CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 18-Aug-2020
Day Change Summary
Previous Current
17-Aug-2020 18-Aug-2020 Change Change % Previous Week
Open 1.3099 1.3109 0.0010 0.1% 1.3060
High 1.3123 1.3252 0.0129 1.0% 1.3145
Low 1.3076 1.3104 0.0028 0.2% 1.3008
Close 1.3103 1.3246 0.0143 1.1% 1.3093
Range 0.0047 0.0148 0.0101 214.9% 0.0137
ATR 0.0100 0.0103 0.0004 3.5% 0.0000
Volume 51,166 91,544 40,378 78.9% 404,539
Daily Pivots for day following 18-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3645 1.3593 1.3327
R3 1.3497 1.3445 1.3287
R2 1.3349 1.3349 1.3273
R1 1.3297 1.3297 1.3260 1.3323
PP 1.3201 1.3201 1.3201 1.3214
S1 1.3149 1.3149 1.3232 1.3175
S2 1.3053 1.3053 1.3219
S3 1.2905 1.3001 1.3205
S4 1.2757 1.2853 1.3165
Weekly Pivots for week ending 14-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3493 1.3430 1.3168
R3 1.3356 1.3293 1.3131
R2 1.3219 1.3219 1.3118
R1 1.3156 1.3156 1.3106 1.3188
PP 1.3082 1.3082 1.3082 1.3098
S1 1.3019 1.3019 1.3080 1.3051
S2 1.2945 1.2945 1.3068
S3 1.2808 1.2882 1.3055
S4 1.2671 1.2745 1.3018
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3252 1.3008 0.0244 1.8% 0.0089 0.7% 98% True False 76,040
10 1.3252 1.3008 0.0244 1.8% 0.0094 0.7% 98% True False 84,627
20 1.3252 1.2647 0.0605 4.6% 0.0102 0.8% 99% True False 95,065
40 1.3252 1.2256 0.0996 7.5% 0.0104 0.8% 99% True False 89,829
60 1.3252 1.2170 0.1082 8.2% 0.0114 0.9% 99% True False 76,366
80 1.3252 1.2083 0.1169 8.8% 0.0113 0.8% 99% True False 57,316
100 1.3252 1.2083 0.1169 8.8% 0.0116 0.9% 99% True False 45,859
120 1.3252 1.1450 0.1802 13.6% 0.0137 1.0% 100% True False 38,247
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 0.0014
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3881
2.618 1.3639
1.618 1.3491
1.000 1.3400
0.618 1.3343
HIGH 1.3252
0.618 1.3195
0.500 1.3178
0.382 1.3161
LOW 1.3104
0.618 1.3013
1.000 1.2956
1.618 1.2865
2.618 1.2717
4.250 1.2475
Fisher Pivots for day following 18-Aug-2020
Pivot 1 day 3 day
R1 1.3223 1.3214
PP 1.3201 1.3182
S1 1.3178 1.3151

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

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