CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 31-Aug-2020
Day Change Summary
Previous Current
28-Aug-2020 31-Aug-2020 Change Change % Previous Week
Open 1.3204 1.3353 0.0149 1.1% 1.3088
High 1.3357 1.3397 0.0040 0.3% 1.3357
Low 1.3187 1.3303 0.0116 0.9% 1.3056
Close 1.3344 1.3379 0.0035 0.3% 1.3344
Range 0.0170 0.0094 -0.0076 -44.7% 0.0301
ATR 0.0120 0.0118 -0.0002 -1.5% 0.0000
Volume 113,205 83,187 -30,018 -26.5% 483,334
Daily Pivots for day following 31-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3642 1.3604 1.3431
R3 1.3548 1.3510 1.3405
R2 1.3454 1.3454 1.3396
R1 1.3416 1.3416 1.3388 1.3435
PP 1.3360 1.3360 1.3360 1.3369
S1 1.3322 1.3322 1.3370 1.3341
S2 1.3266 1.3266 1.3362
S3 1.3172 1.3228 1.3353
S4 1.3078 1.3134 1.3327
Weekly Pivots for week ending 28-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.4155 1.4051 1.3510
R3 1.3854 1.3750 1.3427
R2 1.3553 1.3553 1.3399
R1 1.3449 1.3449 1.3372 1.3501
PP 1.3252 1.3252 1.3252 1.3279
S1 1.3148 1.3148 1.3316 1.3200
S2 1.2951 1.2951 1.3289
S3 1.2650 1.2847 1.3261
S4 1.2349 1.2546 1.3178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3397 1.3060 0.0337 2.5% 0.0121 0.9% 95% True False 98,490
10 1.3397 1.3056 0.0341 2.5% 0.0138 1.0% 95% True False 98,868
20 1.3397 1.2984 0.0413 3.1% 0.0115 0.9% 96% True False 92,028
40 1.3397 1.2467 0.0930 7.0% 0.0110 0.8% 98% True False 92,886
60 1.3397 1.2256 0.1141 8.5% 0.0115 0.9% 98% True False 90,868
80 1.3397 1.2083 0.1314 9.8% 0.0115 0.9% 99% True False 68,514
100 1.3397 1.2083 0.1314 9.8% 0.0115 0.9% 99% True False 54,827
120 1.3397 1.1450 0.1947 14.6% 0.0139 1.0% 99% True False 45,711
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.3797
2.618 1.3643
1.618 1.3549
1.000 1.3491
0.618 1.3455
HIGH 1.3397
0.618 1.3361
0.500 1.3350
0.382 1.3339
LOW 1.3303
0.618 1.3245
1.000 1.3209
1.618 1.3151
2.618 1.3057
4.250 1.2904
Fisher Pivots for day following 31-Aug-2020
Pivot 1 day 3 day
R1 1.3369 1.3346
PP 1.3360 1.3313
S1 1.3350 1.3280

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

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