CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 11-Jun-2020
Day Change Summary
Previous Current
10-Jun-2020 11-Jun-2020 Change Change % Previous Week
Open 1.2783 1.2758 -0.0025 -0.2% 1.2410
High 1.2812 1.2759 -0.0053 -0.4% 1.2739
Low 1.2718 1.2602 -0.0116 -0.9% 1.2387
Close 1.2780 1.2605 -0.0175 -1.4% 1.2679
Range 0.0094 0.0157 0.0063 67.0% 0.0352
ATR
Volume 61 31 -30 -49.2% 110
Daily Pivots for day following 11-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3126 1.3023 1.2691
R3 1.2969 1.2866 1.2648
R2 1.2812 1.2812 1.2634
R1 1.2709 1.2709 1.2619 1.2682
PP 1.2655 1.2655 1.2655 1.2642
S1 1.2552 1.2552 1.2591 1.2525
S2 1.2498 1.2498 1.2576
S3 1.2341 1.2395 1.2562
S4 1.2184 1.2238 1.2519
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 1.2596 0.0216 1.7% 0.0125 1.0% 4% False False 31
10 1.2812 1.2302 0.0510 4.0% 0.0112 0.9% 59% False False 24
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 1.3426
2.618 1.3170
1.618 1.3013
1.000 1.2916
0.618 1.2856
HIGH 1.2759
0.618 1.2699
0.500 1.2681
0.382 1.2662
LOW 1.2602
0.618 1.2505
1.000 1.2445
1.618 1.2348
2.618 1.2191
4.250 1.1935
Fisher Pivots for day following 11-Jun-2020
Pivot 1 day 3 day
R1 1.2681 1.2707
PP 1.2655 1.2673
S1 1.2630 1.2639

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

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