CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 10-Sep-2020
Day Change Summary
Previous Current
09-Sep-2020 10-Sep-2020 Change Change % Previous Week
Open 1.2978 1.2998 0.0020 0.2% 1.3353
High 1.3023 1.3035 0.0012 0.1% 1.3483
Low 1.2885 1.2772 -0.0113 -0.9% 1.3176
Close 1.2991 1.2802 -0.0189 -1.5% 1.3291
Range 0.0138 0.0263 0.0125 90.6% 0.0307
ATR 0.0134 0.0143 0.0009 6.9% 0.0000
Volume 209,095 176,134 -32,961 -15.8% 540,562
Daily Pivots for day following 10-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3659 1.3493 1.2947
R3 1.3396 1.3230 1.2874
R2 1.3133 1.3133 1.2850
R1 1.2967 1.2967 1.2826 1.2919
PP 1.2870 1.2870 1.2870 1.2845
S1 1.2704 1.2704 1.2778 1.2656
S2 1.2607 1.2607 1.2754
S3 1.2344 1.2441 1.2730
S4 1.2081 1.2178 1.2657
Weekly Pivots for week ending 04-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.4238 1.4071 1.3460
R3 1.3931 1.3764 1.3375
R2 1.3624 1.3624 1.3347
R1 1.3457 1.3457 1.3319 1.3387
PP 1.3317 1.3317 1.3317 1.3282
S1 1.3150 1.3150 1.3263 1.3080
S2 1.3010 1.3010 1.3235
S3 1.2703 1.2843 1.3207
S4 1.2396 1.2536 1.3122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3359 1.2772 0.0587 4.6% 0.0189 1.5% 5% False True 164,756
10 1.3483 1.2772 0.0711 5.6% 0.0158 1.2% 4% False True 139,291
20 1.3483 1.2772 0.0711 5.6% 0.0140 1.1% 4% False True 112,717
40 1.3483 1.2516 0.0967 7.6% 0.0122 1.0% 30% False False 104,404
60 1.3483 1.2256 0.1227 9.6% 0.0118 0.9% 44% False False 98,770
80 1.3483 1.2168 0.1315 10.3% 0.0119 0.9% 48% False False 81,821
100 1.3483 1.2083 0.1400 10.9% 0.0119 0.9% 51% False False 65,480
120 1.3483 1.1480 0.2003 15.6% 0.0128 1.0% 66% False False 54,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.4153
2.618 1.3724
1.618 1.3461
1.000 1.3298
0.618 1.3198
HIGH 1.3035
0.618 1.2935
0.500 1.2904
0.382 1.2872
LOW 1.2772
0.618 1.2609
1.000 1.2509
1.618 1.2346
2.618 1.2083
4.250 1.1654
Fisher Pivots for day following 10-Sep-2020
Pivot 1 day 3 day
R1 1.2904 1.3018
PP 1.2870 1.2946
S1 1.2836 1.2874

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

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