CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 10-Jun-2020
Day Change Summary
Previous Current
09-Jun-2020 10-Jun-2020 Change Change % Previous Week
Open 1.2720 1.2783 0.0063 0.5% 1.2410
High 1.2763 1.2812 0.0049 0.4% 1.2739
Low 1.2631 1.2718 0.0087 0.7% 1.2387
Close 1.2751 1.2780 0.0029 0.2% 1.2679
Range 0.0132 0.0094 -0.0038 -28.8% 0.0352
ATR
Volume 4 61 57 1,425.0% 110
Daily Pivots for day following 10-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3052 1.3010 1.2832
R3 1.2958 1.2916 1.2806
R2 1.2864 1.2864 1.2797
R1 1.2822 1.2822 1.2789 1.2796
PP 1.2770 1.2770 1.2770 1.2757
S1 1.2728 1.2728 1.2771 1.2702
S2 1.2676 1.2676 1.2763
S3 1.2582 1.2634 1.2754
S4 1.2488 1.2540 1.2728
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 1.2812 1.2516 0.0296 2.3% 0.0119 0.9% 89% True False 30
10 1.2812 1.2248 0.0564 4.4% 0.0106 0.8% 94% True False 22
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.0036
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.3212
2.618 1.3058
1.618 1.2964
1.000 1.2906
0.618 1.2870
HIGH 1.2812
0.618 1.2776
0.500 1.2765
0.382 1.2754
LOW 1.2718
0.618 1.2660
1.000 1.2624
1.618 1.2566
2.618 1.2472
4.250 1.2319
Fisher Pivots for day following 10-Jun-2020
Pivot 1 day 3 day
R1 1.2775 1.2761
PP 1.2770 1.2741
S1 1.2765 1.2722

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

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