CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 31-Jul-2020

Day Change Summary
	Previous	Current
	30-Jul-2020	31-Jul-2020	Change	Change %	Previous Week
Open	1.3000	1.3102	0.0102	0.8%	1.2803
High	1.3110	1.3177	0.0067	0.5%	1.3177
Low	1.2955	1.3080	0.0125	1.0%	1.2803
Close	1.3096	1.3113	0.0017	0.1%	1.3113
Range	0.0155	0.0097	-0.0058	-37.4%	0.0374
ATR	0.0110	0.0109	-0.0001	-0.8%	0.0000
Volume	363	174	-189	-52.1%	1,071

Daily Pivots for day following 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3414	1.3361	1.3166
R3	1.3317	1.3264	1.3140
R2	1.3220	1.3220	1.3131
R1	1.3167	1.3167	1.3122	1.3194
PP	1.3123	1.3123	1.3123	1.3137
S1	1.3070	1.3070	1.3104	1.3097
S2	1.3026	1.3026	1.3095
S3	1.2929	1.2973	1.3086
S4	1.2832	1.2876	1.3060

Weekly Pivots for week ending 31-Jul-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.4153	1.4007	1.3319
R3	1.3779	1.3633	1.3216
R2	1.3405	1.3405	1.3182
R1	1.3259	1.3259	1.3147	1.3332
PP	1.3031	1.3031	1.3031	1.3068
S1	1.2885	1.2885	1.3079	1.2958
S2	1.2657	1.2657	1.3044
S3	1.2283	1.2511	1.3010
S4	1.1909	1.2137	1.2907

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.3177	1.2803	0.0374	2.9%	0.0114	0.9%	83%	True	False	214
10	1.3177	1.2528	0.0649	4.9%	0.0110	0.8%	90%	True	False	354
20	1.3177	1.2449	0.0728	5.6%	0.0101	0.8%	91%	True	False	192
40	1.3177	1.2263	0.0914	7.0%	0.0110	0.8%	93%	True	False	145

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0023
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	1.3589
2.618	1.3431
1.618	1.3334
1.000	1.3274
0.618	1.3237
HIGH	1.3177
0.618	1.3140
0.500	1.3129
0.382	1.3117
LOW	1.3080
0.618	1.3020
1.000	1.2983
1.618	1.2923
2.618	1.2826
4.250	1.2668

Fisher Pivots for day following 31-Jul-2020
Pivot	1 day	3 day
R1	1.3129	1.3092
PP	1.3123	1.3071
S1	1.3118	1.3051

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols