CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 01-Jul-2020
Day Change Summary
Previous Current
30-Jun-2020 01-Jul-2020 Change Change % Previous Week
Open 1.2323 1.2400 0.0077 0.6% 1.2435
High 1.2412 1.2499 0.0087 0.7% 1.2552
Low 1.2268 1.2371 0.0103 0.8% 1.2326
Close 1.2402 1.2481 0.0079 0.6% 1.2353
Range 0.0144 0.0128 -0.0016 -11.1% 0.0226
ATR 0.0124 0.0124 0.0000 0.2% 0.0000
Volume 620 131 -489 -78.9% 66
Daily Pivots for day following 01-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2834 1.2786 1.2551
R3 1.2706 1.2658 1.2516
R2 1.2578 1.2578 1.2504
R1 1.2530 1.2530 1.2493 1.2554
PP 1.2450 1.2450 1.2450 1.2463
S1 1.2402 1.2402 1.2469 1.2426
S2 1.2322 1.2322 1.2458
S3 1.2194 1.2274 1.2446
S4 1.2066 1.2146 1.2411
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 1.2499 1.2263 0.0236 1.9% 0.0120 1.0% 92% True False 168
10 1.2577 1.2263 0.0314 2.5% 0.0123 1.0% 69% False False 99
20 1.2812 1.2263 0.0549 4.4% 0.0122 1.0% 40% False False 68
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 0.0034
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3043
2.618 1.2834
1.618 1.2706
1.000 1.2627
0.618 1.2578
HIGH 1.2499
0.618 1.2450
0.500 1.2435
0.382 1.2420
LOW 1.2371
0.618 1.2292
1.000 1.2243
1.618 1.2164
2.618 1.2036
4.250 1.1827
Fisher Pivots for day following 01-Jul-2020
Pivot 1 day 3 day
R1 1.2466 1.2448
PP 1.2450 1.2414
S1 1.2435 1.2381

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

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