CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 09-Jul-2020

Day Change Summary
	Previous	Current
	08-Jul-2020	09-Jul-2020	Change	Change %	Previous Week
Open	1.2550	1.2638	0.0088	0.7%	1.2384
High	1.2632	1.2678	0.0046	0.4%	1.2540
Low	1.2520	1.2610	0.0090	0.7%	1.2263
Close	1.2632	1.2630	-0.0002	0.0%	1.2471
Range	0.0112	0.0068	-0.0044	-39.3%	0.0277
ATR	0.0118	0.0114	-0.0004	-3.0%	0.0000
Volume	76	32	-44	-57.9%	1,426

Daily Pivots for day following 09-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2843	1.2805	1.2667
R3	1.2775	1.2737	1.2649
R2	1.2707	1.2707	1.2642
R1	1.2669	1.2669	1.2636	1.2654
PP	1.2639	1.2639	1.2639	1.2632
S1	1.2601	1.2601	1.2624	1.2586
S2	1.2571	1.2571	1.2618
S3	1.2503	1.2533	1.2611
S4	1.2435	1.2465	1.2593

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	1.2678	1.2449	0.0229	1.8%	0.0092	0.7%	79%	True	False	151
10	1.2678	1.2263	0.0415	3.3%	0.0106	0.8%	88%	True	False	160
20	1.2759	1.2263	0.0496	3.9%	0.0116	0.9%	74%	False	False	99

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0035
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	1.2967
2.618	1.2856
1.618	1.2788
1.000	1.2746
0.618	1.2720
HIGH	1.2678
0.618	1.2652
0.500	1.2644
0.382	1.2636
LOW	1.2610
0.618	1.2568
1.000	1.2542
1.618	1.2500
2.618	1.2432
4.250	1.2321

Fisher Pivots for day following 09-Jul-2020
Pivot	1 day	3 day
R1	1.2644	1.2612
PP	1.2639	1.2594
S1	1.2635	1.2576

Download as Excel Spreadsheet

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

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