CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 22-Jun-2020
Day Change Summary
Previous Current
19-Jun-2020 22-Jun-2020 Change Change % Previous Week
Open 1.2465 1.2435 -0.0030 -0.2% 1.2560
High 1.2466 1.2487 0.0021 0.2% 1.2698
Low 1.2356 1.2347 -0.0009 -0.1% 1.2356
Close 1.2366 1.2483 0.0117 0.9% 1.2366
Range 0.0110 0.0140 0.0030 27.3% 0.0342
ATR 0.0126 0.0127 0.0001 0.8% 0.0000
Volume 106 9 -97 -91.5% 242
Daily Pivots for day following 22-Jun-2020
Classic Woodie Camarilla DeMark
R4 1.2859 1.2811 1.2560
R3 1.2719 1.2671 1.2522
R2 1.2579 1.2579 1.2509
R1 1.2531 1.2531 1.2496 1.2555
PP 1.2439 1.2439 1.2439 1.2451
S1 1.2391 1.2391 1.2470 1.2415
S2 1.2299 1.2299 1.2457
S3 1.2159 1.2251 1.2445
S4 1.2019 1.2111 1.2406
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 1.2347 0.0351 2.8% 0.0124 1.0% 39% False True 37
10 1.2812 1.2347 0.0465 3.7% 0.0126 1.0% 29% False True 42
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3082
2.618 1.2854
1.618 1.2714
1.000 1.2627
0.618 1.2574
HIGH 1.2487
0.618 1.2434
0.500 1.2417
0.382 1.2400
LOW 1.2347
0.618 1.2260
1.000 1.2207
1.618 1.2120
2.618 1.1980
4.250 1.1752
Fisher Pivots for day following 22-Jun-2020
Pivot 1 day 3 day
R1 1.2461 1.2476
PP 1.2439 1.2469
S1 1.2417 1.2462

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

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