CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 09-Jun-2020
Day Change Summary
Previous Current
08-Jun-2020 09-Jun-2020 Change Change % Previous Week
Open 1.2702 1.2720 0.0018 0.1% 1.2410
High 1.2741 1.2763 0.0022 0.2% 1.2739
Low 1.2640 1.2631 -0.0009 -0.1% 1.2387
Close 1.2737 1.2751 0.0014 0.1% 1.2679
Range 0.0101 0.0132 0.0031 30.7% 0.0352
ATR
Volume 38 4 -34 -89.5% 110
Daily Pivots for day following 09-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3111 1.3063 1.2824
R3 1.2979 1.2931 1.2787
R2 1.2847 1.2847 1.2775
R1 1.2799 1.2799 1.2763 1.2823
PP 1.2715 1.2715 1.2715 1.2727
S1 1.2667 1.2667 1.2739 1.2691
S2 1.2583 1.2583 1.2727
S3 1.2451 1.2535 1.2715
S4 1.2319 1.2403 1.2678
Weekly Pivots for week ending 05-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3658 1.3520 1.2873
R3 1.3306 1.3168 1.2776
R2 1.2954 1.2954 1.2744
R1 1.2816 1.2816 1.2711 1.2885
PP 1.2602 1.2602 1.2602 1.2636
S1 1.2464 1.2464 1.2647 1.2533
S2 1.2250 1.2250 1.2614
S3 1.1898 1.2112 1.2582
S4 1.1546 1.1760 1.2485
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2763 1.2516 0.0247 1.9% 0.0111 0.9% 95% True False 23
10 1.2763 1.2217 0.0546 4.3% 0.0111 0.9% 98% True False 16
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 0.0038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3324
2.618 1.3109
1.618 1.2977
1.000 1.2895
0.618 1.2845
HIGH 1.2763
0.618 1.2713
0.500 1.2697
0.382 1.2681
LOW 1.2631
0.618 1.2549
1.000 1.2499
1.618 1.2417
2.618 1.2285
4.250 1.2070
Fisher Pivots for day following 09-Jun-2020
Pivot 1 day 3 day
R1 1.2733 1.2727
PP 1.2715 1.2703
S1 1.2697 1.2680

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

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