CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 20-Jul-2020
Day Change Summary
Previous Current
17-Jul-2020 20-Jul-2020 Change Change % Previous Week
Open 1.2525 1.2562 0.0037 0.3% 1.2660
High 1.2582 1.2674 0.0092 0.7% 1.2675
Low 1.2522 1.2528 0.0006 0.0% 1.2491
Close 1.2578 1.2674 0.0096 0.8% 1.2578
Range 0.0060 0.0146 0.0086 143.3% 0.0184
ATR 0.0106 0.0109 0.0003 2.7% 0.0000
Volume 5 99 94 1,880.0% 157
Daily Pivots for day following 20-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3063 1.3015 1.2754
R3 1.2917 1.2869 1.2714
R2 1.2771 1.2771 1.2701
R1 1.2723 1.2723 1.2687 1.2747
PP 1.2625 1.2625 1.2625 1.2638
S1 1.2577 1.2577 1.2661 1.2601
S2 1.2479 1.2479 1.2647
S3 1.2333 1.2431 1.2634
S4 1.2187 1.2285 1.2594
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 1.2674 1.2491 0.0183 1.4% 0.0092 0.7% 100% True False 25
10 1.2678 1.2474 0.0204 1.6% 0.0098 0.8% 98% False False 38
20 1.2678 1.2263 0.0415 3.3% 0.0105 0.8% 99% False False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0031
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 1.3295
2.618 1.3056
1.618 1.2910
1.000 1.2820
0.618 1.2764
HIGH 1.2674
0.618 1.2618
0.500 1.2601
0.382 1.2584
LOW 1.2528
0.618 1.2438
1.000 1.2382
1.618 1.2292
2.618 1.2146
4.250 1.1908
Fisher Pivots for day following 20-Jul-2020
Pivot 1 day 3 day
R1 1.2650 1.2649
PP 1.2625 1.2623
S1 1.2601 1.2598

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

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