CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 30-Jul-2020

Day Change Summary
	Previous	Current
	29-Jul-2020	30-Jul-2020	Change	Change %	Previous Week
Open	1.2939	1.3000	0.0061	0.5%	1.2562
High	1.3022	1.3110	0.0088	0.7%	1.2811
Low	1.2924	1.2955	0.0031	0.2%	1.2528
Close	1.2973	1.3096	0.0123	0.9%	1.2799
Range	0.0098	0.0155	0.0057	58.2%	0.0283
ATR	0.0106	0.0110	0.0003	3.3%	0.0000
Volume	102	363	261	255.9%	2,469

Daily Pivots for day following 30-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3519	1.3462	1.3181
R3	1.3364	1.3307	1.3139
R2	1.3209	1.3209	1.3124
R1	1.3152	1.3152	1.3110	1.3181
PP	1.3054	1.3054	1.3054	1.3068
S1	1.2997	1.2997	1.3082	1.3026
S2	1.2899	1.2899	1.3068
S3	1.2744	1.2842	1.3053
S4	1.2589	1.2687	1.3011

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	1.3110	1.2727	0.0383	2.9%	0.0111	0.8%	96%	True	False	217
10	1.3110	1.2522	0.0588	4.5%	0.0106	0.8%	98%	True	False	337
20	1.3110	1.2449	0.0661	5.0%	0.0099	0.8%	98%	True	False	214
40	1.3110	1.2263	0.0847	6.5%	0.0111	0.8%	98%	True	False	141

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Widest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	1.3769
2.618	1.3516
1.618	1.3361
1.000	1.3265
0.618	1.3206
HIGH	1.3110
0.618	1.3051
0.500	1.3033
0.382	1.3014
LOW	1.2955
0.618	1.2859
1.000	1.2800
1.618	1.2704
2.618	1.2549
4.250	1.2296

Fisher Pivots for day following 30-Jul-2020
Pivot	1 day	3 day
R1	1.3075	1.3057
PP	1.3054	1.3018
S1	1.3033	1.2980

Download as Excel Spreadsheet

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

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