CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 17-Jun-2020
Day Change Summary
Previous Current
16-Jun-2020 17-Jun-2020 Change Change % Previous Week
Open 1.2639 1.2548 -0.0091 -0.7% 1.2702
High 1.2698 1.2599 -0.0099 -0.8% 1.2812
Low 1.2566 1.2525 -0.0041 -0.3% 1.2483
Close 1.2589 1.2551 -0.0038 -0.3% 1.2502
Range 0.0132 0.0074 -0.0058 -43.9% 0.0329
ATR 0.0129 0.0125 -0.0004 -3.0% 0.0000
Volume 36 22 -14 -38.9% 212
Daily Pivots for day following 17-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.2780 1.2740 1.2592
R3 1.2706 1.2666 1.2571
R2 1.2632 1.2632 1.2565
R1 1.2592 1.2592 1.2558 1.2612
PP 1.2558 1.2558 1.2558 1.2569
S1 1.2518 1.2518 1.2544 1.2538
S2 1.2484 1.2484 1.2537
S3 1.2410 1.2444 1.2531
S4 1.2336 1.2370 1.2510
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 1.2759 1.2483 0.0276 2.2% 0.0124 1.0% 25% False False 46
10 1.2812 1.2483 0.0329 2.6% 0.0121 1.0% 21% False False 38
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0041
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 1.2914
2.618 1.2793
1.618 1.2719
1.000 1.2673
0.618 1.2645
HIGH 1.2599
0.618 1.2571
0.500 1.2562
0.382 1.2553
LOW 1.2525
0.618 1.2479
1.000 1.2451
1.618 1.2405
2.618 1.2331
4.250 1.2211
Fisher Pivots for day following 17-Jun-2020
Pivot 1 day 3 day
R1 1.2562 1.2612
PP 1.2558 1.2591
S1 1.2555 1.2571

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

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