CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 24-Aug-2020
Day Change Summary
Previous Current
21-Aug-2020 24-Aug-2020 Change Change % Previous Week
Open 1.3217 1.3088 -0.0129 -1.0% 1.3099
High 1.3256 1.3151 -0.0105 -0.8% 1.3269
Low 1.3061 1.3056 -0.0005 0.0% 1.3061
Close 1.3095 1.3060 -0.0035 -0.3% 1.3095
Range 0.0195 0.0095 -0.0100 -51.3% 0.0208
ATR 0.0118 0.0116 -0.0002 -1.4% 0.0000
Volume 113,024 74,071 -38,953 -34.5% 473,326
Daily Pivots for day following 24-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3374 1.3312 1.3112
R3 1.3279 1.3217 1.3086
R2 1.3184 1.3184 1.3077
R1 1.3122 1.3122 1.3069 1.3106
PP 1.3089 1.3089 1.3089 1.3081
S1 1.3027 1.3027 1.3051 1.3011
S2 1.2994 1.2994 1.3043
S3 1.2899 1.2932 1.3034
S4 1.2804 1.2837 1.3008
Weekly Pivots for week ending 21-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3766 1.3638 1.3209
R3 1.3558 1.3430 1.3152
R2 1.3350 1.3350 1.3133
R1 1.3222 1.3222 1.3114 1.3182
PP 1.3142 1.3142 1.3142 1.3122
S1 1.3014 1.3014 1.3076 1.2974
S2 1.2934 1.2934 1.3057
S3 1.2726 1.2806 1.3038
S4 1.2518 1.2598 1.2981
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3269 1.3056 0.0213 1.6% 0.0155 1.2% 2% False True 99,246
10 1.3269 1.3008 0.0261 2.0% 0.0116 0.9% 20% False False 87,823
20 1.3269 1.2843 0.0426 3.3% 0.0114 0.9% 51% False False 96,512
40 1.3269 1.2256 0.1013 7.8% 0.0109 0.8% 79% False False 91,538
60 1.3269 1.2256 0.1013 7.8% 0.0115 0.9% 79% False False 83,035
80 1.3269 1.2083 0.1186 9.1% 0.0114 0.9% 82% False False 62,364
100 1.3269 1.2083 0.1186 9.1% 0.0115 0.9% 82% False False 49,902
120 1.3269 1.1450 0.1819 13.9% 0.0139 1.1% 89% False False 41,614
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 0.0023
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3555
2.618 1.3400
1.618 1.3305
1.000 1.3246
0.618 1.3210
HIGH 1.3151
0.618 1.3115
0.500 1.3104
0.382 1.3092
LOW 1.3056
0.618 1.2997
1.000 1.2961
1.618 1.2902
2.618 1.2807
4.250 1.2652
Fisher Pivots for day following 24-Aug-2020
Pivot 1 day 3 day
R1 1.3104 1.3156
PP 1.3089 1.3124
S1 1.3075 1.3092

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

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