CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 08-Jul-2020
Day Change Summary
Previous Current
07-Jul-2020 08-Jul-2020 Change Change % Previous Week
Open 1.2531 1.2550 0.0019 0.2% 1.2384
High 1.2602 1.2632 0.0030 0.2% 1.2540
Low 1.2474 1.2520 0.0046 0.4% 1.2263
Close 1.2564 1.2632 0.0068 0.5% 1.2471
Range 0.0128 0.0112 -0.0016 -12.5% 0.0277
ATR 0.0118 0.0118 0.0000 -0.4% 0.0000
Volume 11 76 65 590.9% 1,426
Daily Pivots for day following 08-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2931 1.2893 1.2694
R3 1.2819 1.2781 1.2663
R2 1.2707 1.2707 1.2653
R1 1.2669 1.2669 1.2642 1.2688
PP 1.2595 1.2595 1.2595 1.2604
S1 1.2557 1.2557 1.2622 1.2576
S2 1.2483 1.2483 1.2611
S3 1.2371 1.2445 1.2601
S4 1.2259 1.2333 1.2570
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 1.2632 1.2371 0.0261 2.1% 0.0104 0.8% 100% True False 171
10 1.2632 1.2263 0.0369 2.9% 0.0112 0.9% 100% True False 158
20 1.2812 1.2263 0.0549 4.3% 0.0117 0.9% 67% False False 100
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3108
2.618 1.2925
1.618 1.2813
1.000 1.2744
0.618 1.2701
HIGH 1.2632
0.618 1.2589
0.500 1.2576
0.382 1.2563
LOW 1.2520
0.618 1.2451
1.000 1.2408
1.618 1.2339
2.618 1.2227
4.250 1.2044
Fisher Pivots for day following 08-Jul-2020
Pivot 1 day 3 day
R1 1.2613 1.2602
PP 1.2595 1.2571
S1 1.2576 1.2541

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

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