CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 19-Aug-2020
Day Change Summary
Previous Current
18-Aug-2020 19-Aug-2020 Change Change % Previous Week
Open 1.3109 1.3245 0.0136 1.0% 1.3060
High 1.3252 1.3269 0.0017 0.1% 1.3145
Low 1.3104 1.3095 -0.0009 -0.1% 1.3008
Close 1.3246 1.3116 -0.0130 -1.0% 1.3093
Range 0.0148 0.0174 0.0026 17.6% 0.0137
ATR 0.0103 0.0108 0.0005 4.9% 0.0000
Volume 91,544 96,552 5,008 5.5% 404,539
Daily Pivots for day following 19-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3682 1.3573 1.3212
R3 1.3508 1.3399 1.3164
R2 1.3334 1.3334 1.3148
R1 1.3225 1.3225 1.3132 1.3193
PP 1.3160 1.3160 1.3160 1.3144
S1 1.3051 1.3051 1.3100 1.3019
S2 1.2986 1.2986 1.3084
S3 1.2812 1.2877 1.3068
S4 1.2638 1.2703 1.3020
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 1.3269 1.3033 0.0236 1.8% 0.0112 0.9% 35% True False 77,643
10 1.3269 1.3008 0.0261 2.0% 0.0101 0.8% 41% True False 84,881
20 1.3269 1.2677 0.0592 4.5% 0.0106 0.8% 74% True False 94,821
40 1.3269 1.2256 0.1013 7.7% 0.0106 0.8% 85% True False 90,028
60 1.3269 1.2212 0.1057 8.1% 0.0114 0.9% 86% True False 77,938
80 1.3269 1.2083 0.1186 9.0% 0.0114 0.9% 87% True False 58,522
100 1.3269 1.2083 0.1186 9.0% 0.0114 0.9% 87% True False 46,823
120 1.3269 1.1450 0.1819 13.9% 0.0137 1.0% 92% True False 39,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 1.4009
2.618 1.3725
1.618 1.3551
1.000 1.3443
0.618 1.3377
HIGH 1.3269
0.618 1.3203
0.500 1.3182
0.382 1.3161
LOW 1.3095
0.618 1.2987
1.000 1.2921
1.618 1.2813
2.618 1.2639
4.250 1.2356
Fisher Pivots for day following 19-Aug-2020
Pivot 1 day 3 day
R1 1.3182 1.3173
PP 1.3160 1.3154
S1 1.3138 1.3135

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

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