CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 21-Jul-2020
Day Change Summary
Previous Current
20-Jul-2020 21-Jul-2020 Change Change % Previous Week
Open 1.2562 1.2688 0.0126 1.0% 1.2660
High 1.2674 1.2776 0.0102 0.8% 1.2675
Low 1.2528 1.2660 0.0132 1.1% 1.2491
Close 1.2674 1.2767 0.0093 0.7% 1.2578
Range 0.0146 0.0116 -0.0030 -20.5% 0.0184
ATR 0.0109 0.0109 0.0001 0.5% 0.0000
Volume 99 41 -58 -58.6% 157
Daily Pivots for day following 21-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3082 1.3041 1.2831
R3 1.2966 1.2925 1.2799
R2 1.2850 1.2850 1.2788
R1 1.2809 1.2809 1.2778 1.2830
PP 1.2734 1.2734 1.2734 1.2745
S1 1.2693 1.2693 1.2756 1.2714
S2 1.2618 1.2618 1.2746
S3 1.2502 1.2577 1.2735
S4 1.2386 1.2461 1.2703
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 1.2776 1.2522 0.0254 2.0% 0.0099 0.8% 96% True False 31
10 1.2776 1.2491 0.0285 2.2% 0.0097 0.8% 97% True False 41
20 1.2776 1.2263 0.0513 4.0% 0.0104 0.8% 98% True False 96
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 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3269
2.618 1.3080
1.618 1.2964
1.000 1.2892
0.618 1.2848
HIGH 1.2776
0.618 1.2732
0.500 1.2718
0.382 1.2704
LOW 1.2660
0.618 1.2588
1.000 1.2544
1.618 1.2472
2.618 1.2356
4.250 1.2167
Fisher Pivots for day following 21-Jul-2020
Pivot 1 day 3 day
R1 1.2751 1.2728
PP 1.2734 1.2688
S1 1.2718 1.2649

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

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