Change % Previous Week
Open 1.3075 1.3059 -0.0016 -0.1% 1.3090
High 1.3134 1.3070 -0.0064 -0.5% 1.3189
Low 1.3044 1.3008 -0.0036 -0.3% 1.2984
Close 1.3066 1.3029 -0.0037 -0.3% 1.3055
Range 0.0090 0.0062 -0.0028 -31.1% 0.0205
ATR 0.0108 0.0105 -0.0003 -3.1% 0.0000
Volume 93,347 88,540 -4,807 -5.1% 491,692
Daily Pivots for day following 12-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3222 1.3187 1.3063
R3 1.3160 1.3125 1.3046
R2 1.3098 1.3098 1.3040
R1 1.3063 1.3063 1.3035 1.3050
PP 1.3036 1.3036 1.3036 1.3029
S1 1.3001 1.3001 1.3023 1.2988
S2 1.2974 1.2974 1.3018
S3 1.2912 1.2939 1.3012
S4 1.2850 1.2877 1.2995
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3691 1.3578 1.3168
R3 1.3486 1.3373 1.3111
R2 1.3281 1.3281 1.3093
R1 1.3168 1.3168 1.3074 1.3122
PP 1.3076 1.3076 1.3076 1.3053
S1 1.2963 1.2963 1.3036 1.2917
S2 1.2871 1.2871 1.3017
S3 1.2666 1.2758 1.2999
S4 1.2461 1.2553 1.2942
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3189 1.3008 0.0181 1.4% 0.0089 0.7% 12% False True 92,120
10 1.3189 1.2948 0.0241 1.8% 0.0105 0.8% 34% False False 101,485
20 1.3189 1.2516 0.0673 5.2% 0.0104 0.8% 76% False False 96,091
40 1.3189 1.2256 0.0933 7.2% 0.0107 0.8% 83% False False 91,797
60 1.3189 1.2168 0.1021 7.8% 0.0112 0.9% 84% False False 71,522
80 1.3189 1.2083 0.1106 8.5% 0.0114 0.9% 86% False False 53,671
100 1.3189 1.1480 0.1709 13.1% 0.0125 1.0% 91% False False 42,944
120 1.3211 1.1450 0.1761 13.5% 0.0136 1.0% 90% False False 35,818
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0023
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 1.3334
2.618 1.3232
1.618 1.3170
1.000 1.3132
0.618 1.3108
HIGH 1.3070
0.618 1.3046
0.500 1.3039
0.382 1.3032
LOW 1.3008
0.618 1.2970
1.000 1.2946
1.618 1.2908
2.618 1.2846
4.250 1.2745
Fisher Pivots for day following 12-Aug-2020
Pivot 1 day 3 day
R1 1.3039 1.3071
PP 1.3036 1.3057
S1 1.3032 1.3043

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

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