CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 02-Jul-2020
Day Change Summary
Previous Current
01-Jul-2020 02-Jul-2020 Change Change % Previous Week
Open 1.2400 1.2512 0.0112 0.9% 1.2435
High 1.2499 1.2540 0.0041 0.3% 1.2552
Low 1.2371 1.2467 0.0096 0.8% 1.2326
Close 1.2481 1.2471 -0.0010 -0.1% 1.2353
Range 0.0128 0.0073 -0.0055 -43.0% 0.0226
ATR 0.0124 0.0120 -0.0004 -2.9% 0.0000
Volume 131 615 484 369.5% 66
Daily Pivots for day following 02-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2712 1.2664 1.2511
R3 1.2639 1.2591 1.2491
R2 1.2566 1.2566 1.2484
R1 1.2518 1.2518 1.2478 1.2506
PP 1.2493 1.2493 1.2493 1.2486
S1 1.2445 1.2445 1.2464 1.2433
S2 1.2420 1.2420 1.2458
S3 1.2347 1.2372 1.2451
S4 1.2274 1.2299 1.2431
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 1.2540 1.2263 0.0277 2.2% 0.0120 1.0% 75% True False 289
10 1.2552 1.2263 0.0289 2.3% 0.0114 0.9% 72% False False 159
20 1.2812 1.2263 0.0549 4.4% 0.0120 1.0% 38% False False 98
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.0031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.2850
2.618 1.2731
1.618 1.2658
1.000 1.2613
0.618 1.2585
HIGH 1.2540
0.618 1.2512
0.500 1.2504
0.382 1.2495
LOW 1.2467
0.618 1.2422
1.000 1.2394
1.618 1.2349
2.618 1.2276
4.250 1.2157
Fisher Pivots for day following 02-Jul-2020
Pivot 1 day 3 day
R1 1.2504 1.2449
PP 1.2493 1.2426
S1 1.2482 1.2404

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

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