CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 13-Jul-2020
Day Change Summary
Previous Current
10-Jul-2020 13-Jul-2020 Change Change % Previous Week
Open 1.2612 1.2660 0.0048 0.4% 1.2488
High 1.2673 1.2675 0.0002 0.0% 1.2678
Low 1.2577 1.2562 -0.0015 -0.1% 1.2449
Close 1.2638 1.2583 -0.0055 -0.4% 1.2638
Range 0.0096 0.0113 0.0017 17.7% 0.0229
ATR 0.0113 0.0113 0.0000 0.0% 0.0000
Volume 8 127 119 1,487.5% 152
Daily Pivots for day following 13-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2946 1.2877 1.2645
R3 1.2833 1.2764 1.2614
R2 1.2720 1.2720 1.2604
R1 1.2651 1.2651 1.2593 1.2629
PP 1.2607 1.2607 1.2607 1.2596
S1 1.2538 1.2538 1.2573 1.2516
S2 1.2494 1.2494 1.2562
S3 1.2381 1.2425 1.2552
S4 1.2268 1.2312 1.2521
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 1.2474 0.0204 1.6% 0.0103 0.8% 53% False False 50
10 1.2678 1.2263 0.0415 3.3% 0.0108 0.9% 77% False False 170
20 1.2698 1.2263 0.0435 3.5% 0.0109 0.9% 74% False False 100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.3155
2.618 1.2971
1.618 1.2858
1.000 1.2788
0.618 1.2745
HIGH 1.2675
0.618 1.2632
0.500 1.2619
0.382 1.2605
LOW 1.2562
0.618 1.2492
1.000 1.2449
1.618 1.2379
2.618 1.2266
4.250 1.2082
Fisher Pivots for day following 13-Jul-2020
Pivot 1 day 3 day
R1 1.2619 1.2620
PP 1.2607 1.2608
S1 1.2595 1.2595

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

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