CME British Pound Future September 2020


Trading Metrics calculated at close of trading on 14-Sep-2020
Day Change Summary
Previous Current
11-Sep-2020 14-Sep-2020 Change Change % Previous Week
Open 1.2805 1.2789 -0.0016 -0.1% 1.3250
High 1.2865 1.2920 0.0055 0.4% 1.3263
Low 1.2763 1.2789 0.0026 0.2% 1.2763
Close 1.2790 1.2902 0.0112 0.9% 1.2790
Range 0.0102 0.0131 0.0029 28.4% 0.0500
ATR 0.0140 0.0140 -0.0001 -0.5% 0.0000
Volume 27,152 5,102 -22,050 -81.2% 635,320
Daily Pivots for day following 14-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.3263 1.3214 1.2974
R3 1.3132 1.3083 1.2938
R2 1.3001 1.3001 1.2926
R1 1.2952 1.2952 1.2914 1.2977
PP 1.2870 1.2870 1.2870 1.2883
S1 1.2821 1.2821 1.2890 1.2846
S2 1.2739 1.2739 1.2878
S3 1.2608 1.2690 1.2866
S4 1.2477 1.2559 1.2830
Weekly Pivots for week ending 11-Sep-2020
Classic Woodie Camarilla DeMark
R4 1.4439 1.4114 1.3065
R3 1.3939 1.3614 1.2928
R2 1.3439 1.3439 1.2882
R1 1.3114 1.3114 1.2836 1.3027
PP 1.2939 1.2939 1.2939 1.2895
S1 1.2614 1.2614 1.2744 1.2527
S2 1.2439 1.2439 1.2698
S3 1.1939 1.2114 1.2653
S4 1.1439 1.1614 1.2515
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.3263 1.2763 0.0500 3.9% 0.0183 1.4% 28% False False 128,084
10 1.3483 1.2763 0.0720 5.6% 0.0152 1.2% 19% False False 118,098
20 1.3483 1.2763 0.0720 5.6% 0.0142 1.1% 19% False False 106,882
40 1.3483 1.2522 0.0961 7.4% 0.0124 1.0% 40% False False 101,973
60 1.3483 1.2256 0.1227 9.5% 0.0118 0.9% 53% False False 95,890
80 1.3483 1.2168 0.1315 10.2% 0.0120 0.9% 56% False False 82,218
100 1.3483 1.2083 0.1400 10.9% 0.0118 0.9% 59% False False 65,802
120 1.3483 1.1668 0.1815 14.1% 0.0125 1.0% 68% False False 54,840
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 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3477
2.618 1.3263
1.618 1.3132
1.000 1.3051
0.618 1.3001
HIGH 1.2920
0.618 1.2870
0.500 1.2855
0.382 1.2839
LOW 1.2789
0.618 1.2708
1.000 1.2658
1.618 1.2577
2.618 1.2446
4.250 1.2232
Fisher Pivots for day following 14-Sep-2020
Pivot 1 day 3 day
R1 1.2886 1.2901
PP 1.2870 1.2900
S1 1.2855 1.2899

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

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