CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 22-Jul-2020

Day Change Summary
	Previous	Current
	21-Jul-2020	22-Jul-2020	Change	Change %	Previous Week
Open	1.2688	1.2746	0.0058	0.5%	1.2660
High	1.2776	1.2751	-0.0025	-0.2%	1.2675
Low	1.2660	1.2654	-0.0006	0.0%	1.2491
Close	1.2767	1.2746	-0.0021	-0.2%	1.2578
Range	0.0116	0.0097	-0.0019	-16.4%	0.0184
ATR	0.0109	0.0110	0.0000	0.2%	0.0000
Volume	41	1,208	1,167	2,846.3%	157

Daily Pivots for day following 22-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3008	1.2974	1.2799
R3	1.2911	1.2877	1.2773
R2	1.2814	1.2814	1.2764
R1	1.2780	1.2780	1.2755	1.2795
PP	1.2717	1.2717	1.2717	1.2724
S1	1.2683	1.2683	1.2737	1.2698
S2	1.2620	1.2620	1.2728
S3	1.2523	1.2586	1.2719
S4	1.2426	1.2489	1.2693

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%	0.0104	0.8%	88%	False	False	272
10	1.2776	1.2491	0.0285	2.2%	0.0095	0.7%	89%	False	False	154
20	1.2776	1.2263	0.0513	4.0%	0.0104	0.8%	94%	False	False	156
40	1.2812	1.2217	0.0595	4.7%	0.0110	0.9%	89%	False	False	93

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	0.0025
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	1.3163
2.618	1.3005
1.618	1.2908
1.000	1.2848
0.618	1.2811
HIGH	1.2751
0.618	1.2714
0.500	1.2703
0.382	1.2691
LOW	1.2654
0.618	1.2594
1.000	1.2557
1.618	1.2497
2.618	1.2400
4.250	1.2242

Fisher Pivots for day following 22-Jul-2020
Pivot	1 day	3 day
R1	1.2732	1.2715
PP	1.2717	1.2683
S1	1.2703	1.2652

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

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