CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 28-Jul-2020

Day Change Summary
	Previous	Current
	27-Jul-2020	28-Jul-2020	Change	Change %	Previous Week
Open	1.2803	1.2895	0.0092	0.7%	1.2562
High	1.2910	1.2961	0.0051	0.4%	1.2811
Low	1.2803	1.2849	0.0046	0.4%	1.2528
Close	1.2882	1.2956	0.0074	0.6%	1.2799
Range	0.0107	0.0112	0.0005	4.7%	0.0283
ATR	0.0106	0.0107	0.0000	0.4%	0.0000
Volume	86	346	260	302.3%	2,469

Daily Pivots for day following 28-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3258	1.3219	1.3018
R3	1.3146	1.3107	1.2987
R2	1.3034	1.3034	1.2977
R1	1.2995	1.2995	1.2966	1.3015
PP	1.2922	1.2922	1.2922	1.2932
S1	1.2883	1.2883	1.2946	1.2903
S2	1.2810	1.2810	1.2935
S3	1.2698	1.2771	1.2925
S4	1.2586	1.2659	1.2894

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	1.2961	1.2654	0.0307	2.4%	0.0097	0.7%	98%	True	False	552
10	1.2961	1.2522	0.0439	3.4%	0.0098	0.8%	99%	True	False	291
20	1.2961	1.2268	0.0693	5.3%	0.0100	0.8%	99%	True	False	228
40	1.2961	1.2263	0.0698	5.4%	0.0108	0.8%	99%	True	False	131

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0024
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3437
2.618	1.3254
1.618	1.3142
1.000	1.3073
0.618	1.3030
HIGH	1.2961
0.618	1.2918
0.500	1.2905
0.382	1.2892
LOW	1.2849
0.618	1.2780
1.000	1.2737
1.618	1.2668
2.618	1.2556
4.250	1.2373

Fisher Pivots for day following 28-Jul-2020
Pivot	1 day	3 day
R1	1.2939	1.2919
PP	1.2922	1.2881
S1	1.2905	1.2844

Download as Excel Spreadsheet

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

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