CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 17-Jul-2020
Day Change Summary
Previous Current
16-Jul-2020 17-Jul-2020 Change Change % Previous Week
Open 1.2581 1.2525 -0.0056 -0.4% 1.2660
High 1.2632 1.2582 -0.0050 -0.4% 1.2675
Low 1.2529 1.2522 -0.0007 -0.1% 1.2491
Close 1.2554 1.2578 0.0024 0.2% 1.2578
Range 0.0103 0.0060 -0.0043 -41.7% 0.0184
ATR 0.0110 0.0106 -0.0004 -3.2% 0.0000
Volume 7 5 -2 -28.6% 157
Daily Pivots for day following 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.2741 1.2719 1.2611
R3 1.2681 1.2659 1.2595
R2 1.2621 1.2621 1.2589
R1 1.2599 1.2599 1.2584 1.2610
PP 1.2561 1.2561 1.2561 1.2566
S1 1.2539 1.2539 1.2573 1.2550
S2 1.2501 1.2501 1.2567
S3 1.2441 1.2479 1.2562
S4 1.2381 1.2419 1.2545
Weekly Pivots for week ending 17-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3133 1.3040 1.2679
R3 1.2949 1.2856 1.2629
R2 1.2765 1.2765 1.2612
R1 1.2672 1.2672 1.2595 1.2627
PP 1.2581 1.2581 1.2581 1.2559
S1 1.2488 1.2488 1.2561 1.2443
S2 1.2397 1.2397 1.2544
S3 1.2213 1.2304 1.2527
S4 1.2029 1.2120 1.2477
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2675 1.2491 0.0184 1.5% 0.0086 0.7% 47% False False 31
10 1.2678 1.2449 0.0229 1.8% 0.0091 0.7% 56% False False 30
20 1.2678 1.2263 0.0415 3.3% 0.0103 0.8% 76% False False 95
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 True
Bull Hook False
Stretch 0.0031
Narrowest range in 31 trading days
Fibonacci Retracements and Extensions
4.250 1.2837
2.618 1.2739
1.618 1.2679
1.000 1.2642
0.618 1.2619
HIGH 1.2582
0.618 1.2559
0.500 1.2552
0.382 1.2545
LOW 1.2522
0.618 1.2485
1.000 1.2462
1.618 1.2425
2.618 1.2365
4.250 1.2267
Fisher Pivots for day following 17-Jul-2020
Pivot 1 day 3 day
R1 1.2569 1.2590
PP 1.2561 1.2586
S1 1.2552 1.2582

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

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