CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 25-Aug-2020
Day Change Summary
Previous Current
24-Aug-2020 25-Aug-2020 Change Change % Previous Week
Open 1.3088 1.3065 -0.0023 -0.2% 1.3099
High 1.3151 1.3173 0.0022 0.2% 1.3269
Low 1.3056 1.3060 0.0004 0.0% 1.3061
Close 1.3060 1.3148 0.0088 0.7% 1.3095
Range 0.0095 0.0113 0.0018 18.9% 0.0208
ATR 0.0116 0.0116 0.0000 -0.2% 0.0000
Volume 74,071 82,681 8,610 11.6% 473,326
Daily Pivots for day following 25-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3466 1.3420 1.3210
R3 1.3353 1.3307 1.3179
R2 1.3240 1.3240 1.3169
R1 1.3194 1.3194 1.3158 1.3217
PP 1.3127 1.3127 1.3127 1.3139
S1 1.3081 1.3081 1.3138 1.3104
S2 1.3014 1.3014 1.3127
S3 1.2901 1.2968 1.3117
S4 1.2788 1.2855 1.3086
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% 0.0148 1.1% 43% False False 97,473
10 1.3269 1.3008 0.0261 2.0% 0.0119 0.9% 54% False False 86,757
20 1.3269 1.2916 0.0353 2.7% 0.0114 0.9% 66% False False 95,250
40 1.3269 1.2263 0.1006 7.7% 0.0109 0.8% 88% False False 91,620
60 1.3269 1.2256 0.1013 7.7% 0.0114 0.9% 88% False False 84,345
80 1.3269 1.2083 0.1186 9.0% 0.0114 0.9% 90% False False 63,396
100 1.3269 1.2083 0.1186 9.0% 0.0115 0.9% 90% False False 50,729
120 1.3269 1.1450 0.1819 13.8% 0.0140 1.1% 93% False False 42,302
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 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3653
2.618 1.3469
1.618 1.3356
1.000 1.3286
0.618 1.3243
HIGH 1.3173
0.618 1.3130
0.500 1.3117
0.382 1.3103
LOW 1.3060
0.618 1.2990
1.000 1.2947
1.618 1.2877
2.618 1.2764
4.250 1.2580
Fisher Pivots for day following 25-Aug-2020
Pivot 1 day 3 day
R1 1.3138 1.3156
PP 1.3127 1.3153
S1 1.3117 1.3151

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

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