CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 14-Jul-2020
Day Change Summary
Previous Current
13-Jul-2020 14-Jul-2020 Change Change % Previous Week
Open 1.2660 1.2555 -0.0105 -0.8% 1.2488
High 1.2675 1.2572 -0.0103 -0.8% 1.2678
Low 1.2562 1.2491 -0.0071 -0.6% 1.2449
Close 1.2583 1.2566 -0.0017 -0.1% 1.2638
Range 0.0113 0.0081 -0.0032 -28.3% 0.0229
ATR 0.0113 0.0111 -0.0001 -1.3% 0.0000
Volume 127 12 -115 -90.6% 152
Daily Pivots for day following 14-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2786 1.2757 1.2611
R3 1.2705 1.2676 1.2588
R2 1.2624 1.2624 1.2581
R1 1.2595 1.2595 1.2573 1.2610
PP 1.2543 1.2543 1.2543 1.2550
S1 1.2514 1.2514 1.2559 1.2529
S2 1.2462 1.2462 1.2551
S3 1.2381 1.2433 1.2544
S4 1.2300 1.2352 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 1.2491 0.0187 1.5% 0.0094 0.7% 40% False True 51
10 1.2678 1.2268 0.0410 3.3% 0.0102 0.8% 73% False False 165
20 1.2698 1.2263 0.0435 3.5% 0.0110 0.9% 70% False False 97
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.2916
2.618 1.2784
1.618 1.2703
1.000 1.2653
0.618 1.2622
HIGH 1.2572
0.618 1.2541
0.500 1.2532
0.382 1.2522
LOW 1.2491
0.618 1.2441
1.000 1.2410
1.618 1.2360
2.618 1.2279
4.250 1.2147
Fisher Pivots for day following 14-Jul-2020
Pivot 1 day 3 day
R1 1.2555 1.2583
PP 1.2543 1.2577
S1 1.2532 1.2572

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

View Archives - Comment on this page... - Back to Index of Symbols