CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 18-Jun-2020
Day Change Summary
Previous Current
17-Jun-2020 18-Jun-2020 Change Change % Previous Week
Open 1.2548 1.2512 -0.0036 -0.3% 1.2702
High 1.2599 1.2577 -0.0022 -0.2% 1.2812
Low 1.2525 1.2414 -0.0111 -0.9% 1.2483
Close 1.2551 1.2431 -0.0120 -1.0% 1.2502
Range 0.0074 0.0163 0.0089 120.3% 0.0329
ATR 0.0125 0.0127 0.0003 2.2% 0.0000
Volume 22 12 -10 -45.5% 212
Daily Pivots for day following 18-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.2963 1.2860 1.2521
R3 1.2800 1.2697 1.2476
R2 1.2637 1.2637 1.2461
R1 1.2534 1.2534 1.2446 1.2504
PP 1.2474 1.2474 1.2474 1.2459
S1 1.2371 1.2371 1.2416 1.2341
S2 1.2311 1.2311 1.2401
S3 1.2148 1.2208 1.2386
S4 1.1985 1.2045 1.2341
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 1.2698 1.2414 0.0284 2.3% 0.0125 1.0% 6% False True 42
10 1.2812 1.2414 0.0398 3.2% 0.0125 1.0% 4% False True 37
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0042
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3270
2.618 1.3004
1.618 1.2841
1.000 1.2740
0.618 1.2678
HIGH 1.2577
0.618 1.2515
0.500 1.2496
0.382 1.2476
LOW 1.2414
0.618 1.2313
1.000 1.2251
1.618 1.2150
2.618 1.1987
4.250 1.1721
Fisher Pivots for day following 18-Jun-2020
Pivot 1 day 3 day
R1 1.2496 1.2556
PP 1.2474 1.2514
S1 1.2453 1.2473

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

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