CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 23-Jul-2020

Day Change Summary
	Previous	Current
	22-Jul-2020	23-Jul-2020	Change	Change %	Previous Week
Open	1.2746	1.2744	-0.0002	0.0%	1.2660
High	1.2751	1.2768	0.0017	0.1%	1.2675
Low	1.2654	1.2684	0.0030	0.2%	1.2491
Close	1.2746	1.2752	0.0006	0.0%	1.2578
Range	0.0097	0.0084	-0.0013	-13.4%	0.0184
ATR	0.0110	0.0108	-0.0002	-1.7%	0.0000
Volume	1,208	930	-278	-23.0%	157

Daily Pivots for day following 23-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.2987	1.2953	1.2798
R3	1.2903	1.2869	1.2775
R2	1.2819	1.2819	1.2767
R1	1.2785	1.2785	1.2760	1.2802
PP	1.2735	1.2735	1.2735	1.2743
S1	1.2701	1.2701	1.2744	1.2718
S2	1.2651	1.2651	1.2737
S3	1.2567	1.2617	1.2729
S4	1.2483	1.2533	1.2706

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%	0.0101	0.8%	91%	False	False	456
10	1.2776	1.2491	0.0285	2.2%	0.0097	0.8%	92%	False	False	244
20	1.2776	1.2263	0.0513	4.0%	0.0101	0.8%	95%	False	False	202
40	1.2812	1.2248	0.0564	4.4%	0.0109	0.9%	89%	False	False	116

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	0.0025
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	1.3125
2.618	1.2988
1.618	1.2904
1.000	1.2852
0.618	1.2820
HIGH	1.2768
0.618	1.2736
0.500	1.2726
0.382	1.2716
LOW	1.2684
0.618	1.2632
1.000	1.2600
1.618	1.2548
2.618	1.2464
4.250	1.2327

Fisher Pivots for day following 23-Jul-2020
Pivot	1 day	3 day
R1	1.2743	1.2740
PP	1.2735	1.2727
S1	1.2726	1.2715

Download as Excel Spreadsheet

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

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