CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 06-Aug-2020

Day Change Summary
	Previous	Current
	05-Aug-2020	06-Aug-2020	Change	Change %	Previous Week
Open	1.3086	1.3137	0.0051	0.4%	1.2803
High	1.3167	1.3191	0.0024	0.2%	1.3177
Low	1.3066	1.3127	0.0061	0.5%	1.2803
Close	1.3123	1.3158	0.0035	0.3%	1.3113
Range	0.0101	0.0064	-0.0037	-36.6%	0.0374
ATR	0.0109	0.0107	-0.0003	-2.7%	0.0000
Volume	367	500	133	36.2%	1,071

Daily Pivots for day following 06-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3351	1.3318	1.3193
R3	1.3287	1.3254	1.3176
R2	1.3223	1.3223	1.3170
R1	1.3190	1.3190	1.3164	1.3207
PP	1.3159	1.3159	1.3159	1.3167
S1	1.3126	1.3126	1.3152	1.3143
S2	1.3095	1.3095	1.3146
S3	1.3031	1.3062	1.3140
S4	1.2967	1.2998	1.3123

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	1.3191	1.2989	0.0202	1.5%	0.0099	0.8%	84%	True	False	323
10	1.3191	1.2727	0.0464	3.5%	0.0105	0.8%	93%	True	False	270
20	1.3191	1.2491	0.0700	5.3%	0.0101	0.8%	95%	True	False	257
40	1.3191	1.2263	0.0928	7.1%	0.0108	0.8%	96%	True	False	178

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0021
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	1.3463
2.618	1.3359
1.618	1.3295
1.000	1.3255
0.618	1.3231
HIGH	1.3191
0.618	1.3167
0.500	1.3159
0.382	1.3151
LOW	1.3127
0.618	1.3087
1.000	1.3063
1.618	1.3023
2.618	1.2959
4.250	1.2855

Fisher Pivots for day following 06-Aug-2020
Pivot	1 day	3 day
R1	1.3159	1.3135
PP	1.3159	1.3113
S1	1.3158	1.3090

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

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