CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 07-Aug-2020
Day Change Summary
Previous Current
06-Aug-2020 07-Aug-2020 Change Change % Previous Week
Open 1.3137 1.3141 0.0004 0.0% 1.3100
High 1.3191 1.3146 -0.0045 -0.3% 1.3191
Low 1.3127 1.3018 -0.0109 -0.8% 1.2989
Close 1.3158 1.3059 -0.0099 -0.8% 1.3059
Range 0.0064 0.0128 0.0064 100.0% 0.0202
ATR 0.0107 0.0109 0.0002 2.2% 0.0000
Volume 500 508 8 1.6% 1,953
Daily Pivots for day following 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3458 1.3387 1.3129
R3 1.3330 1.3259 1.3094
R2 1.3202 1.3202 1.3082
R1 1.3131 1.3131 1.3071 1.3103
PP 1.3074 1.3074 1.3074 1.3060
S1 1.3003 1.3003 1.3047 1.2975
S2 1.2946 1.2946 1.3036
S3 1.2818 1.2875 1.3024
S4 1.2690 1.2747 1.2989
Weekly Pivots for week ending 07-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3686 1.3574 1.3170
R3 1.3484 1.3372 1.3115
R2 1.3282 1.3282 1.3096
R1 1.3170 1.3170 1.3078 1.3125
PP 1.3080 1.3080 1.3080 1.3057
S1 1.2968 1.2968 1.3040 1.2923
S2 1.2878 1.2878 1.3022
S3 1.2676 1.2766 1.3003
S4 1.2474 1.2564 1.2948
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% 0.0105 0.8% 35% False False 390
10 1.3191 1.2803 0.0388 3.0% 0.0110 0.8% 66% False False 302
20 1.3191 1.2491 0.0700 5.4% 0.0103 0.8% 81% False False 282
40 1.3191 1.2263 0.0928 7.1% 0.0108 0.8% 86% False False 190
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 1.3690
2.618 1.3481
1.618 1.3353
1.000 1.3274
0.618 1.3225
HIGH 1.3146
0.618 1.3097
0.500 1.3082
0.382 1.3067
LOW 1.3018
0.618 1.2939
1.000 1.2890
1.618 1.2811
2.618 1.2683
4.250 1.2474
Fisher Pivots for day following 07-Aug-2020
Pivot 1 day 3 day
R1 1.3082 1.3105
PP 1.3074 1.3089
S1 1.3067 1.3074

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

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