CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 12-Jun-2020
Day Change Summary
Previous Current
11-Jun-2020 12-Jun-2020 Change Change % Previous Week
Open 1.2758 1.2591 -0.0167 -1.3% 1.2702
High 1.2759 1.2663 -0.0096 -0.8% 1.2812
Low 1.2602 1.2483 -0.0119 -0.9% 1.2483
Close 1.2605 1.2502 -0.0103 -0.8% 1.2502
Range 0.0157 0.0180 0.0023 14.6% 0.0329
ATR 0.0000 0.0129 0.0129 0.0000
Volume 31 78 47 151.6% 212
Daily Pivots for day following 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3089 1.2976 1.2601
R3 1.2909 1.2796 1.2552
R2 1.2729 1.2729 1.2535
R1 1.2616 1.2616 1.2519 1.2583
PP 1.2549 1.2549 1.2549 1.2533
S1 1.2436 1.2436 1.2486 1.2403
S2 1.2369 1.2369 1.2469
S3 1.2189 1.2256 1.2453
S4 1.2009 1.2076 1.2403
Weekly Pivots for week ending 12-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3586 1.3373 1.2683
R3 1.3257 1.3044 1.2592
R2 1.2928 1.2928 1.2562
R1 1.2715 1.2715 1.2532 1.2657
PP 1.2599 1.2599 1.2599 1.2570
S1 1.2386 1.2386 1.2472 1.2328
S2 1.2270 1.2270 1.2442
S3 1.1941 1.2057 1.2412
S4 1.1612 1.1728 1.2321
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2812 1.2483 0.0329 2.6% 0.0133 1.1% 6% False True 42
10 1.2812 1.2387 0.0425 3.4% 0.0120 1.0% 27% False False 32
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 0.0038
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 1.3428
2.618 1.3134
1.618 1.2954
1.000 1.2843
0.618 1.2774
HIGH 1.2663
0.618 1.2594
0.500 1.2573
0.382 1.2552
LOW 1.2483
0.618 1.2372
1.000 1.2303
1.618 1.2192
2.618 1.2012
4.250 1.1718
Fisher Pivots for day following 12-Jun-2020
Pivot 1 day 3 day
R1 1.2573 1.2648
PP 1.2549 1.2599
S1 1.2526 1.2551

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

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