CME British Pound Future December 2020

Trading Metrics calculated at close of trading on 12-Aug-2020

Day Change Summary
	Previous	Current
	11-Aug-2020	12-Aug-2020	Change	Change %	Previous Week
Open	1.3097	1.3060	-0.0037	-0.3%	1.3100
High	1.3138	1.3073	-0.0065	-0.5%	1.3191
Low	1.3050	1.3013	-0.0037	-0.3%	1.2989
Close	1.3071	1.3034	-0.0037	-0.3%	1.3059
Range	0.0088	0.0060	-0.0028	-31.8%	0.0202
ATR	0.0106	0.0102	-0.0003	-3.1%	0.0000
Volume	340	397	57	16.8%	1,953

Daily Pivots for day following 12-Aug-2020
	Classic	Woodie	Camarilla	DeMark
R4	1.3220	1.3187	1.3067
R3	1.3160	1.3127	1.3051
R2	1.3100	1.3100	1.3045
R1	1.3067	1.3067	1.3040	1.3054
PP	1.3040	1.3040	1.3040	1.3033
S1	1.3007	1.3007	1.3029	1.2994
S2	1.2980	1.2980	1.3023
S3	1.2920	1.2947	1.3018
S4	1.2860	1.2887	1.3001

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	1.3013	0.0178	1.4%	0.0085	0.6%	12%	False	True	417
10	1.3191	1.2955	0.0236	1.8%	0.0101	0.8%	33%	False	False	356
20	1.3191	1.2522	0.0669	5.1%	0.0101	0.8%	77%	False	False	329
40	1.3191	1.2263	0.0928	7.1%	0.0104	0.8%	83%	False	False	212

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0023
Narrowest range in 18 trading days

Fibonacci Retracements and Extensions
4.250	1.3328
2.618	1.3230
1.618	1.3170
1.000	1.3133
0.618	1.3110
HIGH	1.3073
0.618	1.3050
0.500	1.3043
0.382	1.3036
LOW	1.3013
0.618	1.2976
1.000	1.2953
1.618	1.2916
2.618	1.2856
4.250	1.2758

Fisher Pivots for day following 12-Aug-2020
Pivot	1 day	3 day
R1	1.3043	1.3076
PP	1.3040	1.3062
S1	1.3037	1.3048

Download as Excel Spreadsheet

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

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