CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 24-Jun-2020

Day Change Summary
	Previous	Current
	23-Jun-2020	24-Jun-2020	Change	Change %	Previous Week
Open	1.2500	1.2537	0.0037	0.3%	1.2560
High	1.2541	1.2552	0.0011	0.1%	1.2698
Low	1.2445	1.2426	-0.0019	-0.2%	1.2356
Close	1.2533	1.2433	-0.0100	-0.8%	1.2366
Range	0.0096	0.0126	0.0030	31.3%	0.0342
ATR	0.0125	0.0125	0.0000	0.1%	0.0000
Volume	10	15	5	50.0%	242

Daily Pivots for day following 24-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2848	1.2767	1.2502
R3	1.2722	1.2641	1.2468
R2	1.2596	1.2596	1.2456
R1	1.2515	1.2515	1.2445	1.2493
PP	1.2470	1.2470	1.2470	1.2459
S1	1.2389	1.2389	1.2421	1.2367
S2	1.2344	1.2344	1.2410
S3	1.2218	1.2263	1.2398
S4	1.2092	1.2137	1.2364

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	1.2577	1.2347	0.0230	1.8%	0.0127	1.0%	37%	False	False	30
10	1.2759	1.2347	0.0412	3.3%	0.0125	1.0%	21%	False	False	38
20	1.2812	1.2248	0.0564	4.5%	0.0116	0.9%	33%	False	False	30

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	0.0035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3088
2.618	1.2882
1.618	1.2756
1.000	1.2678
0.618	1.2630
HIGH	1.2552
0.618	1.2504
0.500	1.2489
0.382	1.2474
LOW	1.2426
0.618	1.2348
1.000	1.2300
1.618	1.2222
2.618	1.2096
4.250	1.1891

Fisher Pivots for day following 24-Jun-2020
Pivot	1 day	3 day
R1	1.2489	1.2450
PP	1.2470	1.2444
S1	1.2452	1.2439

Download as Excel Spreadsheet

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

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