CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 03-Aug-2020
Day Change Summary
Previous Current
31-Jul-2020 03-Aug-2020 Change Change % Previous Week
Open 1.3102 1.3100 -0.0002 0.0% 1.2803
High 1.3177 1.3120 -0.0057 -0.4% 1.3177
Low 1.3080 1.3013 -0.0067 -0.5% 1.2803
Close 1.3113 1.3083 -0.0030 -0.2% 1.3113
Range 0.0097 0.0107 0.0010 10.3% 0.0374
ATR 0.0109 0.0109 0.0000 -0.1% 0.0000
Volume 174 119 -55 -31.6% 1,071
Daily Pivots for day following 03-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3393 1.3345 1.3142
R3 1.3286 1.3238 1.3112
R2 1.3179 1.3179 1.3103
R1 1.3131 1.3131 1.3093 1.3102
PP 1.3072 1.3072 1.3072 1.3057
S1 1.3024 1.3024 1.3073 1.2995
S2 1.2965 1.2965 1.3063
S3 1.2858 1.2917 1.3054
S4 1.2751 1.2810 1.3024
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 1.2849 0.0328 2.5% 0.0114 0.9% 71% False False 220
10 1.3177 1.2654 0.0523 4.0% 0.0106 0.8% 82% False False 356
20 1.3177 1.2474 0.0703 5.4% 0.0102 0.8% 87% False False 197
40 1.3177 1.2263 0.0914 7.0% 0.0109 0.8% 90% False False 147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3575
2.618 1.3400
1.618 1.3293
1.000 1.3227
0.618 1.3186
HIGH 1.3120
0.618 1.3079
0.500 1.3067
0.382 1.3054
LOW 1.3013
0.618 1.2947
1.000 1.2906
1.618 1.2840
2.618 1.2733
4.250 1.2558
Fisher Pivots for day following 03-Aug-2020
Pivot 1 day 3 day
R1 1.3078 1.3077
PP 1.3072 1.3072
S1 1.3067 1.3066

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

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