CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 07-Jul-2020

Day Change Summary
	Previous	Current
	06-Jul-2020	07-Jul-2020	Change	Change %	Previous Week
Open	1.2488	1.2531	0.0043	0.3%	1.2384
High	1.2530	1.2602	0.0072	0.6%	1.2540
Low	1.2449	1.2474	0.0025	0.2%	1.2263
Close	1.2508	1.2564	0.0056	0.4%	1.2471
Range	0.0081	0.0128	0.0047	58.0%	0.0277
ATR	0.0118	0.0118	0.0001	0.6%	0.0000
Volume	25	11	-14	-56.0%	1,426

Daily Pivots for day following 07-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2931	1.2875	1.2634
R3	1.2803	1.2747	1.2599
R2	1.2675	1.2675	1.2587
R1	1.2619	1.2619	1.2576	1.2647
PP	1.2547	1.2547	1.2547	1.2561
S1	1.2491	1.2491	1.2552	1.2519
S2	1.2419	1.2419	1.2541
S3	1.2291	1.2363	1.2529
S4	1.2163	1.2235	1.2494

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	1.2602	1.2268	0.0334	2.7%	0.0111	0.9%	89%	True	False	280
10	1.2602	1.2263	0.0339	2.7%	0.0110	0.9%	89%	True	False	151
20	1.2812	1.2263	0.0549	4.4%	0.0118	0.9%	55%	False	False	97

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3146
2.618	1.2937
1.618	1.2809
1.000	1.2730
0.618	1.2681
HIGH	1.2602
0.618	1.2553
0.500	1.2538
0.382	1.2523
LOW	1.2474
0.618	1.2395
1.000	1.2346
1.618	1.2267
2.618	1.2139
4.250	1.1930

Fisher Pivots for day following 07-Jul-2020
Pivot	1 day	3 day
R1	1.2555	1.2551
PP	1.2547	1.2538
S1	1.2538	1.2526

Download as Excel Spreadsheet

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

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