CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 05-Aug-2020
Day Change Summary
Previous Current
04-Aug-2020 05-Aug-2020 Change Change % Previous Week
Open 1.3094 1.3086 -0.0008 -0.1% 1.2803
High 1.3115 1.3167 0.0052 0.4% 1.3177
Low 1.2989 1.3066 0.0077 0.6% 1.2803
Close 1.3063 1.3123 0.0060 0.5% 1.3113
Range 0.0126 0.0101 -0.0025 -19.8% 0.0374
ATR 0.0110 0.0109 0.0000 -0.4% 0.0000
Volume 459 367 -92 -20.0% 1,071
Daily Pivots for day following 05-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3422 1.3373 1.3179
R3 1.3321 1.3272 1.3151
R2 1.3220 1.3220 1.3142
R1 1.3171 1.3171 1.3132 1.3196
PP 1.3119 1.3119 1.3119 1.3131
S1 1.3070 1.3070 1.3114 1.3095
S2 1.3018 1.3018 1.3104
S3 1.2917 1.2969 1.3095
S4 1.2816 1.2868 1.3067
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 1.2955 0.0222 1.7% 0.0117 0.9% 76% False False 296
10 1.3177 1.2684 0.0493 3.8% 0.0107 0.8% 89% False False 313
20 1.3177 1.2491 0.0686 5.2% 0.0101 0.8% 92% False False 234
40 1.3177 1.2263 0.0914 7.0% 0.0109 0.8% 94% False False 167
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 1.3596
2.618 1.3431
1.618 1.3330
1.000 1.3268
0.618 1.3229
HIGH 1.3167
0.618 1.3128
0.500 1.3117
0.382 1.3105
LOW 1.3066
0.618 1.3004
1.000 1.2965
1.618 1.2903
2.618 1.2802
4.250 1.2637
Fisher Pivots for day following 05-Aug-2020
Pivot 1 day 3 day
R1 1.3121 1.3108
PP 1.3119 1.3093
S1 1.3117 1.3078

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

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