CME British Pound Future December 2020


Trading Metrics calculated at close of trading on 11-Aug-2020
Day Change Summary
Previous Current
10-Aug-2020 11-Aug-2020 Change Change % Previous Week
Open 1.3061 1.3097 0.0036 0.3% 1.3100
High 1.3110 1.3138 0.0028 0.2% 1.3191
Low 1.3027 1.3050 0.0023 0.2% 1.2989
Close 1.3075 1.3071 -0.0004 0.0% 1.3059
Range 0.0083 0.0088 0.0005 6.0% 0.0202
ATR 0.0107 0.0106 -0.0001 -1.3% 0.0000
Volume 341 340 -1 -0.3% 1,953
Daily Pivots for day following 11-Aug-2020
Classic Woodie Camarilla DeMark
R4 1.3350 1.3299 1.3119
R3 1.3262 1.3211 1.3095
R2 1.3174 1.3174 1.3087
R1 1.3123 1.3123 1.3079 1.3105
PP 1.3086 1.3086 1.3086 1.3077
S1 1.3035 1.3035 1.3063 1.3017
S2 1.2998 1.2998 1.3055
S3 1.2910 1.2947 1.3047
S4 1.2822 1.2859 1.3023
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 1.3018 0.0173 1.3% 0.0093 0.7% 31% False False 411
10 1.3191 1.2924 0.0267 2.0% 0.0105 0.8% 55% False False 327
20 1.3191 1.2522 0.0669 5.1% 0.0101 0.8% 82% False False 309
40 1.3191 1.2263 0.0928 7.1% 0.0106 0.8% 87% False False 203
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.3512
2.618 1.3368
1.618 1.3280
1.000 1.3226
0.618 1.3192
HIGH 1.3138
0.618 1.3104
0.500 1.3094
0.382 1.3084
LOW 1.3050
0.618 1.2996
1.000 1.2962
1.618 1.2908
2.618 1.2820
4.250 1.2676
Fisher Pivots for day following 11-Aug-2020
Pivot 1 day 3 day
R1 1.3094 1.3082
PP 1.3086 1.3078
S1 1.3079 1.3075

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

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