CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 29-Jun-2020

Day Change Summary
	Previous	Current
	26-Jun-2020	29-Jun-2020	Change	Change %	Previous Week
Open	1.2394	1.2384	-0.0010	-0.1%	1.2435
High	1.2446	1.2398	-0.0048	-0.4%	1.2552
Low	1.2326	1.2263	-0.0063	-0.5%	1.2326
Close	1.2353	1.2295	-0.0058	-0.5%	1.2353
Range	0.0120	0.0135	0.0015	12.5%	0.0226
ATR	0.0121	0.0122	0.0001	0.8%	0.0000
Volume	20	60	40	200.0%	66

Daily Pivots for day following 29-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2724	1.2644	1.2369
R3	1.2589	1.2509	1.2332
R2	1.2454	1.2454	1.2320
R1	1.2374	1.2374	1.2307	1.2347
PP	1.2319	1.2319	1.2319	1.2305
S1	1.2239	1.2239	1.2283	1.2212
S2	1.2184	1.2184	1.2270
S3	1.2049	1.2104	1.2258
S4	1.1914	1.1969	1.2221

Weekly Pivots for week ending 26-Jun-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3088	1.2947	1.2477
R3	1.2862	1.2721	1.2415
R2	1.2636	1.2636	1.2394
R1	1.2495	1.2495	1.2374	1.2453
PP	1.2410	1.2410	1.2410	1.2389
S1	1.2269	1.2269	1.2332	1.2227
S2	1.2184	1.2184	1.2312
S3	1.1958	1.2043	1.2291
S4	1.1732	1.1817	1.2229

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2552	1.2263	0.0289	2.4%	0.0110	0.9%	11%	False	True	23
10	1.2698	1.2263	0.0435	3.5%	0.0117	0.9%	7%	False	True	30
20	1.2812	1.2263	0.0549	4.5%	0.0116	0.9%	6%	False	True	34

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0034
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.2972
2.618	1.2751
1.618	1.2616
1.000	1.2533
0.618	1.2481
HIGH	1.2398
0.618	1.2346
0.500	1.2331
0.382	1.2315
LOW	1.2263
0.618	1.2180
1.000	1.2128
1.618	1.2045
2.618	1.1910
4.250	1.1689

Fisher Pivots for day following 29-Jun-2020
Pivot	1 day	3 day
R1	1.2331	1.2368
PP	1.2319	1.2344
S1	1.2307	1.2319

Download as Excel Spreadsheet

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

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