CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 15-Jul-2020

Day Change Summary
	Previous	Current
	14-Jul-2020	15-Jul-2020	Change	Change %	Previous Week
Open	1.2555	1.2621	0.0066	0.5%	1.2488
High	1.2572	1.2658	0.0086	0.7%	1.2678
Low	1.2491	1.2586	0.0095	0.8%	1.2449
Close	1.2566	1.2591	0.0025	0.2%	1.2638
Range	0.0081	0.0072	-0.0009	-11.1%	0.0229
ATR	0.0111	0.0110	-0.0001	-1.2%	0.0000
Volume	12	6	-6	-50.0%	152

Daily Pivots for day following 15-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2828	1.2781	1.2631
R3	1.2756	1.2709	1.2611
R2	1.2684	1.2684	1.2604
R1	1.2637	1.2637	1.2598	1.2625
PP	1.2612	1.2612	1.2612	1.2605
S1	1.2565	1.2565	1.2584	1.2553
S2	1.2540	1.2540	1.2578
S3	1.2468	1.2493	1.2571
S4	1.2396	1.2421	1.2551

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%	0.0086	0.7%	53%	False	False	37
10	1.2678	1.2371	0.0307	2.4%	0.0095	0.8%	72%	False	False	104
20	1.2678	1.2263	0.0415	3.3%	0.0107	0.8%	79%	False	False	96

Crabel Price Patterns
NR	True
NR4	True
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	0.0031
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.2964
2.618	1.2846
1.618	1.2774
1.000	1.2730
0.618	1.2702
HIGH	1.2658
0.618	1.2630
0.500	1.2622
0.382	1.2614
LOW	1.2586
0.618	1.2542
1.000	1.2514
1.618	1.2470
2.618	1.2398
4.250	1.2280

Fisher Pivots for day following 15-Jul-2020
Pivot	1 day	3 day
R1	1.2622	1.2588
PP	1.2612	1.2586
S1	1.2601	1.2583

Download as Excel Spreadsheet

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

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