CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 24-Jul-2020

Day Change Summary
	Previous	Current
	23-Jul-2020	24-Jul-2020	Change	Change %	Previous Week
Open	1.2744	1.2738	-0.0006	0.0%	1.2562
High	1.2768	1.2811	0.0043	0.3%	1.2811
Low	1.2684	1.2727	0.0043	0.3%	1.2528
Close	1.2752	1.2799	0.0047	0.4%	1.2799
Range	0.0084	0.0084	0.0000	0.0%	0.0283
ATR	0.0108	0.0106	-0.0002	-1.6%	0.0000
Volume	930	191	-739	-79.5%	2,469

Daily Pivots for day following 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3031	1.2999	1.2845
R3	1.2947	1.2915	1.2822
R2	1.2863	1.2863	1.2814
R1	1.2831	1.2831	1.2807	1.2847
PP	1.2779	1.2779	1.2779	1.2787
S1	1.2747	1.2747	1.2791	1.2763
S2	1.2695	1.2695	1.2784
S3	1.2611	1.2663	1.2776
S4	1.2527	1.2579	1.2753

Weekly Pivots for week ending 24-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3562	1.3463	1.2955
R3	1.3279	1.3180	1.2877
R2	1.2996	1.2996	1.2851
R1	1.2897	1.2897	1.2825	1.2947
PP	1.2713	1.2713	1.2713	1.2737
S1	1.2614	1.2614	1.2773	1.2664
S2	1.2430	1.2430	1.2747
S3	1.2147	1.2331	1.2721
S4	1.1864	1.2048	1.2643

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.2811	1.2528	0.0283	2.2%	0.0105	0.8%	96%	True	False	493
10	1.2811	1.2491	0.0320	2.5%	0.0096	0.7%	96%	True	False	262
20	1.2811	1.2263	0.0548	4.3%	0.0102	0.8%	98%	True	False	211
40	1.2812	1.2263	0.0549	4.3%	0.0108	0.8%	98%	False	False	120

Crabel Price Patterns
NR	False
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	0.0022

Fibonacci Retracements and Extensions
4.250	1.3168
2.618	1.3031
1.618	1.2947
1.000	1.2895
0.618	1.2863
HIGH	1.2811
0.618	1.2779
0.500	1.2769
0.382	1.2759
LOW	1.2727
0.618	1.2675
1.000	1.2643
1.618	1.2591
2.618	1.2507
4.250	1.2370

Fisher Pivots for day following 24-Jul-2020
Pivot	1 day	3 day
R1	1.2789	1.2777
PP	1.2779	1.2755
S1	1.2769	1.2733

Download as Excel Spreadsheet

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

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