CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 29-Jul-2020
Day Change Summary
Previous Current
28-Jul-2020 29-Jul-2020 Change Change % Previous Week
Open 1.2895 1.2939 0.0044 0.3% 1.2562
High 1.2961 1.3022 0.0061 0.5% 1.2811
Low 1.2849 1.2924 0.0075 0.6% 1.2528
Close 1.2956 1.2973 0.0017 0.1% 1.2799
Range 0.0112 0.0098 -0.0014 -12.5% 0.0283
ATR 0.0107 0.0106 -0.0001 -0.6% 0.0000
Volume 346 102 -244 -70.5% 2,469
Daily Pivots for day following 29-Jul-2020
Classic Woodie Camarilla DeMark
R4 1.3267 1.3218 1.3027
R3 1.3169 1.3120 1.3000
R2 1.3071 1.3071 1.2991
R1 1.3022 1.3022 1.2982 1.3047
PP 1.2973 1.2973 1.2973 1.2985
S1 1.2924 1.2924 1.2964 1.2949
S2 1.2875 1.2875 1.2955
S3 1.2777 1.2826 1.2946
S4 1.2679 1.2728 1.2919
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 1.3022 1.2684 0.0338 2.6% 0.0097 0.7% 86% True False 331
10 1.3022 1.2522 0.0500 3.9% 0.0101 0.8% 90% True False 301
20 1.3022 1.2371 0.0651 5.0% 0.0098 0.8% 92% True False 202
40 1.3022 1.2263 0.0759 5.9% 0.0108 0.8% 94% True False 133
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 0.0022
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.3439
2.618 1.3279
1.618 1.3181
1.000 1.3120
0.618 1.3083
HIGH 1.3022
0.618 1.2985
0.500 1.2973
0.382 1.2961
LOW 1.2924
0.618 1.2863
1.000 1.2826
1.618 1.2765
2.618 1.2667
4.250 1.2508
Fisher Pivots for day following 29-Jul-2020
Pivot 1 day 3 day
R1 1.2973 1.2953
PP 1.2973 1.2933
S1 1.2973 1.2913

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

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