CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 19-Jun-2020
Day Change Summary
Previous Current
18-Jun-2020 19-Jun-2020 Change Change % Previous Week
Open 1.2512 1.2465 -0.0047 -0.4% 1.2560
High 1.2577 1.2466 -0.0111 -0.9% 1.2698
Low 1.2414 1.2356 -0.0058 -0.5% 1.2356
Close 1.2431 1.2366 -0.0065 -0.5% 1.2366
Range 0.0163 0.0110 -0.0053 -32.5% 0.0342
ATR 0.0127 0.0126 -0.0001 -1.0% 0.0000
Volume 12 106 94 783.3% 242
Daily Pivots for day following 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.2726 1.2656 1.2427
R3 1.2616 1.2546 1.2396
R2 1.2506 1.2506 1.2386
R1 1.2436 1.2436 1.2376 1.2416
PP 1.2396 1.2396 1.2396 1.2386
S1 1.2326 1.2326 1.2356 1.2306
S2 1.2286 1.2286 1.2346
S3 1.2176 1.2216 1.2336
S4 1.2066 1.2106 1.2306
Weekly Pivots for week ending 19-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.3499 1.3275 1.2554
R3 1.3157 1.2933 1.2460
R2 1.2815 1.2815 1.2429
R1 1.2591 1.2591 1.2397 1.2532
PP 1.2473 1.2473 1.2473 1.2444
S1 1.2249 1.2249 1.2335 1.2190
S2 1.2131 1.2131 1.2303
S3 1.1789 1.1907 1.2272
S4 1.1447 1.1565 1.2178
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2698 1.2356 0.0342 2.8% 0.0111 0.9% 3% False True 48
10 1.2812 1.2356 0.0456 3.7% 0.0122 1.0% 2% False True 45
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2934
2.618 1.2754
1.618 1.2644
1.000 1.2576
0.618 1.2534
HIGH 1.2466
0.618 1.2424
0.500 1.2411
0.382 1.2398
LOW 1.2356
0.618 1.2288
1.000 1.2246
1.618 1.2178
2.618 1.2068
4.250 1.1889
Fisher Pivots for day following 19-Jun-2020
Pivot 1 day 3 day
R1 1.2411 1.2478
PP 1.2396 1.2440
S1 1.2381 1.2403

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

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