CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 10-Jul-2020

Day Change Summary
	Previous	Current
	09-Jul-2020	10-Jul-2020	Change	Change %	Previous Week
Open	1.2638	1.2612	-0.0026	-0.2%	1.2488
High	1.2678	1.2673	-0.0005	0.0%	1.2678
Low	1.2610	1.2577	-0.0033	-0.3%	1.2449
Close	1.2630	1.2638	0.0008	0.1%	1.2638
Range	0.0068	0.0096	0.0028	41.2%	0.0229
ATR	0.0114	0.0113	-0.0001	-1.1%	0.0000
Volume	32	8	-24	-75.0%	152

Daily Pivots for day following 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2917	1.2874	1.2691
R3	1.2821	1.2778	1.2664
R2	1.2725	1.2725	1.2656
R1	1.2682	1.2682	1.2647	1.2704
PP	1.2629	1.2629	1.2629	1.2640
S1	1.2586	1.2586	1.2629	1.2608
S2	1.2533	1.2533	1.2620
S3	1.2437	1.2490	1.2612
S4	1.2341	1.2394	1.2585

Weekly Pivots for week ending 10-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3275	1.3186	1.2764
R3	1.3046	1.2957	1.2701
R2	1.2817	1.2817	1.2680
R1	1.2728	1.2728	1.2659	1.2773
PP	1.2588	1.2588	1.2588	1.2611
S1	1.2499	1.2499	1.2617	1.2544
S2	1.2359	1.2359	1.2596
S3	1.2130	1.2270	1.2575
S4	1.1901	1.2041	1.2512

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%	0.0097	0.8%	83%	False	False	30
10	1.2678	1.2263	0.0415	3.3%	0.0109	0.9%	90%	False	False	159
20	1.2698	1.2263	0.0435	3.4%	0.0113	0.9%	86%	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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.3081
2.618	1.2924
1.618	1.2828
1.000	1.2769
0.618	1.2732
HIGH	1.2673
0.618	1.2636
0.500	1.2625
0.382	1.2614
LOW	1.2577
0.618	1.2518
1.000	1.2481
1.618	1.2422
2.618	1.2326
4.250	1.2169

Fisher Pivots for day following 10-Jul-2020
Pivot	1 day	3 day
R1	1.2634	1.2625
PP	1.2629	1.2612
S1	1.2625	1.2599

Download as Excel Spreadsheet

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

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