CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 06-Jul-2020
Day Change Summary
Previous Current
02-Jul-2020 06-Jul-2020 Change Change % Previous Week
Open 1.2512 1.2488 -0.0024 -0.2% 1.2384
High 1.2540 1.2530 -0.0010 -0.1% 1.2540
Low 1.2467 1.2449 -0.0018 -0.1% 1.2263
Close 1.2471 1.2508 0.0037 0.3% 1.2471
Range 0.0073 0.0081 0.0008 11.0% 0.0277
ATR 0.0120 0.0118 -0.0003 -2.3% 0.0000
Volume 615 25 -590 -95.9% 1,426
Daily Pivots for day following 06-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2739 1.2704 1.2553
R3 1.2658 1.2623 1.2530
R2 1.2577 1.2577 1.2523
R1 1.2542 1.2542 1.2515 1.2560
PP 1.2496 1.2496 1.2496 1.2504
S1 1.2461 1.2461 1.2501 1.2479
S2 1.2415 1.2415 1.2493
S3 1.2334 1.2380 1.2486
S4 1.2253 1.2299 1.2463
Weekly Pivots for week ending 03-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3256 1.3140 1.2623
R3 1.2979 1.2863 1.2547
R2 1.2702 1.2702 1.2522
R1 1.2586 1.2586 1.2496 1.2644
PP 1.2425 1.2425 1.2425 1.2454
S1 1.2309 1.2309 1.2446 1.2367
S2 1.2148 1.2148 1.2420
S3 1.1871 1.2032 1.2395
S4 1.1594 1.1755 1.2319
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% 0.0112 0.9% 88% False False 290
10 1.2552 1.2263 0.0289 2.3% 0.0112 0.9% 85% False False 151
20 1.2812 1.2263 0.0549 4.4% 0.0117 0.9% 45% False False 98
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.2874
2.618 1.2742
1.618 1.2661
1.000 1.2611
0.618 1.2580
HIGH 1.2530
0.618 1.2499
0.500 1.2490
0.382 1.2480
LOW 1.2449
0.618 1.2399
1.000 1.2368
1.618 1.2318
2.618 1.2237
4.250 1.2105
Fisher Pivots for day following 06-Jul-2020
Pivot 1 day 3 day
R1 1.2502 1.2491
PP 1.2496 1.2473
S1 1.2490 1.2456

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

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