CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 16-Jun-2020
Day Change Summary
Previous Current
15-Jun-2020 16-Jun-2020 Change Change % Previous Week
Open 1.2560 1.2639 0.0079 0.6% 1.2702
High 1.2617 1.2698 0.0081 0.6% 1.2812
Low 1.2542 1.2566 0.0024 0.2% 1.2483
Close 1.2598 1.2589 -0.0009 -0.1% 1.2502
Range 0.0075 0.0132 0.0057 76.0% 0.0329
ATR 0.0128 0.0129 0.0000 0.2% 0.0000
Volume 66 36 -30 -45.5% 212
Daily Pivots for day following 16-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3014 1.2933 1.2662
R3 1.2882 1.2801 1.2625
R2 1.2750 1.2750 1.2613
R1 1.2669 1.2669 1.2601 1.2644
PP 1.2618 1.2618 1.2618 1.2605
S1 1.2537 1.2537 1.2577 1.2512
S2 1.2486 1.2486 1.2565
S3 1.2354 1.2405 1.2553
S4 1.2222 1.2273 1.2516
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% 32% False False 54
10 1.2812 1.2483 0.0329 2.6% 0.0119 0.9% 32% False False 38
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0041
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3259
2.618 1.3044
1.618 1.2912
1.000 1.2830
0.618 1.2780
HIGH 1.2698
0.618 1.2648
0.500 1.2632
0.382 1.2616
LOW 1.2566
0.618 1.2484
1.000 1.2434
1.618 1.2352
2.618 1.2220
4.250 1.2005
Fisher Pivots for day following 16-Jun-2020
Pivot 1 day 3 day
R1 1.2632 1.2591
PP 1.2618 1.2590
S1 1.2603 1.2590

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

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