CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 23-Jun-2020

Day Change Summary
	Previous	Current
	22-Jun-2020	23-Jun-2020	Change	Change %	Previous Week
Open	1.2435	1.2500	0.0065	0.5%	1.2560
High	1.2487	1.2541	0.0054	0.4%	1.2698
Low	1.2347	1.2445	0.0098	0.8%	1.2356
Close	1.2483	1.2533	0.0050	0.4%	1.2366
Range	0.0140	0.0096	-0.0044	-31.4%	0.0342
ATR	0.0127	0.0125	-0.0002	-1.8%	0.0000
Volume	9	10	1	11.1%	242

Daily Pivots for day following 23-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2794	1.2760	1.2586
R3	1.2698	1.2664	1.2559
R2	1.2602	1.2602	1.2551
R1	1.2568	1.2568	1.2542	1.2585
PP	1.2506	1.2506	1.2506	1.2515
S1	1.2472	1.2472	1.2524	1.2489
S2	1.2410	1.2410	1.2515
S3	1.2314	1.2376	1.2507
S4	1.2218	1.2280	1.2480

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	1.2599	1.2347	0.0252	2.0%	0.0117	0.9%	74%	False	False	31
10	1.2812	1.2347	0.0465	3.7%	0.0122	1.0%	40%	False	False	43
20	1.2812	1.2217	0.0595	4.7%	0.0117	0.9%	53%	False	False	29

Crabel Price Patterns
NR	True
NR4	True
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	0.0036
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2949
2.618	1.2792
1.618	1.2696
1.000	1.2637
0.618	1.2600
HIGH	1.2541
0.618	1.2504
0.500	1.2493
0.382	1.2482
LOW	1.2445
0.618	1.2386
1.000	1.2349
1.618	1.2290
2.618	1.2194
4.250	1.2037

Fisher Pivots for day following 23-Jun-2020
Pivot	1 day	3 day
R1	1.2520	1.2503
PP	1.2506	1.2474
S1	1.2493	1.2444

Download as Excel Spreadsheet

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

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