CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 15-Jun-2020
Day Change Summary
Previous Current
12-Jun-2020 15-Jun-2020 Change Change % Previous Week
Open 1.2591 1.2560 -0.0031 -0.2% 1.2702
High 1.2663 1.2617 -0.0046 -0.4% 1.2812
Low 1.2483 1.2542 0.0059 0.5% 1.2483
Close 1.2502 1.2598 0.0096 0.8% 1.2502
Range 0.0180 0.0075 -0.0105 -58.3% 0.0329
ATR 0.0129 0.0128 -0.0001 -0.8% 0.0000
Volume 78 66 -12 -15.4% 212
Daily Pivots for day following 15-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.2811 1.2779 1.2639
R3 1.2736 1.2704 1.2619
R2 1.2661 1.2661 1.2612
R1 1.2629 1.2629 1.2605 1.2645
PP 1.2586 1.2586 1.2586 1.2594
S1 1.2554 1.2554 1.2591 1.2570
S2 1.2511 1.2511 1.2584
S3 1.2436 1.2479 1.2577
S4 1.2361 1.2404 1.2557
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% 0.0128 1.0% 35% False False 48
10 1.2812 1.2483 0.0329 2.6% 0.0115 0.9% 35% False False 37
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0037
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 1.2936
2.618 1.2813
1.618 1.2738
1.000 1.2692
0.618 1.2663
HIGH 1.2617
0.618 1.2588
0.500 1.2580
0.382 1.2571
LOW 1.2542
0.618 1.2496
1.000 1.2467
1.618 1.2421
2.618 1.2346
4.250 1.2223
Fisher Pivots for day following 15-Jun-2020
Pivot 1 day 3 day
R1 1.2592 1.2621
PP 1.2586 1.2613
S1 1.2580 1.2606

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

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